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Inception Date
May 12, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Solactive GBS United States Large & Mid Cap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$3B

Share Price Chart


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Performance

GSUS Performance Chart

Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) is up 9.5% since the beginning of the year. GSUS is currently trading at $103 per share. Investors who bought $1,000 worth of GSUS shares 5 years ago would now be looking at an investment worth $1,859.


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S&P 500 Index

Returns By Period

Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) has returned 9.54% so far this year and 26.52% over the past 12 months.


Goldman Sachs MarketBeta U.S. Equity ETF

1D
-0.32%
1M
0.22%
YTD
9.54%
6M
9.09%
1Y
26.52%
3Y*
21.69%
5Y*
13.20%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSUS Monthly Returns History

Based on dividend-adjusted daily data since May 15, 2020, GSUS's average daily return is +0.07%, while the average monthly return is +1.53%. At this rate, an investment would double in approximately 3.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +11.8%, 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, GSUS closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.14%-0.97%-4.96%10.59%5.40%-1.28%9.54%
20252.97%-1.61%-5.82%-0.59%6.63%5.29%2.22%2.02%3.82%2.50%-0.10%0.04%18.11%
20241.62%5.32%2.95%-3.91%4.78%3.76%1.06%2.51%2.05%-0.75%6.21%-2.37%25.25%
20236.42%-2.25%3.80%1.33%0.92%6.69%3.25%-1.56%-4.73%-2.13%9.38%4.61%27.74%
2022-5.68%-3.16%3.66%-9.15%-0.27%-8.12%9.13%-3.95%-9.27%8.00%5.18%-5.85%-19.82%
2021-0.57%2.53%3.56%5.32%0.63%2.88%2.26%3.05%-4.64%6.79%-1.01%3.96%27.13%

Benchmark Metrics

Goldman Sachs MarketBeta U.S. Equity ETF has an annualized alpha of 1.92%, beta of 1.00, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since May 15, 2020.

  • This ETF captured 106.53% of S&P 500 Index gains but only 98.63% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 0.98, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.92%
Beta
1.00
0.98
Upside Capture
106.53%
Downside Capture
98.63%

Expense Ratio

GSUS has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

GSUS ranks 65 for risk / return — better than 65% 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.


GSUS Risk / Return Rank: 6565
Overall Rank
GSUS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSUS Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSUS Omega Ratio Rank: 6666
Omega Ratio Rank
GSUS Calmar Ratio Rank: 6060
Calmar Ratio Rank
GSUS Martin Ratio Rank: 7070
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 U.S. Equity ETF (GSUS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSUSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

2.88

2.78

+0.10

Martin ratioReturn relative to average drawdown

12.68

12.44

+0.24

Dividends

Dividend History

Goldman Sachs MarketBeta U.S. Equity ETF provided a 0.99% dividend yield over the last twelve months, with an annual payout of $1.02 per share. The fund has been increasing its distributions for 5 consecutive years.


0.80%1.00%1.20%1.40%1.60%$0.00$0.20$0.40$0.60$0.80$1.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.02$0.98$0.96$0.86$0.78$0.74$0.41

Dividend yield

0.99%1.04%1.19%1.32%1.51%1.13%0.78%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs MarketBeta U.S. 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$0.27$0.00$0.00$0.00$0.27
2025$0.00$0.00$0.23$0.00$0.00$0.25$0.00$0.00$0.24$0.00$0.00$0.26$0.98
2024$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.28$0.96
2023$0.00$0.00$0.21$0.00$0.00$0.22$0.00$0.00$0.18$0.00$0.00$0.25$0.86
2022$0.00$0.00$0.15$0.00$0.00$0.18$0.00$0.00$0.22$0.00$0.00$0.24$0.78
2021$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.22$0.74

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 U.S. 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 U.S. Equity ETF was 25.62%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.

The current Goldman Sachs MarketBeta U.S. Equity ETF drawdown is 1.76%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-25.62%Oct 2022
9mo 16d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-19.07%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2020 pullback2020
-9.66%Sep 2020
20d1mo 21d
2mo 11dSep 2020 - Nov 2020
2026 pullback2026
-9.24%Mar 2026
2mo 16d16d
3mo 2dJan 2026 - Apr 2026
2024 pullback2024
-8.48%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024

Drawdown Indicators


GSUSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.62%

-56.78%

+31.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-9.10%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.07%

-18.90%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.62%

-25.43%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.76%

-1.80%

+0.04%

Average Drawdown

Average peak-to-trough decline

-5.25%

-10.71%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.03%

+0.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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