- Issuer
- Goldman Sachs
- Inception Date
- Nov 28, 2023
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Assets Under Management
- $411M
Share Price Chart
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Performance
GVUS Performance Chart
Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) is up 14.2% since the beginning of the year. GVUS is currently trading at $61 per share.
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Returns By Period
Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) has returned 14.21% so far this year and 28.18% over the past 12 months.
Goldman Sachs MarketBeta Russell 1000 Value Equity ETF
- 1D
- 0.83%
- 1M
- 4.31%
- YTD
- 14.21%
- 6M
- 14.86%
- 1Y
- 28.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
GVUS Monthly Returns History
Based on dividend-adjusted daily data since Nov 30, 2023, GVUS's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.
Historically, 77% of months were positive and 23% were negative. The best month was Apr 2026 with a return of +8.3%, while the worst month was Dec 2024 at -7.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.
On a daily basis, GVUS closed higher 56% 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 -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.46% | 2.49% | -4.79% | 8.25% | 2.87% | 0.61% | 14.21% | ||||||
| 2025 | 4.69% | 0.24% | -2.59% | -3.03% | 3.45% | 3.39% | 0.46% | 3.24% | 1.52% | 0.53% | 2.52% | 0.74% | 15.90% |
| 2024 | 0.11% | 3.74% | 4.90% | -4.22% | 3.00% | -0.92% | 5.17% | 2.65% | 1.34% | -0.93% | 6.27% | -6.99% | 14.08% |
| 2023 | 5.51% | 5.51% |
Benchmark Metrics
Goldman Sachs MarketBeta Russell 1000 Value Equity ETF has an annualized alpha of 3.58%, beta of 0.74, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 01, 2023.
- This ETF participated in 90.53% of S&P 500 Index downside but only 88.84% of its upside - more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 3.58% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.58%
- Beta
- 0.74
- R²
- 0.74
- Upside Capture
- 88.84%
- Downside Capture
- 90.53%
Expense Ratio
GVUS has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
GVUS ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and compare them to S&P 500 Index.
| GVUS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.69 | 2.39 | +0.30 |
Sortino ratioReturn per unit of downside risk | 3.80 | 3.25 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.43 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 4.36 | 3.11 | +1.25 |
Martin ratioReturn relative to average drawdown | 18.20 | 14.38 | +3.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Goldman Sachs MarketBeta Russell 1000 Value Equity ETF provided a 1.58% dividend yield over the last twelve months, with an annual payout of $0.97 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.97 | $0.96 | $0.97 | $0.00 |
Dividend yield | 1.58% | 1.77% | 2.04% | 0.00% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs MarketBeta Russell 1000 Value 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 | $0.25 | $0.00 | $0.00 | $0.00 | $0.25 | ||||||
| 2025 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.25 | $0.96 |
| 2024 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.27 | $0.97 |
| 2023 | $0.00 | $0.00 |
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 Russell 1000 Value 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 Russell 1000 Value Equity ETF was 15.82%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -15.82%Apr 2025 | 4mo 7d | 2mo 26d | 7mo 3dDec 2024 - Jul 2025 |
2026 pullback2026 | -6.68%Mar 2026 | 28d | 15d | 1mo 13dMar 2026 - Apr 2026 |
2024 pullback2024 | -5.40%Apr 2024 | 16d | 2mo 26d | 3mo 12dApr 2024 - Jul 2024 |
2024 pullback2024 | -5.17%Aug 2024 | 4d | 14d | 18dAug 2024 - Aug 2024 |
2025 pullback2025 | -3.86%Nov 2025 | 7d | 6d | 13dNov 2025 - Nov 2025 |
Drawdown Indicators
| GVUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.82% | -56.78% | +40.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -9.10% | +2.42% |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -10.72% | +8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.97% | -0.37% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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