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Inception Date
Nov 28, 2023
Leveraged
1x (No leverage)
Index Tracked
Russell 1000 Growth 40 Act Daily Capped Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$459M

Share Price Chart


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Performance

GGUS Performance Chart

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) is up 7.6% since the beginning of the year. GGUS is currently trading at $68 per share.


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S&P 500 Index

Returns By Period

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) has returned 7.56% so far this year and 23.97% over the past 12 months.


Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF

1D
-1.06%
1M
6.20%
YTD
7.56%
6M
7.02%
1Y
23.97%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGUS Monthly Returns History

Based on dividend-adjusted daily data since Nov 30, 2023, GGUS's average daily return is +0.09%, while the average monthly return is +1.87%. At this rate, an investment would double in approximately 3.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +10.7%, while the worst month was Mar 2025 at -8.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GGUS closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +11.2%, while the worst single day was Apr 4, 2025 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.15%-2.61%-5.28%10.70%7.33%-0.72%7.56%
20251.73%-2.85%-8.25%2.19%8.51%6.04%3.27%0.77%5.04%2.97%-2.06%-0.18%17.32%
20242.43%6.48%1.47%-4.41%4.84%6.56%-1.21%2.60%2.88%-0.97%7.12%0.11%30.88%
20234.54%4.54%

Benchmark Metrics

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF has an annualized alpha of -1.78%, beta of 1.19, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since December 01, 2023.

  • This ETF captured 109.56% of S&P 500 Index gains and 104.95% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
-1.78%
Beta
1.19
0.94
Upside Capture
109.56%
Downside Capture
104.95%

Expense Ratio

GGUS has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

GGUS ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


GGUS Risk / Return Rank: 4141
Overall Rank
GGUS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GGUS Sortino Ratio Rank: 4444
Sortino Ratio Rank
GGUS Omega Ratio Rank: 4444
Omega Ratio Rank
GGUS Calmar Ratio Rank: 3333
Calmar Ratio Rank
GGUS Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and compare them to S&P 500 Index.


GGUSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.61

2.24

-0.63

Sortino ratio

Return per unit of downside risk

2.22

3.07

-0.85

Omega ratio

Gain probability vs. loss probability

1.28

1.41

-0.12

Calmar ratio

Return relative to maximum drawdown

1.62

2.93

-1.31

Martin ratio

Return relative to average drawdown

5.55

13.52

-7.97

Dividends

Dividend History

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF provided a 0.41% dividend yield over the last twelve months, with an annual payout of $0.28 per share.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%0.70%$0.00$0.10$0.20$0.30$0.40202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.28$0.27$0.37$0.00

Dividend yield

0.41%0.43%0.68%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.07$0.00$0.00$0.00$0.07
2025$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.06$0.27
2024$0.00$0.00$0.08$0.00$0.00$0.13$0.00$0.00$0.08$0.00$0.00$0.08$0.37
2023$0.00$0.00

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs MarketBeta Russell 1000 Growth 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 MarketBeta Russell 1000 Growth Equity ETF was 22.59%, occurring on Apr 8, 2025. Recovery took 53 trading sessions.

The current Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF drawdown is 1.28%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-22.59%Apr 2025
3mo 22d2mo 18d
6mo 10dDec 2024 - Jun 2025
2026 correction2026
-14.91%Mar 2026
5mo 1d1mo 7d
6mo 8dOct 2025 - May 2026
2024 correction2024
-11.62%Aug 2024
25d2mo 5d
3moJul 2024 - Oct 2024
2024 pullback2024
-6.87%Apr 2024
28d26d
1mo 24dMar 2024 - May 2024
2024 pullback2024
-3.08%Oct 2024
1d6d
7dOct 2024 - Nov 2024

Drawdown Indicators


GGUSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-56.78%

+34.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-9.10%

-5.81%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.28%

-0.74%

-0.54%

Average Drawdown

Average peak-to-trough decline

-3.20%

-10.72%

+7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

1.97%

+2.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with GGUS

Add Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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