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GAUD vs. GAID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAUD vs. GAID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guinness Atkinson US Dividend Builder ETF (GAUD) and Guinness Atkinson International Dividend Builder ETF (GAID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GAUD achieves a -0.92% return, which is significantly higher than GAID's -1.34% return.


GAUD

1D
0.00%
1M
-2.34%
6M
-3.45%
YTD
-0.92%
1Y
3Y*
5Y*
10Y*

GAID

1D
0.00%
1M
-1.44%
6M
-2.73%
YTD
-1.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAUD vs. GAID - Yearly Performance Comparison


Correlation

The correlation between GAUD and GAID is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 22, 2025

0.49

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Return for Risk

GAUD vs. GAID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guinness Atkinson US Dividend Builder ETF (GAUD) and Guinness Atkinson International Dividend Builder ETF (GAID). 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.


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

GAUD vs. GAID - Sharpe Ratio Comparison


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Drawdowns

GAUD vs. GAID - Drawdown Comparison

The maximum GAUD drawdown since its inception was -9.17%, smaller than the maximum GAID drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for GAUD and GAID.


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Drawdown Indicators


GAUDGAIDDifference

Max Drawdown

Largest peak-to-trough decline

-9.17%

-13.61%

+4.44%

Current Drawdown

Current decline from peak

-4.30%

-4.22%

-0.08%

Average Drawdown

Average peak-to-trough decline

-3.59%

-4.42%

+0.83%

Volatility

GAUD vs. GAID - Volatility Comparison


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Volatility by Period


GAUDGAIDDifference

Volatility (1Y)

Calculated over the trailing 1-year period

11.30%

15.51%

-4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.30%

15.51%

-4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.30%

15.51%

-4.21%

GAUD vs. GAID - Expense Ratio Comparison

Both GAUD and GAID have an expense ratio of 0.45%.


Dividends

GAUD vs. GAID - Dividend Comparison

GAUD's dividend yield for the trailing twelve months is around 0.61%, less than GAID's 0.65% yield.


Frequently Asked Questions


GAUD and GAID have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GAUD and GAID have the same expense ratio: 0.45% per year.

GAID has the higher dividend yield at 0.65%, compared with 0.61% for GAUD.

GAUD is categorized as Large Cap Blend Equities, while GAID is Foreign Large Cap Equities.

Portfolio Optimizer

Find the right allocation for GAUD and GAID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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