GGUS vs. IQM
Compare and contrast key facts about Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and Franklin Intelligent Machines ETF (IQM).
GGUS and IQM 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. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
GGUS vs. IQM - Performance Comparison
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GGUS vs. IQM - 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% |
IQM Franklin Intelligent Machines ETF | 1.18% | 30.76% | 31.03% | 6.96% |
Returns By Period
In the year-to-date period, GGUS achieves a -8.81% return, which is significantly lower than IQM's 1.18% return.
GGUS
- 1D
- 3.65%
- 1M
- -5.28%
- YTD
- -8.81%
- 6M
- -8.20%
- 1Y
- 17.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQM
- 1D
- 6.12%
- 1M
- -5.61%
- YTD
- 1.18%
- 6M
- 1.33%
- 1Y
- 55.72%
- 3Y*
- 26.13%
- 5Y*
- 14.95%
- 10Y*
- —
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GGUS vs. IQM - Expense Ratio Comparison
GGUS has a 0.12% expense ratio, which is lower than IQM's 0.50% expense ratio.
Return for Risk
GGUS vs. IQM — Risk / Return Rank
GGUS
IQM
GGUS vs. IQM - 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 Franklin Intelligent Machines ETF (IQM). 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 | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.68 | -0.85 |
Sortino ratioReturn per unit of downside risk | 1.33 | 2.29 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 3.72 | -2.51 |
Martin ratioReturn relative to average drawdown | 4.22 | 11.65 | -7.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GGUS | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.68 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.77 | +0.16 |
Correlation
The correlation between GGUS and IQM is 0.88, 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. IQM - Dividend Comparison
GGUS's dividend yield for the trailing twelve months is around 0.48%, while IQM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GGUS Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF | 0.48% | 0.43% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% |
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% |
Drawdowns
GGUS vs. IQM - Drawdown Comparison
The maximum GGUS drawdown since its inception was -22.59%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for GGUS and IQM.
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Drawdown Indicators
| GGUS | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.59% | -44.91% | +22.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -14.71% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.91% | — |
Current DrawdownCurrent decline from peak | -11.80% | -8.68% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -12.55% | +9.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 4.70% | -0.40% |
Volatility
GGUS vs. IQM - Volatility Comparison
The current volatility for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) is 6.60%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.90%. This indicates that GGUS experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGUS | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 12.90% | -6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 23.48% | -11.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.80% | 33.37% | -11.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.29% | 28.67% | -9.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 30.73% | -11.44% |