PortfoliosLab logo
Goldman Sachs Bloomberg Clean Energy Equity ETF (G...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US38149W7544

Inception Date

Feb 8, 2022

Region

Global (Broad)

Leveraged

1x

Index Tracked

Bloomberg Goldman Sachs Global Clean Energy Index - Benchmark TR Gross

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

GCLN has an expense ratio of 0.45%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
GCLN vs. QCLN GCLN vs. VOO
Popular comparisons:

Performance

Performance Chart


Loading data...

S&P 500

Returns By Period


GCLN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-3.03%-3.03%
2024-8.00%1.28%3.80%-0.40%6.78%-5.32%6.67%2.29%6.98%-4.26%1.66%-5.12%4.99%
20237.14%-5.31%4.16%-2.41%-2.80%3.68%1.96%-8.70%-8.49%-4.81%8.00%4.23%-5.15%
20225.12%0.83%-12.28%4.81%-3.06%9.28%-3.09%-12.82%2.39%10.58%-5.25%-6.44%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GCLN is 22, meaning it’s performing worse than 78% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GCLN is 2222
Overall Rank
The Sharpe Ratio Rank of GCLN is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of GCLN is 2121
Sortino Ratio Rank
The Omega Ratio Rank of GCLN is 2121
Omega Ratio Rank
The Calmar Ratio Rank of GCLN is 1818
Calmar Ratio Rank
The Martin Ratio Rank of GCLN is 2828
Martin 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 Bloomberg Clean Energy Equity ETF (GCLN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for Goldman Sachs Bloomberg Clean Energy Equity ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Goldman Sachs Bloomberg Clean Energy Equity ETF provided a 2.24% dividend yield over the last twelve months, with an annual payout of $0.77 per share.


1.40%1.60%1.80%2.00%2.20%$0.00$0.20$0.40$0.60$0.80202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$0.77$0.77$0.56$0.48

Dividend yield

2.24%2.18%1.63%1.30%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Bloomberg Clean Energy Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.00$0.33$0.77
2023$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.29$0.56
2022$0.03$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.16$0.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs Bloomberg Clean Energy Equity 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 Bloomberg Clean Energy Equity ETF was 27.71%, occurring on Oct 27, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.71%Aug 19, 2022300Oct 27, 2023
-18.61%Apr 5, 202227May 12, 202264Aug 15, 202291
-5.99%Mar 1, 202210Mar 14, 202211Mar 29, 202221
-3.24%Feb 17, 20224Feb 23, 20222Feb 25, 20226
-3.02%Feb 11, 20222Feb 14, 20221Feb 15, 20223
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...