COPY vs. GTPE

Last updated Jul 28, 2026

COPY (Tweedy, Browne Insider + Value ETF) and GTPE (Goldman Sachs MSCI World Private Equity Return Tracker ETF) are both Global Equities funds. COPY is actively managed, while GTPE is passively managed. Their 0.67 correlation means they have sometimes moved together and sometimes differently. COPY charges 0.80%/yr vs 0.50%/yr for GTPE.

Performance

COPY vs. GTPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tweedy, Browne Insider + Value ETF (COPY) and Goldman Sachs MSCI World Private Equity Return Tracker ETF (GTPE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COPY achieves a 19.69% return, which is significantly higher than GTPE's 15.63% return.

COPY

• 1D: 0.59%
• 1M: 4.61%
• 6M: 12.45%
• YTD: 19.69%
• 1Y: 28.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 32.02%

GTPE

• 1D: 0.03%
• 1M: -0.79%
• 6M: 11.53%
• YTD: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COPY Tweedy, Browne Insider + Value ETF	$2.55M	$1.98M	$1.87M
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF	$73.22K	$98.70K	$79.74K

COPY vs. GTPE - Yearly Performance Comparison

	2026 (YTD)	2025
COPY Tweedy, Browne Insider + Value ETF	19.69%	5.88%
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF	15.63%	2.96%

Correlation

The correlation between COPY and GTPE is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025	0.67

Return for Risk

COPY vs. GTPE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COPY

COPY Risk / Return Rank: 88
COPY Sharpe Ratio Rank: 90
COPY Sortino Ratio Rank: 91
COPY Omega Ratio Rank: 88
COPY Calmar Ratio Rank: 84
COPY Martin Ratio Rank: 87

GTPE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

COPY vs. GTPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Insider + Value ETF (COPY) and Goldman Sachs MSCI World Private Equity Return Tracker ETF (GTPE). 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.

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.

	COPY	GTPE	Difference
Sharpe ratio: Return per unit of total volatility	2.21	—	—
Sortino ratio: Return per unit of downside risk	3.23	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	3.19	—	—
Martin ratio: Return relative to average drawdown	12.92	—	—

Drawdowns

COPY vs. GTPE - Drawdown Comparison

The maximum COPY drawdown since its inception was -14.05%, which is greater than GTPE's maximum drawdown of -8.91%. Use the drawdown chart below to compare losses from any high point for COPY and GTPE.

Drawdown Indicators

	COPY	GTPE	Difference
Max Drawdown Largest peak-to-trough decline	-14.05%	-8.91%	-5.14%
Max Drawdown (1Y) Largest decline over 1 year	-9.07%	—	—
Current Drawdown Current decline from peak	0.00%	-3.59%	+3.59%
Average Drawdown Average peak-to-trough decline	-1.50%	-1.80%	+0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	—	—

Volatility

Volatility by Period

	COPY	GTPE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.11%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.12%	17.82%	-4.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.92%	17.82%	-0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	17.82%	-0.90%

COPY vs. GTPE - Expense Ratio Comparison

COPY has a 0.80% expense ratio, which is higher than GTPE's 0.50% expense ratio.

Dividends

COPY vs. GTPE - Dividend Comparison

COPY's dividend yield for the trailing twelve months is around 0.80%, while GTPE has not paid dividends to shareholders.

Position	TTM	2025
COPY Tweedy, Browne Insider + Value ETF	0.80%	0.95%
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both COPY and GTPE in my portfolio?

COPY and GTPE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, COPY or GTPE?

On fees, GTPE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COPY or GTPE?

GTPE is cheaper with a 0.50% expense ratio, compared with 0.80% for COPY.

Which ETF pays a higher dividend yield, COPY or GTPE?

COPY has the higher dividend yield at 0.80%, compared with 0.00% for GTPE.

What is the main difference between COPY and GTPE?

They also come from different issuers: Tweedy, Browne and Goldman Sachs. Their fees differ too: 0.80% for COPY and 0.50% for GTPE.