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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goldman Sachs ActiveBeta Europe 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.
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Returns By Period
Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) has returned -1.07% so far this year and 20.81% over the past 12 months. Over the last ten years, GSEU has returned 8.82% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Goldman Sachs ActiveBeta Europe Equity ETF
- 1D
- 2.96%
- 1M
- -7.92%
- YTD
- -1.07%
- 6M
- 4.48%
- 1Y
- 20.81%
- 3Y*
- 14.25%
- 5Y*
- 8.55%
- 10Y*
- 8.82%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 4, 2016, GSEU's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.6%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GSEU closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.09% | 3.22% | -7.92% | -1.07% | |||||||||
| 2025 | 5.83% | 4.12% | 0.84% | 4.84% | 4.93% | 1.93% | -2.27% | 3.51% | 1.94% | 0.03% | 1.64% | 3.89% | 35.70% |
| 2024 | -1.16% | 2.37% | 3.61% | -2.61% | 6.07% | -2.30% | 2.14% | 3.73% | 0.35% | -5.47% | -1.73% | -2.40% | 2.00% |
| 2023 | 9.09% | -1.43% | 3.10% | 4.10% | -5.31% | 4.46% | 3.11% | -3.21% | -4.42% | -3.01% | 9.12% | 4.78% | 20.74% |
| 2022 | -4.75% | -5.07% | -0.28% | -6.50% | 1.33% | -9.86% | 5.18% | -7.73% | -9.35% | 8.50% | 13.16% | -1.29% | -17.90% |
| 2021 | -0.93% | 1.53% | 3.54% | 4.46% | 5.04% | -0.63% | 2.14% | 1.42% | -5.94% | 5.13% | -4.34% | 5.44% | 17.33% |
Benchmark Metrics
Goldman Sachs ActiveBeta Europe Equity ETF has an annualized alpha of -0.52%, beta of 0.80, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since March 07, 2016.
- This ETF participated in 90.19% of S&P 500 Index downside but only 77.90% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.52%
- Beta
- 0.80
- R²
- 0.63
- Upside Capture
- 77.90%
- Downside Capture
- 90.19%
Expense Ratio
GSEU has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
GSEU ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and compare them to a chosen benchmark (S&P 500 Index).
| GSEU | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.90 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.39 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.40 | +0.24 |
Martin ratioReturn relative to average drawdown | 6.35 | 6.61 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GSEU risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Goldman Sachs ActiveBeta Europe Equity ETF provided a 2.75% dividend yield over the last twelve months, with an annual payout of $1.24 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.24 | $1.24 | $0.81 | $1.19 | $1.00 | $1.02 | $0.61 | $1.17 | $0.90 | $0.80 | $0.70 |
Dividend yield | 2.75% | 2.72% | 2.35% | 3.41% | 3.34% | 2.71% | 1.84% | 3.69% | 3.40% | 2.51% | 2.74% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs ActiveBeta Europe Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $1.24 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.81 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $1.19 |
| 2022 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 | $1.00 |
| 2021 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.02 | $1.02 |
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 ActiveBeta Europe 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 ActiveBeta Europe Equity ETF was 35.71%, occurring on Mar 18, 2020. Recovery took 172 trading sessions.
The current Goldman Sachs ActiveBeta Europe Equity ETF drawdown is 8.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.71% | Jan 21, 2020 | 41 | Mar 18, 2020 | 172 | Nov 19, 2020 | 213 |
| -33.98% | Sep 3, 2021 | 268 | Sep 27, 2022 | 362 | Mar 7, 2024 | 630 |
| -22.28% | Jan 29, 2018 | 229 | Dec 24, 2018 | 254 | Dec 27, 2019 | 483 |
| -14.12% | Mar 10, 2025 | 22 | Apr 8, 2025 | 13 | Apr 28, 2025 | 35 |
| -12.48% | Jun 10, 2016 | 12 | Jun 27, 2016 | 48 | Sep 2, 2016 | 60 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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