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Goldman Sachs MarketBeta International Equity ETF ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
May 12, 2020
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Solactive GBS Developed Markets ex North America Large & Mid Cap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goldman Sachs MarketBeta International 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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S&P 500 Index

Returns By Period

Goldman Sachs MarketBeta International Equity ETF (GSID) has returned 1.17% so far this year and 23.53% over the past 12 months.


Goldman Sachs MarketBeta International Equity ETF

1D
2.89%
1M
-7.99%
YTD
1.17%
6M
5.89%
1Y
23.53%
3Y*
14.40%
5Y*
7.88%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 15, 2020, GSID's average daily return is +0.05%, while the average monthly return is +1.14%. At this rate, your investment would double in approximately 5.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +14.3%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, GSID closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.93%4.78%-7.99%1.17%
20254.91%2.73%0.14%3.60%4.73%2.83%-2.37%4.93%2.08%1.03%0.76%2.82%31.77%
2024-0.45%3.23%3.25%-3.28%4.76%-1.52%2.52%3.41%0.64%-5.35%0.00%-3.11%3.60%
20238.49%-2.95%3.06%2.73%-4.13%4.90%2.41%-3.67%-3.65%-3.08%8.26%5.21%17.63%
2022-3.72%-3.23%0.28%-6.77%1.82%-8.85%4.95%-5.79%-9.27%5.46%13.39%-1.71%-14.77%
2021-1.25%2.55%2.29%2.70%3.72%-1.37%0.79%1.54%-3.20%3.06%-4.61%4.41%10.67%

Benchmark Metrics

Goldman Sachs MarketBeta International Equity ETF has an annualized alpha of 2.60%, beta of 0.75, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since May 19, 2020.

  • This ETF participated in 84.28% of S&P 500 Index downside but only 83.39% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF generated an annualized alpha of 2.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.60%
Beta
0.75
0.63
Upside Capture
83.39%
Downside Capture
84.28%

Expense Ratio

GSID has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

GSID ranks 73 for risk / return — better than 73% 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.


GSID Risk / Return Rank: 7373
Overall Rank
GSID Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSID Sortino Ratio Rank: 7474
Sortino Ratio Rank
GSID Omega Ratio Rank: 7272
Omega Ratio Rank
GSID Calmar Ratio Rank: 7474
Calmar Ratio Rank
GSID Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs MarketBeta International Equity ETF (GSID) and compare them to a chosen benchmark (S&P 500 Index).


GSIDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.90

+0.47

Sortino ratio

Return per unit of downside risk

1.94

1.39

+0.55

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

1.99

1.40

+0.59

Martin ratio

Return relative to average drawdown

7.58

6.61

+0.97

Explore GSID 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 MarketBeta International Equity ETF provided a 2.62% dividend yield over the last twelve months, with an annual payout of $1.83 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.83$1.83$1.57$1.39$1.21$1.66$0.54

Dividend yield

2.62%2.64%2.90%2.59%2.57%2.93%1.02%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs MarketBeta International Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.24$0.24
2025$0.00$0.00$0.24$0.00$0.00$0.87$0.00$0.00$0.37$0.00$0.00$0.36$1.83
2024$0.00$0.00$0.24$0.00$0.00$0.70$0.00$0.00$0.34$0.00$0.00$0.29$1.57
2023$0.00$0.00$0.24$0.00$0.00$0.82$0.00$0.00$0.13$0.00$0.00$0.20$1.39
2022$0.00$0.00$0.22$0.00$0.00$0.67$0.00$0.00$0.08$0.00$0.00$0.23$1.21
2021$0.00$0.00$0.22$0.00$0.00$0.55$0.00$0.00$0.59$0.00$0.00$0.30$1.66

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 MarketBeta International 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 MarketBeta International Equity ETF was 29.89%, occurring on Sep 27, 2022. Recovery took 352 trading sessions.

The current Goldman Sachs MarketBeta International Equity ETF drawdown is 8.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.89%Sep 8, 2021266Sep 27, 2022352Feb 22, 2024618
-13.96%Mar 20, 202514Apr 8, 202514Apr 29, 202528
-11.34%Feb 26, 202617Mar 20, 2026
-10.13%Sep 27, 202473Jan 13, 202535Mar 5, 2025108
-7.8%Jul 15, 202416Aug 5, 202412Aug 21, 202428

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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