PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Goldman Sachs Equal Weight U.S. Large Cap Equity E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US3814304388

CUSIP

381430438

Issuer

Goldman Sachs

Inception Date

Sep 12, 2017

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Solactive US Large Cap Equal Weight Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
GSEW vs. VOO GSEW vs. RSP GSEW vs. EUSA GSEW vs. SWPPX GSEW vs. QUAL GSEW vs. ITOT GSEW vs. VUG GSEW vs. QUS GSEW vs. SCHG GSEW vs. QQQE
Popular comparisons:
GSEW vs. VOO GSEW vs. RSP GSEW vs. EUSA GSEW vs. SWPPX GSEW vs. QUAL GSEW vs. ITOT GSEW vs. VUG GSEW vs. QUS GSEW vs. SCHG GSEW vs. QQQE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goldman Sachs Equal Weight U.S. Large Cap 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%JuneJulyAugustSeptemberOctoberNovember
13.57%
12.33%
GSEW (Goldman Sachs Equal Weight U.S. Large Cap Equity ETF)
Benchmark (^GSPC)

Returns By Period

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF had a return of 20.92% year-to-date (YTD) and 31.24% in the last 12 months.


GSEW

YTD

20.92%

1M

2.31%

6M

12.14%

1Y

31.24%

5Y (annualized)

12.15%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.33%4.71%4.29%-4.70%2.65%0.30%4.20%2.59%2.19%-0.74%20.92%
20237.25%-2.69%-0.23%-0.40%-2.30%7.28%3.58%-2.83%-4.73%-3.67%9.94%6.70%17.80%
2022-6.46%-1.65%2.32%-8.50%-0.07%-9.12%9.19%-2.69%-9.45%8.89%6.05%-5.10%-17.54%
2021-1.09%4.37%4.68%4.88%1.22%1.95%1.67%2.44%-4.21%5.92%-2.51%4.10%25.43%
2020-0.46%-9.28%-16.01%14.36%5.45%1.36%5.21%4.27%-2.00%-1.09%13.32%4.10%16.28%
201910.19%3.52%1.10%3.69%-6.14%7.15%1.41%-2.67%2.62%1.01%4.06%2.36%31.04%
20184.44%-4.18%-0.55%-0.00%1.41%0.85%3.08%2.31%-0.07%-7.26%2.27%-9.68%-8.11%
20171.40%1.34%3.67%1.07%7.67%

Expense Ratio

GSEW has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for GSEW: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of GSEW is 82, placing it in the top 18% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of GSEW is 8282
Combined Rank
The Sharpe Ratio Rank of GSEW is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of GSEW is 8686
Sortino Ratio Rank
The Omega Ratio Rank of GSEW is 8181
Omega Ratio Rank
The Calmar Ratio Rank of GSEW is 7272
Calmar Ratio Rank
The Martin Ratio Rank of GSEW is 8383
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 Equal Weight U.S. Large Cap Equity ETF (GSEW) 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 GSEW, currently valued at 2.67, compared to the broader market0.002.004.002.672.46
The chart of Sortino ratio for GSEW, currently valued at 3.71, compared to the broader market-2.000.002.004.006.008.0010.0012.003.713.31
The chart of Omega ratio for GSEW, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.46
The chart of Calmar ratio for GSEW, currently valued at 2.71, compared to the broader market0.005.0010.0015.002.713.55
The chart of Martin ratio for GSEW, currently valued at 16.55, compared to the broader market0.0020.0040.0060.0080.00100.0016.5515.76
GSEW
^GSPC

The current Goldman Sachs Equal Weight U.S. Large Cap Equity ETF Sharpe ratio is 2.67. 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 Equal Weight U.S. Large Cap 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.67
2.46
GSEW (Goldman Sachs Equal Weight U.S. Large Cap Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF provided a 1.45% dividend yield over the last twelve months, with an annual payout of $1.17 per share. The fund has been increasing its distributions for 6 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.20$0.40$0.60$0.80$1.002017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.17$1.10$1.01$0.96$0.89$0.84$0.62$0.23

Dividend yield

1.45%1.64%1.73%1.34%1.53%1.65%1.56%0.54%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Equal Weight U.S. Large Cap 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$0.18$0.00$0.00$0.29$0.00$0.00$0.25$0.00$0.00$0.73
2023$0.00$0.00$0.15$0.00$0.00$0.28$0.00$0.00$0.23$0.00$0.00$0.44$1.10
2022$0.00$0.00$0.15$0.00$0.00$0.27$0.00$0.00$0.12$0.00$0.00$0.47$1.01
2021$0.00$0.00$0.18$0.00$0.00$0.22$0.00$0.00$0.20$0.00$0.00$0.36$0.96
2020$0.00$0.00$0.28$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.21$0.89
2019$0.00$0.00$0.23$0.00$0.00$0.20$0.00$0.00$0.19$0.00$0.00$0.22$0.84
2018$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.13$0.62
2017$0.23$0.23

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%JuneJulyAugustSeptemberOctoberNovember
-1.23%
-1.40%
GSEW (Goldman Sachs Equal Weight U.S. Large Cap Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs Equal Weight U.S. Large Cap 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 Equal Weight U.S. Large Cap Equity ETF was 38.65%, occurring on Mar 23, 2020. Recovery took 140 trading sessions.

The current Goldman Sachs Equal Weight U.S. Large Cap Equity ETF drawdown is 1.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.65%Feb 20, 202023Mar 23, 2020140Oct 9, 2020163
-25.74%Nov 17, 2021229Oct 14, 2022344Feb 29, 2024573
-19.65%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-9.8%Jan 29, 20189Feb 8, 2018134Aug 21, 2018143
-6.4%Jul 25, 201915Aug 14, 201952Oct 28, 201967

Volatility

Volatility Chart

The current Goldman Sachs Equal Weight U.S. Large Cap Equity ETF volatility is 3.82%, 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%JuneJulyAugustSeptemberOctoberNovember
3.82%
4.07%
GSEW (Goldman Sachs Equal Weight U.S. Large Cap Equity ETF)
Benchmark (^GSPC)