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

ETF Info

ISIN

US3814303968

CUSIP

381430396

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

Expense Ratio

JUST has an expense ratio of 0.20%, which is considered low.


Share Price Chart


Loading data...

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


Loading data...

Returns By Period

Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) returned -3.55% year-to-date (YTD) and 8.27% over the past 12 months.


JUST

YTD

-3.55%

1M

3.71%

6M

-5.36%

1Y

8.27%

5Y*

15.15%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

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
20253.26%-1.24%-5.93%-1.25%1.82%-3.55%
20242.05%4.80%3.55%-3.73%4.68%3.61%0.98%2.24%1.83%-0.77%5.44%-2.73%23.73%
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%26.90%
20200.23%-8.79%-11.77%12.73%5.28%2.28%5.48%7.43%-3.55%-2.63%10.50%3.84%19.58%
20198.05%3.18%1.73%4.28%-6.28%6.92%1.80%-1.80%1.83%1.95%3.98%2.85%31.54%
2018-2.24%3.92%3.15%0.48%-7.34%1.90%-9.10%-9.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JUST is 55, 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 JUST is 5555
Overall Rank
The Sharpe Ratio Rank of JUST is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JUST is 5454
Sortino Ratio Rank
The Omega Ratio Rank of JUST is 5757
Omega Ratio Rank
The Calmar Ratio Rank of JUST is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JUST is 5757
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.


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 JUST U.S. Large Cap Equity ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.43
  • 5-Year: 0.86
  • All Time: 0.61

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 JUST U.S. Large Cap Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Goldman Sachs JUST U.S. Large Cap Equity ETF provided a 1.16% dividend yield over the last twelve months, with an annual payout of $0.93 per share.


1.00%1.20%1.40%1.60%1.80%$0.00$0.20$0.40$0.60$0.80$1.002018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.93$0.92$0.93$0.83$0.73$0.74$0.86$0.40

Dividend yield

1.16%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.23$0.00$0.00$0.23
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
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.


Loading data...

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 8.31%.


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
-19.34%Feb 19, 202535Apr 8, 2025
-9.76%Sep 3, 202014Sep 23, 202037Nov 13, 202051

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...