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GEM vs. GHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEM vs. GHYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) and Goldman Sachs Access High Yield Corporate Bond ETF (GHYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GEM achieves a 26.12% return, which is significantly higher than GHYB's 1.32% return.


GEM

1D
-1.13%
1M
6.24%
YTD
26.12%
6M
29.03%
1Y
50.97%
3Y*
23.48%
5Y*
7.67%
10Y*
9.79%

GHYB

1D
0.16%
1M
0.37%
YTD
1.32%
6M
1.69%
1Y
6.90%
3Y*
8.66%
5Y*
4.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEM vs. GHYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GEM
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
26.12%33.43%6.66%11.82%-21.33%-0.19%13.23%17.79%-14.25%6.51%
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
1.32%9.38%7.76%12.13%-11.02%3.21%6.38%14.55%-2.01%0.27%

Correlation

The correlation between GEM and GHYB is 0.58, 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

0.58

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

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2017

0.54

The correlation between GEM and GHYB has been stable across timeframes, ranging from 0.50 to 0.58 - a consistent structural relationship.

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Return for Risk

GEM vs. GHYB — Risk / Return Rank

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

GEM
GEM Risk / Return Rank: 7979
Overall Rank
GEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GEM Sortino Ratio Rank: 7878
Sortino Ratio Rank
GEM Omega Ratio Rank: 8080
Omega Ratio Rank
GEM Calmar Ratio Rank: 7676
Calmar Ratio Rank
GEM Martin Ratio Rank: 7777
Martin Ratio Rank

GHYB
GHYB Risk / Return Rank: 6161
Overall Rank
GHYB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GHYB Sortino Ratio Rank: 6464
Sortino Ratio Rank
GHYB Omega Ratio Rank: 6565
Omega Ratio Rank
GHYB Calmar Ratio Rank: 5353
Calmar Ratio Rank
GHYB Martin Ratio Rank: 6666
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.

GEM vs. GHYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) and Goldman Sachs Access High Yield Corporate Bond ETF (GHYB). 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.


GEMGHYBDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.48

1.38

+0.09

Calmar ratioReturn relative to maximum drawdown

3.80

2.59

+1.21

Martin ratioReturn relative to average drawdown

14.69

11.85

+2.84

GEM vs. GHYB - Sharpe Ratio Comparison

The current GEM Sharpe Ratio is 2.63, which is higher than the GHYB Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of GEM and GHYB, 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


GEMGHYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

1.98

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.53

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.55

-0.03

Drawdowns

GEM vs. GHYB - Drawdown Comparison

The maximum GEM drawdown since its inception was -37.02%, which is greater than GHYB's maximum drawdown of -21.48%. Use the drawdown chart below to compare losses from any high point for GEM and GHYB.


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Drawdown Indicators


GEMGHYBDifference

Max Drawdown

Largest peak-to-trough decline

-37.02%

-21.48%

-15.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-2.67%

-10.83%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-4.66%

-11.88%

Max Drawdown (5Y)

Largest decline over 5 years

-35.43%

-16.08%

-19.35%

Max Drawdown (10Y)

Largest decline over 10 years

-37.02%

Current Drawdown

Current decline from peak

-2.16%

-0.20%

-1.96%

Average Drawdown

Average peak-to-trough decline

-12.01%

-2.57%

-9.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

0.58%

+2.90%

Volatility

GEM vs. GHYB - Volatility Comparison

Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) has a higher volatility of 8.61% compared to Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) at 1.08%. This indicates that GEM's price experiences larger fluctuations and is considered to be riskier than GHYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEMGHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

1.08%

+7.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.01%

2.72%

+14.29%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

3.50%

+16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

7.69%

+10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

8.28%

+10.75%

GEM vs. GHYB - Expense Ratio Comparison

GEM has a 0.45% expense ratio, which is higher than GHYB's 0.34% expense ratio.


Dividends

GEM vs. GHYB - Dividend Comparison

GEM's dividend yield for the trailing twelve months is around 1.83%, less than GHYB's 6.80% yield.


PositionTTM20252024202320222021202020192018201720162015
GEM
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
1.83%2.30%2.58%2.97%2.96%3.00%1.63%3.13%2.08%1.81%1.98%0.25%
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
6.80%7.00%6.65%6.20%5.67%4.46%4.75%5.57%5.68%1.45%0.00%0.00%

Frequently Asked Questions


GEM and GHYB have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEM has higher volatility (8.61%) compared to GHYB (1.08%). In terms of maximum drawdown, GEM dropped -37.02% vs GHYB's -21.48%.

On 5-year performance, GEM leads with 7.67% vs 4.02% for GHYB. On fees, GHYB is cheaper at 0.34% per year. On volatility, GHYB has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GEM has performed better with a 7.67% return vs 4.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GHYB is cheaper with a 0.34% expense ratio, compared with 0.45% for GEM.

GHYB has the higher dividend yield at 6.80%, compared with 1.83% for GEM.

GEM is categorized as Emerging Markets Equities, while GHYB is High Yield Bonds. GEM tracks Goldman Sachs ActiveBeta Emerging Markets Equity Index, while GHYB tracks FTSE Goldman Sachs High Yield Corporate Bond Index. Their fees differ too: 0.45% for GEM and 0.34% for GHYB.

GEM currently has the higher Sharpe Ratio (2.63 vs 1.98), 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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