AVGE vs. GSWO
Compare and contrast key facts about Avantis All Equity Markets ETF (AVGE) and Goldman Sachs ActiveBeta World Equity ETF (GSWO).
AVGE and GSWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVGE is a passively managed fund by Avantis that tracks the performance of the MSCI AC World IMI. It was launched on Sep 27, 2022. GSWO is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. It was launched on Mar 15, 2022. Both AVGE and GSWO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AVGE vs. GSWO - Performance Comparison
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AVGE vs. GSWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AVGE Avantis All Equity Markets ETF | 2.64% | 20.84% | 13.96% | 19.04% | 11.18% |
GSWO Goldman Sachs ActiveBeta World Equity ETF | -2.17% | 18.97% | 15.29% | 16.28% | 9.52% |
Returns By Period
In the year-to-date period, AVGE achieves a 2.64% return, which is significantly higher than GSWO's -2.17% return.
AVGE
- 1D
- 2.86%
- 1M
- -5.43%
- YTD
- 2.64%
- 6M
- 6.63%
- 1Y
- 26.09%
- 3Y*
- 17.35%
- 5Y*
- —
- 10Y*
- —
GSWO
- 1D
- 2.87%
- 1M
- -5.76%
- YTD
- -2.17%
- 6M
- -0.46%
- 1Y
- 11.32%
- 3Y*
- 14.53%
- 5Y*
- —
- 10Y*
- —
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AVGE vs. GSWO - Expense Ratio Comparison
AVGE has a 0.23% expense ratio, which is lower than GSWO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
AVGE vs. GSWO — Risk / Return Rank
AVGE
GSWO
AVGE vs. GSWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis All Equity Markets ETF (AVGE) and Goldman Sachs ActiveBeta World Equity ETF (GSWO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AVGE | GSWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.84 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.15 | 1.24 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.18 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.24 | +0.83 |
Martin ratioReturn relative to average drawdown | 9.94 | 5.62 | +4.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVGE | GSWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.84 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 0.77 | +0.52 |
Correlation
The correlation between AVGE and GSWO is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AVGE vs. GSWO - Dividend Comparison
AVGE's dividend yield for the trailing twelve months is around 1.82%, which matches GSWO's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AVGE Avantis All Equity Markets ETF | 1.82% | 1.67% | 1.92% | 1.93% | 0.74% |
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.83% | 1.74% | 1.75% | 2.06% | 1.73% |
Drawdowns
AVGE vs. GSWO - Drawdown Comparison
The maximum AVGE drawdown since its inception was -17.13%, roughly equal to the maximum GSWO drawdown of -17.77%. Use the drawdown chart below to compare losses from any high point for AVGE and GSWO.
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Drawdown Indicators
| AVGE | GSWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.13% | -17.77% | +0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -9.50% | -3.13% |
Current DrawdownCurrent decline from peak | -5.98% | -6.31% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -2.49% | -3.35% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.10% | +0.53% |
Volatility
AVGE vs. GSWO - Volatility Comparison
Avantis All Equity Markets ETF (AVGE) and Goldman Sachs ActiveBeta World Equity ETF (GSWO) have volatilities of 5.93% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVGE | GSWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 5.76% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 8.20% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 13.60% | +3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 12.98% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 12.98% | +2.32% |