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GGUS vs. ACSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGUS vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGUS achieves a 2.92% return, which is significantly lower than ACSI's 10.64% return.


GGUS

1D
-0.17%
1M
-2.86%
YTD
2.92%
6M
1.33%
1Y
15.89%
3Y*
5Y*
10Y*

ACSI

1D
0.06%
1M
2.09%
YTD
10.64%
6M
10.09%
1Y
19.14%
3Y*
18.15%
5Y*
8.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGUS vs. ACSI - Yearly Performance Comparison


2026 (YTD)202520242023
GGUS
Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF
2.92%17.32%30.88%4.54%
ACSI
American Customer Satisfaction ETF
10.64%10.70%22.51%5.76%

Correlation

The correlation between GGUS and ACSI is 0.65, 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

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2023

0.74

The correlation between GGUS and ACSI has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

GGUS vs. ACSI - Sectors Allocation Comparison


Sectors
GGUS
ACSI

Technology

48.7%
12.5%

Consumer Cyclical

12.7%
24.2%

Communication Services

9.7%
15.4%

Healthcare

9.5%
8.5%

Industrials

6.5%
7.3%

Financial Services

6.5%
9.6%

Consumer Defensive

3.4%
12.4%

Utilities

1.3%
3.9%

Real Estate

0.6%

-

Energy

0.5%
3.4%

Basic Materials

0.4%

-

Technology

GGUS
48.7%
ACSI
12.5%

Consumer Cyclical

GGUS
12.7%
ACSI
24.2%

Communication Services

GGUS
9.7%
ACSI
15.4%

Healthcare

GGUS
9.5%
ACSI
8.5%

Industrials

GGUS
6.5%
ACSI
7.3%

Financial Services

GGUS
6.5%
ACSI
9.6%

Consumer Defensive

GGUS
3.4%
ACSI
12.4%

Utilities

GGUS
1.3%
ACSI
3.9%

Real Estate

GGUS
0.6%
ACSI

-

Energy

GGUS
0.5%
ACSI
3.4%

Basic Materials

GGUS
0.4%
ACSI

-

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Return for Risk

GGUS vs. ACSI — Risk / Return Rank

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

GGUS
GGUS Risk / Return Rank: 2929
Overall Rank
GGUS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GGUS Sortino Ratio Rank: 3030
Sortino Ratio Rank
GGUS Omega Ratio Rank: 2929
Omega Ratio Rank
GGUS Calmar Ratio Rank: 2424
Calmar Ratio Rank
GGUS Martin Ratio Rank: 2828
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 5656
Overall Rank
ACSI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 5555
Sortino Ratio Rank
ACSI Omega Ratio Rank: 5252
Omega Ratio Rank
ACSI Calmar Ratio Rank: 5656
Calmar Ratio Rank
ACSI Martin Ratio Rank: 6060
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.

GGUS vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and American Customer Satisfaction ETF (ACSI). 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.


GGUSACSIDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

1.07

2.48

-1.41

Martin ratioReturn relative to average drawdown

3.59

9.53

-5.94

GGUS vs. ACSI - Sharpe Ratio Comparison

The current GGUS Sharpe Ratio is 1.02, which is lower than the ACSI Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of GGUS and ACSI, 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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Drawdowns

GGUS vs. ACSI - Drawdown Comparison

The maximum GGUS drawdown since its inception was -22.59%, smaller than the maximum ACSI drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for GGUS and ACSI.


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Drawdown Indicators


GGUSACSIDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-34.49%

+11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-7.76%

-7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-15.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Current Drawdown

Current decline from peak

-5.54%

-1.51%

-4.03%

Average Drawdown

Average peak-to-trough decline

-3.21%

-5.37%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

2.01%

+2.42%

Volatility

GGUS vs. ACSI - Volatility Comparison

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) has a higher volatility of 5.74% compared to American Customer Satisfaction ETF (ACSI) at 3.91%. This indicates that GGUS's price experiences larger fluctuations and is considered to be riskier than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGUSACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

3.91%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

9.13%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

11.51%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

16.68%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

17.40%

+1.64%

GGUS vs. ACSI - Expense Ratio Comparison

GGUS has a 0.12% expense ratio, which is lower than ACSI's 0.66% expense ratio.


Dividends

GGUS vs. ACSI - Dividend Comparison

GGUS's dividend yield for the trailing twelve months is around 0.30%, less than ACSI's 0.82% yield.


PositionTTM2025202420232022202120202019201820172016
ACSI
American Customer Satisfaction ETF
0.82%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%
GGUS
Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF
0.30%0.43%0.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GGUS and ACSI have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGUS has higher volatility (5.74%) compared to ACSI (3.91%). In terms of maximum drawdown, GGUS dropped -22.59% vs ACSI's -34.49%.

On 1-year performance, ACSI leads with 19.14% vs 15.89% for GGUS. On fees, GGUS is cheaper at 0.12% per year. On volatility, ACSI has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ACSI has performed better with a 19.14% return vs 15.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GGUS is cheaper with a 0.12% expense ratio, compared with 0.66% for ACSI.

ACSI has the higher dividend yield at 0.82%, compared with 0.30% for GGUS.

GGUS tracks Russell 1000 Growth 40 Act Daily Capped Index - Benchmark TR Gross, while ACSI tracks American Customer Satisfaction Investable Index. They also come from different issuers: Goldman Sachs and Exponential ETFs. Their fees differ too: 0.12% for GGUS and 0.66% for ACSI.

ACSI currently has the higher Sharpe Ratio (1.67 vs 1.02), 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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