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Goldman Sachs Physical Gold ETF (AAAU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS7154261025
CUSIP38150K103
IssuerGoldman Sachs
Inception DateJul 26, 2018
RegionGlobal (Broad)
CategoryPrecious Metals, Gold
Index TrackedLBMA Gold PM Price
Home Pagewww.gsam.com
Asset ClassCommodity

Expense Ratio

AAAU has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for AAAU: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Goldman Sachs Physical Gold ETF

Popular comparisons: AAAU vs. GLD, AAAU vs. IAU, AAAU vs. GLDM, AAAU vs. SGOL, AAAU vs. BAR, AAAU vs. SLV, AAAU vs. VOO, AAAU vs. GDX, AAAU vs. GOLD, AAAU vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goldman Sachs Physical Gold ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


70.00%80.00%90.00%100.00%110.00%FebruaryMarchAprilMayJuneJuly
102.13%
92.56%
AAAU (Goldman Sachs Physical Gold ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Goldman Sachs Physical Gold ETF had a return of 16.15% year-to-date (YTD) and 21.88% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date16.15%13.78%
1 month2.82%-0.38%
6 months19.07%11.47%
1 year21.88%18.82%
5 years (annualized)10.93%12.44%
10 years (annualized)N/A10.64%

Monthly Returns

The table below presents the monthly returns of AAAU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.37%0.45%8.65%3.14%1.59%-0.13%16.15%
20235.75%-5.28%7.89%0.92%-1.32%-2.21%2.26%-1.23%-4.78%7.43%2.54%1.29%12.94%
2022-1.60%6.15%1.26%-2.03%-3.18%-1.64%-2.51%-2.97%-2.77%-1.82%8.40%3.02%-0.50%
2021-3.12%-6.32%-1.16%3.59%7.67%-7.12%2.61%-0.00%-3.32%1.55%-0.68%3.24%-4.01%
20204.49%-0.63%-0.06%7.12%2.55%2.95%10.74%-0.41%-4.13%-0.48%-5.45%7.07%25.02%
20192.85%-0.49%-1.60%-0.66%1.72%8.09%0.01%7.87%-3.23%2.45%-3.15%3.73%18.17%
20182.21%-0.67%2.10%0.33%5.00%9.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AAAU is 76, placing it in the top 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AAAU is 7676
AAAU (Goldman Sachs Physical Gold ETF)
The Sharpe Ratio Rank of AAAU is 7474Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 7373Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 7474Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 8181Calmar Ratio Rank
The Martin Ratio Rank of AAAU is 7878Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Goldman Sachs Physical Gold ETF (AAAU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AAAU
Sharpe ratio
The chart of Sharpe ratio for AAAU, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Sortino ratio
The chart of Sortino ratio for AAAU, currently valued at 2.36, compared to the broader market0.005.0010.002.36
Omega ratio
The chart of Omega ratio for AAAU, currently valued at 1.30, compared to the broader market1.002.003.001.30
Calmar ratio
The chart of Calmar ratio for AAAU, currently valued at 1.84, compared to the broader market0.005.0010.0015.0020.001.84
Martin ratio
The chart of Martin ratio for AAAU, currently valued at 8.08, compared to the broader market0.0050.00100.00150.008.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market0.005.0010.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market1.002.003.001.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.005.0010.0015.0020.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0050.00100.00150.006.32

Sharpe Ratio

The current Goldman Sachs Physical Gold ETF Sharpe ratio is 1.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Goldman Sachs Physical Gold ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.66
1.66
AAAU (Goldman Sachs Physical Gold ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Goldman Sachs Physical Gold ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.87%
-4.24%
AAAU (Goldman Sachs Physical Gold ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs Physical Gold ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Goldman Sachs Physical Gold ETF was 21.63%, occurring on Sep 26, 2022. Recovery took 315 trading sessions.

The current Goldman Sachs Physical Gold ETF drawdown is 2.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.63%Aug 7, 2020538Sep 26, 2022315Dec 27, 2023853
-12.43%Mar 10, 20208Mar 19, 202015Apr 9, 202023
-6.51%Sep 5, 201960Nov 27, 201925Jan 6, 202085
-5.75%May 21, 202413Jun 7, 202425Jul 16, 202438
-5.22%Feb 20, 201951May 2, 201929Jun 13, 201980

Volatility

Volatility Chart

The current Goldman Sachs Physical Gold ETF volatility is 4.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
4.36%
3.80%
AAAU (Goldman Sachs Physical Gold ETF)
Benchmark (^GSPC)