Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) Sharpe Ratio: 1.56

GPIQ's Sharpe Ratio of 1.56 indicates that for each unit of volatility, it generates 1.56 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

GPIQ Sharpe Ratio Rank

Above Average

GPIQ ranks above 66.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

GPIQ Sharpe Ratio Market Positioning

The chart shows GPIQ's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.63 or lower
Yellow zone (middle 50%): 0.63 to 1.92
Green zone (top 25%): 1.92 or higher
Top 1%: 6.41+
Median: 1.40 — half of all investments score higher

How it compares to other similar ETFs

The table compares Goldman Sachs Nasdaq-100 Core Premium Income ETF's Sharpe Ratio with other ETFs in the Nasdaq-100, Dividend category across multiple time periods, showing how GPIQ's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 4, 2026.

Symbol	Name	1Y Sharpe Ratio
LVHI	Franklin International Low Volatility High Dividend Index ETF	3.87
PQAP	PGIM Nasdaq-100 Buffer 12 ETF - April	3.31
NAPR	Innovator Nasdaq-100 Power Buffer ETF - April	3.29
DEW	WisdomTree Global High Dividend Fund	3.20
INCE	Franklin Income Equity Focus ETF	3.09
QB	ProShares Nasdaq-100 Dynamic Daily Buffer ETF	3.03
EFAS	Global X MSCI SuperDividend® EAFE ETF	3.03
DIVB	iShares Core Dividend ETF	2.99
SCHD	Schwab U.S. Dividend Equity ETF	2.90
SCDL	ETRACS 2x Leveraged U.S. Dividend Factor TR ETN	2.90
GPIQ	Goldman Sachs Nasdaq-100 Core Premium Income ETF	1.56

Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows GPIQ's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GPIQ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does GPIQ fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio