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Goldman Sachs MarketBeta(R) Total International Eq...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US38150W2061

Inception Date

May 31, 2023

Leveraged

1x

Index Tracked

Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

GXUS has an expense ratio of 0.18%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) returned 14.31% year-to-date (YTD) and 13.86% over the past 12 months.


GXUS

YTD

14.31%

1M

4.83%

6M

11.65%

1Y

13.86%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of GXUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.63%1.90%0.33%2.96%4.78%14.31%
2024-1.52%3.13%3.20%-2.41%3.70%-0.50%2.42%2.69%2.42%-4.60%-0.30%-3.25%4.61%
20231.82%3.42%-4.01%-5.04%-3.21%8.19%4.81%5.33%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GXUS is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GXUS is 6767
Overall Rank
The Sharpe Ratio Rank of GXUS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GXUS is 6262
Sortino Ratio Rank
The Omega Ratio Rank of GXUS is 6262
Omega Ratio Rank
The Calmar Ratio Rank of GXUS is 7575
Calmar Ratio Rank
The Martin Ratio Rank of GXUS is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Goldman Sachs MarketBeta(R) Total International Equity ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.85
  • All Time: 0.85

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Goldman Sachs MarketBeta(R) Total International Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Goldman Sachs MarketBeta(R) Total International Equity ETF provided a 2.82% dividend yield over the last twelve months, with an annual payout of $1.40 per share.


1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$1.40$1.25$0.55

Dividend yield

2.82%2.87%1.28%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs MarketBeta(R) Total International Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.25$0.00$0.00$0.25
2024$0.00$0.00$0.10$0.00$0.00$0.44$0.00$0.00$0.49$0.00$0.00$0.22$1.25
2023$0.34$0.00$0.00$0.21$0.55

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(R) Total International 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(R) Total International Equity ETF was 13.90%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current Goldman Sachs MarketBeta(R) Total International Equity ETF drawdown is 0.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.9%Sep 27, 2024132Apr 8, 202517May 2, 2025149
-12.94%Aug 1, 202363Oct 27, 202343Dec 29, 2023106
-7.9%Jul 15, 202416Aug 5, 202414Aug 23, 202430
-4.35%Apr 10, 20248Apr 19, 202411May 6, 202419
-4.3%Jun 16, 202313Jul 6, 20235Jul 13, 202318
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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