GGUS vs. DARP

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and Grizzle Growth ETF (DARP).

GGUS and DARP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GGUS is a passively managed fund by Goldman Sachs that tracks the performance of the Russell 1000 Growth 40 Act Daily Capped Index - Benchmark TR Gross. It was launched on Nov 28, 2023. DARP is an actively managed fund by Grizzle. It was launched on Dec 15, 2021.

Performance

GGUS vs. DARP - 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 Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

GGUS vs. DARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GGUS Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF	-8.81%	17.32%	30.88%	4.54%
DARP Grizzle Growth ETF	4.29%	40.19%	24.63%	4.90%

Returns By Period

In the year-to-date period, GGUS achieves a -8.81% return, which is significantly lower than DARP's 4.29% return.

GGUS

• 1D: 3.65%
• 1M: -5.28%
• YTD: -8.81%
• 6M: -8.20%
• 1Y: 17.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DARP

• 1D: 3.09%
• 1M: -6.88%
• YTD: 4.29%
• 6M: 13.93%
• 1Y: 64.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GGUS vs. DARP - Expense Ratio Comparison

GGUS has a 0.12% expense ratio, which is lower than DARP's 0.75% expense ratio.

DARP

Grizzle Growth ETF

GGUS

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF

Return for Risk

GGUS vs. DARP — Risk / Return Rank

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

GGUS

GGUS Risk / Return Rank: 48
GGUS Sharpe Ratio Rank: 46
GGUS Sortino Ratio Rank: 51
GGUS Omega Ratio Rank: 50
GGUS Calmar Ratio Rank: 48
GGUS Martin Ratio Rank: 45

DARP

DARP Risk / Return Rank: 93
DARP Sharpe Ratio Rank: 93
DARP Sortino Ratio Rank: 92
DARP Omega Ratio Rank: 91
DARP Calmar Ratio Rank: 95
DARP Martin Ratio Rank: 96

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. DARP - 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 Grizzle Growth ETF (DARP). 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.

	GGUS	DARP	Difference
Sharpe ratio Return per unit of total volatility	0.83	2.19	-1.36
Sortino ratio Return per unit of downside risk	1.33	2.73	-1.40
Omega ratio Gain probability vs. loss probability	1.19	1.39	-0.21
Calmar ratio Return relative to maximum drawdown	1.21	3.97	-2.75
Martin ratio Return relative to average drawdown	4.22	16.42	-12.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GGUS vs. DARP - Sharpe Ratio Comparison

The current GGUS Sharpe Ratio is 0.83, which is lower than the DARP Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of GGUS and DARP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GGUS	DARP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	2.19	-1.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	1.11	-0.18

Correlation

The correlation between GGUS and DARP is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GGUS vs. DARP - Dividend Comparison

GGUS's dividend yield for the trailing twelve months is around 0.48%, more than DARP's 0.42% yield.

	TTM	2025	2024	2023
GGUS Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF	0.48%	0.43%	0.68%	0.00%
DARP Grizzle Growth ETF	0.42%	0.43%	1.93%	0.32%

Drawdowns

GGUS vs. DARP - Drawdown Comparison

The maximum GGUS drawdown since its inception was -22.59%, smaller than the maximum DARP drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for GGUS and DARP.

Drawdown Indicators

	GGUS	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-22.59%	-30.27%	+7.68%
Max Drawdown (1Y) Largest decline over 1 year	-14.91%	-15.92%	+1.01%
Current Drawdown Current decline from peak	-11.80%	-9.09%	-2.71%
Average Drawdown Average peak-to-trough decline	-3.22%	-4.84%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.30%	3.85%	+0.45%

Volatility

GGUS vs. DARP - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) is 6.60%, while Grizzle Growth ETF (DARP) has a volatility of 9.51%. This indicates that GGUS experiences smaller price fluctuations and is considered to be less risky than DARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGUS	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.60%	9.51%	-2.91%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	19.28%	-7.21%
Volatility (1Y) Calculated over the trailing 1-year period	21.80%	29.51%	-7.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.29%	26.42%	-7.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.29%	26.42%	-7.13%