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Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US3814303968

CUSIP

381430396

Issuer

Goldman Sachs

Inception Date

Jun 7, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

JUST US Large Cap Diversified Index

Home Page

www.gsam.com

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
JUST vs. CATH JUST vs. GS JUST vs. VUG JUST vs. ESGV JUST vs. QUAL JUST vs. FSPGX JUST vs. VOO JUST vs. ITOT JUST vs. ESGU JUST vs. USSG
Popular comparisons:
JUST vs. CATH JUST vs. GS JUST vs. VUG JUST vs. ESGV JUST vs. QUAL JUST vs. FSPGX JUST vs. VOO JUST vs. ITOT JUST vs. ESGU JUST vs. USSG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goldman Sachs JUST U.S. Large Cap Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.05%
12.53%
JUST (Goldman Sachs JUST U.S. Large Cap Equity ETF)
Benchmark (^GSPC)

Returns By Period

Goldman Sachs JUST U.S. Large Cap Equity ETF had a return of 25.66% year-to-date (YTD) and 31.80% in the last 12 months.


JUST

YTD

25.66%

1M

2.45%

6M

12.05%

1Y

31.80%

5Y (annualized)

15.28%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.05%4.80%3.55%-3.73%4.68%3.61%0.98%2.24%1.83%-0.77%25.66%
20236.07%-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%
20200.23%-8.79%-11.77%12.73%5.28%2.28%5.48%7.43%-3.55%-2.63%10.50%3.84%19.59%
20198.05%3.18%1.73%4.28%-6.28%6.91%1.80%-1.80%1.83%1.95%3.98%2.85%31.54%
2018-2.24%3.92%3.15%0.49%-7.34%1.90%-9.10%-9.62%

Expense Ratio

JUST has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for JUST: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JUST is 80, placing it in the top 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of JUST is 8080
Combined Rank
The Sharpe Ratio Rank of JUST is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of JUST is 7979
Sortino Ratio Rank
The Omega Ratio Rank of JUST is 8181
Omega Ratio Rank
The Calmar Ratio Rank of JUST is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JUST is 8080
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 JUST U.S. Large Cap Equity ETF (JUST) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JUST, currently valued at 2.65, compared to the broader market0.002.004.002.652.53
The chart of Sortino ratio for JUST, currently valued at 3.55, compared to the broader market-2.000.002.004.006.008.0010.0012.003.553.39
The chart of Omega ratio for JUST, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.47
The chart of Calmar ratio for JUST, currently valued at 3.60, compared to the broader market0.005.0010.0015.0020.003.603.65
The chart of Martin ratio for JUST, currently valued at 16.24, compared to the broader market0.0020.0040.0060.0080.00100.0016.2416.21
JUST
^GSPC

The current Goldman Sachs JUST U.S. Large Cap Equity ETF Sharpe ratio is 2.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Goldman Sachs JUST U.S. Large Cap Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.65
2.53
JUST (Goldman Sachs JUST U.S. Large Cap Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Goldman Sachs JUST U.S. Large Cap Equity ETF provided a 1.12% dividend yield over the last twelve months, with an annual payout of $0.95 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.20%1.40%1.60%1.80%$0.00$0.20$0.40$0.60$0.80$1.00201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.95$0.93$0.83$0.73$0.74$0.86$0.40

Dividend yield

1.12%1.37%1.51%1.07%1.36%1.86%1.10%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.00$0.22$0.00$0.00$0.68
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$0.20$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$0.18$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.21$0.73
2020$0.00$0.00$0.22$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.19$0.74
2019$0.00$0.00$0.31$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.19$0.86
2018$0.20$0.00$0.00$0.20$0.40

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.39%
-0.53%
JUST (Goldman Sachs JUST U.S. Large Cap Equity ETF)
Benchmark (^GSPC)

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 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.83%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-24.72%Dec 30, 2021190Sep 30, 2022302Dec 13, 2023492
-19.73%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-9.76%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-8.84%Jul 17, 202414Aug 5, 202432Sep 19, 202446

Volatility

Volatility Chart

The current Goldman Sachs JUST U.S. Large Cap Equity ETF volatility is 3.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.92%
3.97%
JUST (Goldman Sachs JUST U.S. Large Cap Equity ETF)
Benchmark (^GSPC)