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Goldman Sachs ETF Trust Goldman Sachs Innovate Equ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US38149W8203

CUSIP

38149W820

Inception Date

Nov 6, 2020

Region

Global (Broad)

Leveraged

1x

Index Tracked

Solactive Innovative Global Equity Index

Asset Class

Equity

Expense Ratio

GINN has an expense ratio of 0.50%, placing it in the medium range.


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.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goldman Sachs ETF Trust Goldman Sachs Innovate 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
25.07%
59.53%
GINN (Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF)
Benchmark (^GSPC)

Returns By Period

Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF (GINN) returned -1.07% year-to-date (YTD) and 11.53% over the past 12 months.


GINN

YTD

-1.07%

1M

18.17%

6M

-2.82%

1Y

11.53%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.72%-2.43%-6.38%1.07%2.32%-1.07%
2024-1.65%6.08%2.49%-5.27%5.04%1.61%1.84%2.33%3.20%-1.14%6.68%-3.19%18.71%
202312.76%-3.34%4.30%-1.90%2.03%5.82%5.25%-4.43%-5.49%-5.47%11.57%7.66%29.94%
2022-8.69%-3.80%1.38%-12.73%-1.89%-8.75%8.61%-4.57%-10.87%4.41%7.67%-6.44%-32.40%
20213.18%1.56%-1.38%4.02%-0.39%5.14%-1.50%3.37%-5.63%5.83%-3.29%-0.30%10.39%
20203.53%6.09%9.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GINN is 59, 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 GINN is 5959
Overall Rank
The Sharpe Ratio Rank of GINN is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of GINN is 5858
Sortino Ratio Rank
The Omega Ratio Rank of GINN is 5757
Omega Ratio Rank
The Calmar Ratio Rank of GINN is 6060
Calmar Ratio Rank
The Martin Ratio Rank of GINN is 5959
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 ETF Trust Goldman Sachs Innovate Equity ETF (GINN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.54
  • All Time: 0.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.54
0.48
GINN (Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF provided a 1.27% dividend yield over the last twelve months, with an annual payout of $0.77 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.20$0.40$0.60$0.8020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.77$0.77$0.53$0.28$0.41$0.04

Dividend yield

1.27%1.26%1.01%0.69%0.67%0.07%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs ETF Trust Goldman Sachs Innovate 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$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2022$0.00$0.00$0.08$0.00$0.00$0.13$0.00$0.00$0.02$0.00$0.00$0.05$0.28
2021$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.19$0.00$0.00$0.07$0.41
2020$0.04$0.04

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.13%
-7.82%
GINN (Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs ETF Trust Goldman Sachs Innovate 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 ETF Trust Goldman Sachs Innovate Equity ETF was 41.25%, occurring on Oct 14, 2022. Recovery took 521 trading sessions.

The current Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF drawdown is 8.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.25%Nov 9, 2021235Oct 14, 2022521Nov 11, 2024756
-22.25%Feb 19, 202535Apr 8, 2025
-12.07%Feb 16, 202115Mar 8, 202178Jun 28, 202193
-8.25%Sep 8, 202119Oct 4, 202122Nov 3, 202141
-5.65%Dec 9, 202423Jan 13, 20258Jan 24, 202531

Volatility

Volatility Chart

The current Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF volatility is 11.22%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.22%
11.21%
GINN (Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF)
Benchmark (^GSPC)