- Issuer
- Goldman Sachs
- Inception Date
- Oct 21, 2025
- Region
- Global (Global)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI World Private Equity Return Tracker Index
- Domicile
- US
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $30M
Share Price Chart
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Performance
GTPE Performance Chart
Goldman Sachs MSCI World Private Equity Return Tracker ETF (GTPE) is up 17.6% since the beginning of the year. GTPE is currently trading at $61 per share.
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Returns By Period
Goldman Sachs MSCI World Private Equity Return Tracker ETF
- 1D
- 1.09%
- 1M
- 2.76%
- YTD
- 17.60%
- 6M
- 17.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
GTPE Monthly Returns History
Based on dividend-adjusted daily data since Oct 23, 2025, GTPE's average daily return is +0.12%, while the average monthly return is +2.23%. At this rate, an investment would double in approximately 2.6 years.
Historically, 89% of months were positive and 11% were negative. The best month was Apr 2026 with a return of +10.8%, while the worst month was Mar 2026 at -5.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.
On a daily basis, GTPE closed higher 54% of trading days. The best single day was Mar 31, 2026 with a return of +3.8%, while the worst single day was Jun 5, 2026 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.91% | 2.46% | -5.10% | 10.76% | 6.49% | 0.61% | 17.60% | ||||||
| 2025 | 0.42% | 0.40% | 2.12% | 2.96% |
Benchmark Metrics
Goldman Sachs MSCI World Private Equity Return Tracker ETF has an annualized alpha of 12.25%, beta of 1.17, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 23, 2025.
- This ETF captured 104.87% of S&P 500 Index gains but only 1.21% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 12.25% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 12.25%
- Beta
- 1.17
- R²
- 0.78
- Upside Capture
- 104.87%
- Downside Capture
- 1.21%
Expense Ratio
GTPE has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs MSCI World Private Equity Return Tracker ETF (GTPE) 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.
| GTPE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.66 | — |
| Martin ratioReturn relative to average drawdown | — | 11.86 | — |
Dividends
Dividend History
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 MSCI World Private Equity Return Tracker 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 MSCI World Private Equity Return Tracker ETF was 8.91%, occurring on Mar 30, 2026. Recovery took 9 trading sessions.
The current Goldman Sachs MSCI World Private Equity Return Tracker ETF drawdown is 1.62%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -8.91%Mar 2026 | 1mo 1d | 14d | 1mo 15dFeb 2026 - Apr 2026 |
2025 pullback2025 | -6.31%Nov 2025 | 22d | 14d | 1mo 6dOct 2025 - Dec 2025 |
2026 pullback2026 | -5.66%Jun 2026 | 7d | — | 19d 23hJun 2026 - now |
2026 pullback2026 | -4.43%Feb 2026 | 8d | 21d | 29dJan 2026 - Feb 2026 |
2025 pullback2025 | -3.01%Dec 2025 | 5d | 5d | 10dDec 2025 - Dec 2025 |
Drawdown Indicators
| GTPE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.91% | -56.78% | +47.87% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.62% | -2.49% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -10.72% | +9.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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