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ISIN
US38150W2061
Inception Date
May 31, 2023
Leveraged
1x (No leverage)
Index Tracked
Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$616M

Share Price Chart


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Performance

GXUS Performance Chart

Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) is up 16.8% since the beginning of the year. GXUS is currently trading at $65 per share.


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S&P 500 Index

Returns By Period

Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has returned 16.77% so far this year and 34.35% over the past 12 months.


Goldman Sachs MarketBeta(R) Total International Equity ETF

1D
0.20%
1M
3.83%
YTD
16.77%
6M
17.26%
1Y
34.35%
3Y*
19.51%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXUS Monthly Returns History

Based on dividend-adjusted daily data since Jun 7, 2023, GXUS's average daily return is +0.07%, while the average monthly return is +1.52%. At this rate, an investment would double in approximately 3.8 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2023 with a return of +8.2%, while the worst month was Mar 2026 at -8.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, GXUS closed higher 56% of trading days. The best single day was Apr 10, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.73%5.32%-8.13%8.07%3.72%1.83%16.77%
20253.63%1.90%0.33%2.96%4.61%4.89%-2.00%4.99%1.87%2.01%0.29%2.44%31.47%
2024-1.52%3.14%3.19%-2.41%3.70%-0.50%2.42%2.69%2.42%-4.60%-0.30%-3.26%4.61%
20231.82%3.42%-4.01%-4.24%-3.21%8.18%4.81%6.23%

Benchmark Metrics

Goldman Sachs MarketBeta(R) Total International Equity ETF has an annualized alpha of 6.45%, beta of 0.65, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since June 07, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (75.04%) than losses (53.23%) - typical of diversified or defensive assets.
  • Beta of 0.65 may look defensive, but with R2 of 0.39 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.39 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
6.45%
Beta
0.65
0.39
Upside Capture
75.04%
Downside Capture
53.23%

Expense Ratio

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


Return for Risk

Risk / Return Rank

GXUS ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GXUS Risk / Return Rank: 6262
Overall Rank
GXUS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
GXUS Omega Ratio Rank: 6262
Omega Ratio Rank
GXUS Calmar Ratio Rank: 6363
Calmar Ratio Rank
GXUS Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) 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.


GXUSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.36

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

3.01

2.78

+0.23

Martin ratioReturn relative to average drawdown

11.21

12.44

-1.23

Dividends

Dividend History

Goldman Sachs MarketBeta(R) Total International Equity ETF provided a 2.16% dividend yield over the last twelve months, with an annual payout of $1.40 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.40$1.48$1.25$0.55

Dividend yield

2.16%2.66%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
2026$0.00$0.00$0.17$0.00$0.00$0.00$0.17
2025$0.00$0.00$0.25$0.00$0.00$0.52$0.00$0.00$0.33$0.00$0.00$0.38$1.48
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.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-13.90%Apr 2025
6mo 13d24d
7mo 7dSep 2024 - May 2025
2023 correction2023
-12.20%Oct 2023
2mo 27d2mo
4mo 27dAug 2023 - Dec 2023
2026 correction2026
-11.46%Mar 2026
1mo 2d1mo 7d
2mo 9dFeb 2026 - May 2026
2024 pullback2024
-7.90%Aug 2024
21d18d
1mo 9dJul 2024 - Aug 2024
2026 pullback2026
-5.09%Jun 2026
7d8d
15dJun 2026 - Jun 2026

Drawdown Indicators


GXUSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-56.78%

+42.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-9.10%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.90%

-18.90%

+5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-2.78%

-10.71%

+7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.03%

+1.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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