Goldman Sachs Defensive Equity ETF (GDEF)
GDEF is an actively managed ETF by Goldman Sachs. GDEF launched on Sep 30, 2020 and has a 0.55% expense ratio.
ETF Info
US38149W6553
Sep 30, 2020
North America (U.S.)
1x
No Index (Active)
Large-Cap
Growth
Expense Ratio
GDEF features an expense ratio of 0.55%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goldman Sachs Defensive Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
GDEF
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^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of GDEF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.32% | 3.23% | 2.67% | -2.85% | 3.51% | 1.28% | 10.45% | ||||||
| 2023 | 2.25% | -1.95% | 2.85% | 1.77% | -0.26% | 2.35% | 0.97% | -1.33% | -2.14% | -1.36% | 1.45% | 1.79% | 6.39% |
| 2022 | -4.39% | -3.03% | 1.71% | -6.04% | -1.26% | -1.60% | 3.47% | -3.04% | -4.00% | 4.96% | 4.83% | -3.75% | -12.20% |
| 2021 | -0.69% | -0.30% | 2.97% | 3.08% | 0.19% | 2.14% | 3.19% | 1.77% | -2.95% | 3.22% | -1.91% | -4.86% | 5.59% |
| 2020 | -3.20% | 2.79% | 2.61% | 2.10% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GDEF is 46, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Goldman Sachs Defensive Equity ETF (GDEF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Goldman Sachs Defensive Equity ETF provided a 100.64% dividend yield over the last twelve months, with an annual payout of $48.80 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $48.80 | $0.45 | $0.38 | $0.23 | $0.09 |
Dividend yield | 100.64% | 1.02% | 0.91% | 0.47% | 0.20% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs Defensive Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $48.52 | $48.80 | |||||
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.45 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2020 | $0.09 | $0.09 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Goldman Sachs Defensive 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 Defensive Equity ETF was 23.35%, occurring on Sep 30, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.35% | Nov 17, 2021 | 219 | Sep 30, 2022 | — | — | — |
| -4.82% | Oct 14, 2020 | 13 | Oct 30, 2020 | 39 | Dec 28, 2020 | 52 |
| -4.14% | Feb 16, 2021 | 13 | Mar 4, 2021 | 19 | Mar 31, 2021 | 32 |
| -3.55% | Sep 7, 2021 | 20 | Oct 4, 2021 | 23 | Nov 4, 2021 | 43 |
| -2.13% | Jan 27, 2021 | 3 | Jan 29, 2021 | 6 | Feb 8, 2021 | 9 |
Volatility
Volatility Chart
The current Goldman Sachs Defensive Equity ETF volatility is 0.44%, 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.