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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goldman Sachs ActiveBeta World 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 World Equity ETF (GSWO) has returned -2.17% so far this year and 11.32% over the past 12 months.
Goldman Sachs ActiveBeta World Equity ETF
- 1D
- 2.87%
- 1M
- -5.76%
- YTD
- -2.17%
- 6M
- -0.46%
- 1Y
- 11.32%
- 3Y*
- 14.53%
- 5Y*
- —
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Mar 17, 2022, GSWO's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.
Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +8.0%, while the worst month was Sep 2022 at -7.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GSWO closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +5.7%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.75% | 2.03% | -5.76% | -2.17% | |||||||||
| 2025 | 3.62% | 1.80% | -0.88% | 1.11% | 3.30% | 2.49% | -0.16% | 3.15% | 1.44% | -0.74% | 2.29% | 0.21% | 18.97% |
| 2024 | 1.79% | 3.06% | 2.84% | -4.39% | 3.65% | 1.35% | 3.48% | 3.77% | 1.43% | -2.54% | 4.68% | -4.25% | 15.29% |
| 2023 | 3.44% | -2.55% | 3.03% | 2.67% | -2.75% | 5.23% | 1.50% | -1.55% | -2.93% | -1.28% | 7.22% | 3.78% | 16.28% |
| 2022 | 1.73% | -5.24% | -0.45% | -5.92% | 5.91% | -3.77% | -7.90% | 8.00% | 6.17% | -3.41% | -6.15% |
Benchmark Metrics
Goldman Sachs ActiveBeta World Equity ETF has an annualized alpha of 2.73%, beta of 0.68, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since March 18, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.22%) than losses (72.63%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.73% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.68 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.73%
- Beta
- 0.68
- R²
- 0.83
- Upside Capture
- 74.22%
- Downside Capture
- 72.63%
Expense Ratio
GSWO has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
GSWO ranks 47 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) and compare them to a chosen benchmark (S&P 500 Index).
| GSWO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.90 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.39 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.40 | -0.16 |
Martin ratioReturn relative to average drawdown | 5.62 | 6.61 | -0.99 |
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 GSWO 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 World Equity ETF provided a 1.83% dividend yield over the last twelve months, with an annual payout of $1.03 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.03 | $1.01 | $0.87 | $0.90 | $0.66 |
Dividend yield | 1.83% | 1.74% | 1.75% | 2.06% | 1.73% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs ActiveBeta World 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 | $0.19 | $0.19 | |||||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.23 | $1.01 |
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.21 | $0.87 |
| 2023 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.26 | $0.90 |
| 2022 | $0.31 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.20 | $0.66 |
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 ActiveBeta World 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 World Equity ETF was 17.77%, occurring on Oct 12, 2022. Recovery took 187 trading sessions.
The current Goldman Sachs ActiveBeta World Equity ETF drawdown is 6.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.77% | Mar 30, 2022 | 136 | Oct 12, 2022 | 187 | Jul 13, 2023 | 323 |
| -9.97% | Feb 14, 2025 | 37 | Apr 8, 2025 | 17 | May 2, 2025 | 54 |
| -8.93% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -7.71% | Jul 26, 2023 | 67 | Oct 27, 2023 | 18 | Nov 22, 2023 | 85 |
| -5.68% | Dec 6, 2024 | 23 | Jan 10, 2025 | 21 | Feb 11, 2025 | 44 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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