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GACA.DE vs. WRLD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GACA.DE vs. WRLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) and Rize Environmental Impact 100 UCITS ETF (WRLD.DE). The values are adjusted to include any dividend payments, if applicable.

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GACA.DE vs. WRLD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GACA.DE
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)
-3.94%3.94%29.59%21.02%-14.66%12.68%
WRLD.DE
Rize Environmental Impact 100 UCITS ETF
6.32%11.71%1.59%11.63%-16.39%8.00%

Returns By Period

In the year-to-date period, GACA.DE achieves a -3.94% return, which is significantly lower than WRLD.DE's 6.32% return.


GACA.DE

1D
0.16%
1M
-2.91%
YTD
-3.94%
6M
-2.63%
1Y
7.04%
3Y*
14.18%
5Y*
10.86%
10Y*

WRLD.DE

1D
0.08%
1M
-1.75%
YTD
6.32%
6M
6.75%
1Y
21.40%
3Y*
6.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GACA.DE vs. WRLD.DE - Expense Ratio Comparison

GACA.DE has a 0.14% expense ratio, which is lower than WRLD.DE's 0.55% expense ratio.


Return for Risk

GACA.DE vs. WRLD.DE — Risk / Return Rank

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

GACA.DE
GACA.DE Risk / Return Rank: 3030
Overall Rank
GACA.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
GACA.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
GACA.DE Omega Ratio Rank: 2121
Omega Ratio Rank
GACA.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
GACA.DE Martin Ratio Rank: 4343
Martin Ratio Rank

WRLD.DE
WRLD.DE Risk / Return Rank: 7171
Overall Rank
WRLD.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WRLD.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
WRLD.DE Omega Ratio Rank: 6060
Omega Ratio Rank
WRLD.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
WRLD.DE Martin Ratio Rank: 8080
Martin Ratio Rank
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.

GACA.DE vs. WRLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) and Rize Environmental Impact 100 UCITS ETF (WRLD.DE). 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.


GACA.DEWRLD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.39

1.23

-0.84

Sortino ratio

Return per unit of downside risk

0.64

1.71

-1.07

Omega ratio

Gain probability vs. loss probability

1.09

1.24

-0.14

Calmar ratio

Return relative to maximum drawdown

1.49

3.31

-1.82

Martin ratio

Return relative to average drawdown

5.15

10.62

-5.46

GACA.DE vs. WRLD.DE - Sharpe Ratio Comparison

The current GACA.DE Sharpe Ratio is 0.39, which is lower than the WRLD.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of GACA.DE and WRLD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GACA.DEWRLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

1.23

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.25

+0.47

Correlation

The correlation between GACA.DE and WRLD.DE is 0.71, 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

GACA.DE vs. WRLD.DE - Dividend Comparison

Neither GACA.DE nor WRLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GACA.DE vs. WRLD.DE - Drawdown Comparison

The maximum GACA.DE drawdown since its inception was -33.50%, which is greater than WRLD.DE's maximum drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for GACA.DE and WRLD.DE.


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Drawdown Indicators


GACA.DEWRLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-23.55%

-9.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-8.85%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

Current Drawdown

Current decline from peak

-6.48%

-4.76%

-1.72%

Average Drawdown

Average peak-to-trough decline

-5.19%

-9.81%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.46%

+0.13%

Volatility

GACA.DE vs. WRLD.DE - Volatility Comparison

The current volatility for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) is 4.36%, while Rize Environmental Impact 100 UCITS ETF (WRLD.DE) has a volatility of 6.02%. This indicates that GACA.DE experiences smaller price fluctuations and is considered to be less risky than WRLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GACA.DEWRLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

6.02%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

11.17%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.97%

17.33%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

16.99%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

16.99%

+0.35%