- ISIN
- US3814303968
- CUSIP
- 381430396
- Issuer
- Goldman Sachs
- Inception Date
- Jun 7, 2018
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- JUST US Large Cap Diversified Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $552M
Share Price Chart
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Performance
JUST Performance Chart
Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) is up 11.1% since the beginning of the year. JUST is currently trading at $107 per share. Investors who bought $1,000 worth of JUST shares 5 years ago would now be looking at an investment worth $1,879.
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Returns By Period
Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) has returned 11.11% so far this year and 27.82% over the past 12 months.
Goldman Sachs JUST U.S. Large Cap Equity ETF
- 1D
- 1.07%
- 1M
- 2.31%
- YTD
- 11.11%
- 6M
- 12.74%
- 1Y
- 27.82%
- 3Y*
- 20.91%
- 5Y*
- 13.44%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 1.08%
- 1M
- 2.00%
- YTD
- 9.57%
- 6M
- 10.71%
- 1Y
- 25.41%
- 3Y*
- 19.37%
- 5Y*
- 12.48%
- 10Y*
- 13.67%
JUST Monthly Returns History
Based on dividend-adjusted daily data since Jun 13, 2018, JUST's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Mar 2020 at -11.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JUST closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.50% | -0.87% | -4.66% | 11.29% | 4.67% | -0.56% | 11.11% | ||||||
| 2025 | 3.26% | -1.24% | -5.93% | -1.25% | 6.33% | 5.61% | 2.10% | 1.99% | 2.70% | 2.80% | 0.25% | 0.30% | 17.60% |
| 2024 | 2.05% | 4.80% | 3.55% | -3.73% | 4.68% | 3.61% | 0.98% | 2.24% | 1.83% | -0.77% | 5.44% | -2.73% | 23.73% |
| 2023 | 6.07% | -2.86% | 3.44% | 1.40% | 0.49% | 6.05% | 3.20% | -1.42% | -4.96% | -1.69% | 9.18% | 4.44% | 24.86% |
| 2022 | -5.39% | -2.55% | 3.33% | -8.92% | -0.08% | -8.23% | 9.42% | -3.74% | -9.68% | 9.00% | 5.45% | -5.60% | -17.88% |
| 2021 | -1.16% | 3.41% | 4.08% | 5.06% | 0.86% | 2.43% | 2.03% | 2.99% | -4.69% | 6.25% | -1.08% | 4.40% | 26.89% |
Benchmark Metrics
Goldman Sachs JUST U.S. Large Cap Equity ETF has an annualized alpha of 1.57%, beta of 0.98, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since June 13, 2018.
- This ETF captured 103.32% of S&P 500 Index gains but only 98.03% of its losses - a favorable profile for investors.
- With beta of 0.98 and R2 of 0.99, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.57%
- Beta
- 0.98
- R²
- 0.99
- Upside Capture
- 103.32%
- Downside Capture
- 98.03%
Expense Ratio
JUST has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
JUST ranks 73 for risk / return — better than 73% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) 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.
| JUST | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 2.81 | +0.38 |
| Martin ratioReturn relative to average drawdown | 14.38 | 12.55 | +1.83 |
Dividends
Dividend History
Goldman Sachs JUST U.S. Large Cap Equity ETF provided a 0.94% dividend yield over the last twelve months, with an annual payout of $1.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.00 | $0.98 | $0.92 | $0.93 | $0.83 | $0.73 | $0.74 | $0.86 | $0.40 |
Dividend yield | 0.94% | 1.02% | 1.11% | 1.37% | 1.51% | 1.07% | 1.36% | 1.86% | 1.11% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs JUST U.S. Large Cap 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 | $0.23 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.26 | $0.98 |
| 2024 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.24 | $0.92 |
| 2023 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.27 | $0.93 |
| 2022 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.24 | $0.83 |
| 2021 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.21 | $0.73 |
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 JUST U.S. Large Cap 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 JUST U.S. Large Cap Equity ETF was 33.83%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Goldman Sachs JUST U.S. Large Cap Equity ETF drawdown is 1.21%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.83%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 |
Bear market2022 | -24.72%Sep 2022 | 9mo 4d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.73%Dec 2018 | 3mo 1d | 4mo | 7mo 1dSep 2018 - Apr 2019 |
2025 selloff2025 | -19.34%Apr 2025 | 1mo 18d | 2mo 20d | 4mo 8dFeb 2025 - Jun 2025 |
2020 pullback2020 | -9.76%Sep 2020 | 20d | 1mo 21d | 2mo 11dSep 2020 - Nov 2020 |
Drawdown Indicators
| JUST | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.83% | -56.78% | +22.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -9.10% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -18.90% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -25.43% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.21% | -1.43% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -10.71% | +5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.03% | -0.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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