Sortino ratio is not yet available for GTPE. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Goldman Sachs MSCI World Private Equity Return Tracker ETF's Sortino Ratio with other ETFs in the Global Equities category across multiple time periods, showing how GTPE's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 12, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| WLDR | Affinity World Leaders Equity ETF | 3.93 | |||
| FYLD | Cambria Foreign Shareholder Yield ETF | 3.61 | |||
| GVAL | Cambria Global Value ETF | 3.25 | |||
| AVGV | Avantis All Equity Markets Value ETF | 3.18 | |||
| GINX | SGI Enhanced Global Income ETF | 3.17 | |||
| COPY | Tweedy, Browne Insider + Value ETF | 2.98 | |||
| AVGE | Avantis All Equity Markets ETF | 2.96 | |||
| VOLT | Tema Electrification ETF | 2.87 | |||
| DGT | State Street SPDR Global Dow ETF | 2.86 | |||
| DIVD | Altrius Global Dividend ETF | 2.84 | |||
| GTPE | Goldman Sachs MSCI World Private Equity Return Tracker ETF | — |
Historical Sortino Ratio
The chart shows GTPE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when GTPE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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