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GDOC vs. BBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDOC vs. BBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Future Health Care Equity ETF (GDOC) and Virtus LifeSci Biotech Clinical Trials ETF (BBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDOC achieves a -7.76% return, which is significantly lower than BBC's 8.64% return.


GDOC

1D
0.41%
1M
1.93%
YTD
-7.76%
6M
-9.87%
1Y
5.18%
3Y*
0.05%
5Y*
10Y*

BBC

1D
0.43%
1M
-6.52%
YTD
8.64%
6M
14.08%
1Y
116.78%
3Y*
19.99%
5Y*
-1.96%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDOC vs. BBC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDOC
Goldman Sachs Future Health Care Equity ETF
-7.76%10.74%-1.66%4.60%-17.12%-2.77%
BBC
Virtus LifeSci Biotech Clinical Trials ETF
8.64%63.77%-1.11%-1.80%-35.13%-15.20%

Correlation

The correlation between GDOC and BBC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2021

0.67

The correlation between GDOC and BBC has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.

GDOC vs. BBC - Sectors Allocation Comparison


Sectors
GDOC
BBC

Healthcare

97.3%
100.0%

Consumer Defensive

1.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Energy

-

-

Financial Services

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Healthcare

GDOC
97.3%
BBC
100.0%

Consumer Defensive

GDOC
1.0%
BBC

-

Basic Materials

GDOC

-

BBC

-

Communication Services

GDOC

-

BBC

-

Consumer Cyclical

GDOC

-

BBC

-

Energy

GDOC

-

BBC

-

Financial Services

GDOC

-

BBC

-

Industrials

GDOC

-

BBC

-

Real Estate

GDOC

-

BBC

-

Technology

GDOC

-

BBC

-

Utilities

GDOC

-

BBC

-

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Return for Risk

GDOC vs. BBC — Risk / Return Rank

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

GDOC
GDOC Risk / Return Rank: 1313
Overall Rank
GDOC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GDOC Sortino Ratio Rank: 1414
Sortino Ratio Rank
GDOC Omega Ratio Rank: 1313
Omega Ratio Rank
GDOC Calmar Ratio Rank: 1313
Calmar Ratio Rank
GDOC Martin Ratio Rank: 1313
Martin Ratio Rank

BBC
BBC Risk / Return Rank: 8989
Overall Rank
BBC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BBC Sortino Ratio Rank: 8787
Sortino Ratio Rank
BBC Omega Ratio Rank: 7777
Omega Ratio Rank
BBC Calmar Ratio Rank: 9595
Calmar Ratio Rank
BBC Martin Ratio Rank: 9393
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.

GDOC vs. BBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Health Care Equity ETF (GDOC) and Virtus LifeSci Biotech Clinical Trials ETF (BBC). 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.


GDOCBBCDifference
Sharpe ratioReturn per unit of total volatility

-2.99

Sortino ratioReturn per unit of downside risk

-3.38

Omega ratioGain probability vs. loss probability

1.07

1.46

-0.40

Calmar ratioReturn relative to maximum drawdown

0.33

7.78

-7.45

Martin ratioReturn relative to average drawdown

0.76

24.80

-24.04

GDOC vs. BBC - Sharpe Ratio Comparison

The current GDOC Sharpe Ratio is 0.33, which is lower than the BBC Sharpe Ratio of 3.32. The chart below compares the historical Sharpe Ratios of GDOC and BBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GDOCBBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

3.32

-2.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.12

-0.31

Drawdowns

GDOC vs. BBC - Drawdown Comparison

The maximum GDOC drawdown since its inception was -31.01%, smaller than the maximum BBC drawdown of -76.85%. Use the drawdown chart below to compare losses from any high point for GDOC and BBC.


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Drawdown Indicators


GDOCBBCDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-76.85%

+45.84%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-15.10%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-22.51%

-54.45%

+31.94%

Max Drawdown (5Y)

Largest decline over 5 years

-72.44%

Max Drawdown (10Y)

Largest decline over 10 years

-76.85%

Current Drawdown

Current decline from peak

-15.53%

-30.27%

+14.74%

Average Drawdown

Average peak-to-trough decline

-15.90%

-37.14%

+21.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

4.73%

+2.10%

Volatility

GDOC vs. BBC - Volatility Comparison

The current volatility for Goldman Sachs Future Health Care Equity ETF (GDOC) is 4.90%, while Virtus LifeSci Biotech Clinical Trials ETF (BBC) has a volatility of 10.93%. This indicates that GDOC experiences smaller price fluctuations and is considered to be less risky than BBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDOCBBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

10.93%

-6.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

26.43%

-14.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

35.50%

-19.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

39.31%

-20.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

37.74%

-18.95%

GDOC vs. BBC - Expense Ratio Comparison

GDOC has a 0.75% expense ratio, which is lower than BBC's 0.79% expense ratio.


Dividends

GDOC vs. BBC - Dividend Comparison

GDOC's dividend yield for the trailing twelve months is around 0.35%, less than BBC's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
BBC
Virtus LifeSci Biotech Clinical Trials ETF
1.56%1.70%1.00%0.34%0.00%0.00%0.00%0.00%0.00%2.09%0.00%0.51%
GDOC
Goldman Sachs Future Health Care Equity ETF
0.35%0.32%0.02%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GDOC and BBC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBC has higher volatility (10.93%) compared to GDOC (4.90%). In terms of maximum drawdown, GDOC dropped -31.01% vs BBC's -76.85%.

On 3-year performance, BBC leads with 19.99% vs 0.05% for GDOC. On fees, GDOC is cheaper at 0.75% per year. On volatility, GDOC has been the lower-risk option at 4.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BBC has performed better with a 19.99% return vs 0.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDOC is cheaper with a 0.75% expense ratio, compared with 0.79% for BBC.

BBC has the higher dividend yield at 1.56%, compared with 0.35% for GDOC.

They also come from different issuers: Goldman Sachs and Virtus Investment Partners. Their fees differ too: 0.75% for GDOC and 0.79% for BBC.

BBC currently has the higher Sharpe Ratio (3.32 vs 0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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