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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

Issuer

Goldman Sachs

Inception Date

Nov 6, 2020

Region

Global (Broad)

Leveraged

1x

Index Tracked

Solactive Innovative Global Equity Index

Asset Class

Equity

Expense Ratio

GINN features an expense ratio of 0.50%, falling within the medium range.


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

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:
GINN vs. XT GINN vs. MVPS GINN vs. KOMP GINN vs. VGT GINN vs. VOO GINN vs. QQQ GINN vs. ARKK GINN vs. VUG GINN vs. OGIG GINN vs. ARKW
Popular comparisons:
GINN vs. XT GINN vs. MVPS GINN vs. KOMP GINN vs. VGT GINN vs. VOO GINN vs. QQQ GINN vs. ARKK GINN vs. VUG GINN vs. OGIG GINN vs. ARKW

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%JulyAugustSeptemberOctoberNovemberDecember
27.03%
65.39%
GINN (Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF)
Benchmark (^GSPC)

Returns By Period

Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF had a return of 19.28% year-to-date (YTD) and 19.95% in the last 12 months.


GINN

YTD

19.28%

1M

0.80%

6M

10.16%

1Y

19.95%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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
2024-1.65%6.08%2.49%-5.27%5.04%1.61%1.84%2.33%3.20%-1.14%6.68%19.28%
202312.76%-3.34%4.30%-1.90%2.03%5.82%5.25%-4.43%-5.49%-5.47%11.57%7.65%29.93%
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%-5.62%5.83%-3.29%-0.30%10.39%
20203.53%6.09%9.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GINN is 57, 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 5757
Overall Rank
The Sharpe Ratio Rank of GINN is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of GINN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of GINN is 5858
Omega Ratio Rank
The Calmar Ratio Rank of GINN is 4747
Calmar Ratio Rank
The Martin Ratio Rank of GINN is 6464
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.


Sharpe ratio
The chart of Sharpe ratio for GINN, currently valued at 1.37, compared to the broader market0.002.004.001.371.90
The chart of Sortino ratio for GINN, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.001.872.54
The chart of Omega ratio for GINN, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.35
The chart of Calmar ratio for GINN, currently valued at 1.04, compared to the broader market0.005.0010.0015.001.042.81
The chart of Martin ratio for GINN, currently valued at 7.90, compared to the broader market0.0020.0040.0060.0080.00100.007.9012.39
GINN
^GSPC

The current Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF Sharpe ratio is 1.37. 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 ETF Trust Goldman Sachs Innovate 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.37
1.90
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 0.85% dividend yield over the last twelve months, with an annual payout of $0.53 per share.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.10$0.20$0.30$0.40$0.502020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.53$0.53$0.28$0.41$0.04

Dividend yield

0.85%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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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$0.06$0.28
2021$0.00$0.00$0.05$0.00$0.00$0.11$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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.18%
-3.58%
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 4.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.25%Nov 9, 2021235Oct 14, 2022521Nov 11, 2024756
-12.07%Feb 16, 202115Mar 8, 202178Jun 28, 202193
-8.25%Sep 8, 202119Oct 4, 202122Nov 3, 202141
-4.53%Jun 30, 202113Jul 19, 202126Aug 24, 202139
-4.18%Dec 9, 20248Dec 18, 2024

Volatility

Volatility Chart

The current Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF volatility is 4.60%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.60%
3.64%
GINN (Goldman Sachs ETF Trust Goldman Sachs Innovate 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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