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Goldman Sachs MarketBeta Russell 1000 Growth Equit...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Goldman Sachs

Inception Date

Nov 28, 2023

Leveraged

1x

Index Tracked

Russell 1000 Growth 40 Act Daily Capped Index - Benchmark TR Gross

Asset Class

Equity

Expense Ratio

GGUS has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for GGUS: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


Popular comparisons:
GGUS vs. VGT GGUS vs. YMAG GGUS vs. FMAG GGUS vs. IVV GGUS vs. vong GGUS vs. SCHG
Popular comparisons:
GGUS vs. VGT GGUS vs. YMAG GGUS vs. FMAG GGUS vs. IVV GGUS vs. vong GGUS vs. SCHG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goldman Sachs MarketBeta Russell 1000 Growth 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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
14.08%
9.82%
GGUS (Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF)
Benchmark (^GSPC)

Returns By Period

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF had a return of 3.40% year-to-date (YTD) and 28.29% in the last 12 months.


GGUS

YTD

3.40%

1M

1.72%

6M

14.08%

1Y

28.29%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.73%3.40%
20242.43%6.48%1.47%-4.12%4.84%6.56%-1.21%2.60%2.88%-0.97%7.12%0.11%31.28%
20234.54%4.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GGUS is 68, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GGUS is 6868
Overall Rank
The Sharpe Ratio Rank of GGUS is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of GGUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of GGUS is 6767
Omega Ratio Rank
The Calmar Ratio Rank of GGUS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of GGUS is 7070
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 MarketBeta Russell 1000 Growth Equity ETF (GGUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for GGUS, currently valued at 1.64, compared to the broader market0.002.004.001.641.74
The chart of Sortino ratio for GGUS, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.0010.0012.002.202.36
The chart of Omega ratio for GGUS, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.32
The chart of Calmar ratio for GGUS, currently valued at 2.30, compared to the broader market0.005.0010.0015.0020.002.302.62
The chart of Martin ratio for GGUS, currently valued at 8.79, compared to the broader market0.0020.0040.0060.0080.00100.008.7910.69
GGUS
^GSPC

The current Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF Sharpe ratio is 1.64. 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 MarketBeta Russell 1000 Growth Equity 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 Ratio1.401.601.802.002.202.402.602.80Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
1.64
1.74
GGUS (Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF provided a 0.89% dividend yield over the last twelve months, with an annual payout of $0.50 per share.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.10$0.20$0.30$0.40$0.5020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.50$0.50$0.00

Dividend yield

0.89%0.93%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
2025$0.00$0.00$0.00
2024$0.00$0.00$0.08$0.14$0.00$0.13$0.00$0.00$0.08$0.00$0.00$0.08$0.50
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.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.91%
-0.43%
GGUS (Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF)
Benchmark (^GSPC)

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 11.62%, occurring on Aug 5, 2024. Recovery took 46 trading sessions.

The current Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF drawdown is 0.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.62%Jul 11, 202418Aug 5, 202446Oct 9, 202464
-6.86%Mar 22, 202420Apr 19, 202418May 15, 202438
-6.17%Dec 17, 202418Jan 14, 2025
-3.08%Oct 30, 20242Oct 31, 20244Nov 6, 20246
-3.07%Dec 29, 20234Jan 4, 20244Jan 10, 20248

Volatility

Volatility Chart

The current Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF volatility is 4.76%, 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%7.00%SeptemberOctoberNovemberDecember2025February
4.76%
3.01%
GGUS (Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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