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GDOC vs. XHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDOC vs. XHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Future Health Care Equity ETF (GDOC) and SPDR S&P Health Care Services ETF (XHS). 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 XHS's 6.32% return.


GDOC

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

XHS

1D
0.28%
1M
2.77%
YTD
6.32%
6M
5.39%
1Y
16.58%
3Y*
8.47%
5Y*
0.44%
10Y*
7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDOC vs. XHS - 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%
XHS
SPDR S&P Health Care Services ETF
6.32%18.83%1.76%5.15%-19.87%-3.84%

Correlation

The correlation between GDOC and XHS is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.58

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

0.71

Over the past year, the correlation between GDOC and XHS has dropped to 0.47 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

GDOC vs. XHS - Sectors Allocation Comparison


Sectors
GDOC
XHS

Healthcare

97.3%
98.0%

Consumer Defensive

1.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Energy

-

-

Financial Services

-

2.0%

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Healthcare

GDOC
97.3%
XHS
98.0%

Consumer Defensive

GDOC
1.0%
XHS

-

Basic Materials

GDOC

-

XHS

-

Communication Services

GDOC

-

XHS

-

Consumer Cyclical

GDOC

-

XHS

-

Energy

GDOC

-

XHS

-

Financial Services

GDOC

-

XHS
2.0%

Industrials

GDOC

-

XHS

-

Real Estate

GDOC

-

XHS

-

Technology

GDOC

-

XHS

-

Utilities

GDOC

-

XHS

-

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Return for Risk

GDOC vs. XHS — 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

XHS
XHS Risk / Return Rank: 2626
Overall Rank
XHS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XHS Sortino Ratio Rank: 2525
Sortino Ratio Rank
XHS Omega Ratio Rank: 2626
Omega Ratio Rank
XHS Calmar Ratio Rank: 2828
Calmar Ratio Rank
XHS Martin Ratio Rank: 2727
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. XHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Health Care Equity ETF (GDOC) and SPDR S&P Health Care Services ETF (XHS). 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.


GDOCXHSDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.07

1.18

-0.11

Calmar ratioReturn relative to maximum drawdown

0.33

1.39

-1.06

Martin ratioReturn relative to average drawdown

0.76

3.83

-3.07

GDOC vs. XHS - Sharpe Ratio Comparison

The current GDOC Sharpe Ratio is 0.33, which is lower than the XHS Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GDOC and XHS, 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


GDOCXHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.95

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.57

-0.76

Drawdowns

GDOC vs. XHS - Drawdown Comparison

The maximum GDOC drawdown since its inception was -31.01%, smaller than the maximum XHS drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for GDOC and XHS.


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Drawdown Indicators


GDOCXHSDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-39.32%

+8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-11.99%

-3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-22.51%

-17.81%

-4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

Max Drawdown (10Y)

Largest decline over 10 years

-39.32%

Current Drawdown

Current decline from peak

-15.53%

-1.78%

-13.75%

Average Drawdown

Average peak-to-trough decline

-15.90%

-10.20%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

4.33%

+2.50%

Volatility

GDOC vs. XHS - Volatility Comparison

Goldman Sachs Future Health Care Equity ETF (GDOC) and SPDR S&P Health Care Services ETF (XHS) have volatilities of 4.90% and 4.80%, 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


GDOCXHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.80%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

11.86%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

17.56%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

21.10%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

22.40%

-3.61%

GDOC vs. XHS - Expense Ratio Comparison

GDOC has a 0.75% expense ratio, which is higher than XHS's 0.35% expense ratio.


Dividends

GDOC vs. XHS - Dividend Comparison

GDOC's dividend yield for the trailing twelve months is around 0.35%, more than XHS's 0.25% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XHS
SPDR S&P Health Care Services ETF
0.25%0.27%0.38%0.23%0.19%0.20%0.23%2.37%0.34%0.22%0.28%0.93%

Frequently Asked Questions


GDOC and XHS have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDOC has higher volatility (4.90%) compared to XHS (4.80%). In terms of maximum drawdown, GDOC dropped -31.01% vs XHS's -39.32%.

On 3-year performance, XHS leads with 8.47% vs 0.05% for GDOC. On fees, XHS is cheaper at 0.35% per year. On volatility, XHS has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XHS has performed better with a 8.47% return vs 0.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XHS is cheaper with a 0.35% expense ratio, compared with 0.75% for GDOC.

GDOC has the higher dividend yield at 0.35%, compared with 0.25% for XHS.

They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.75% for GDOC and 0.35% for XHS.

XHS currently has the higher Sharpe Ratio (0.95 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

Find the right allocation for GDOC and XHS

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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