GIGL vs. GSIE
GIGL (Goldman Sachs Corporate Bond ETF) and GSIE (Goldman Sachs ActiveBeta International Equity ETF) are both exchange-traded funds - GIGL is a Corporate Bonds fund managed by Goldman Sachs, while GSIE is a Foreign Large Cap Equities fund tracking the Goldman Sachs ActiveBeta International Equity Index. Over the past year, GIGL returned 4.94% vs 20.32% for GSIE. At a 0.49 correlation, their price movements are largely independent. GIGL charges 0.29%/yr vs 0.25%/yr for GSIE.
Performance
GIGL vs. GSIE - Performance Comparison
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Returns By Period
In the year-to-date period, GIGL achieves a 1.13% return, which is significantly lower than GSIE's 7.64% return.
GIGL
- 1D
- 0.06%
- 1M
- 1.03%
- YTD
- 1.13%
- 6M
- 0.93%
- 1Y
- 4.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSIE
- 1D
- 0.98%
- 1M
- 0.07%
- YTD
- 7.64%
- 6M
- 7.14%
- 1Y
- 20.32%
- 3Y*
- 17.23%
- 5Y*
- 8.32%
- 10Y*
- 10.12%
GIGL vs. GSIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GIGL Goldman Sachs Corporate Bond ETF | 1.13% | 3.76% |
GSIE Goldman Sachs ActiveBeta International Equity ETF | 7.64% | 11.78% |
Correlation
The correlation between GIGL and GSIE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.50 |
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Return for Risk
GIGL vs. GSIE — Risk / Return Rank
GIGL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GSIE
GIGL vs. GSIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Corporate Bond ETF (GIGL) and Goldman Sachs ActiveBeta International Equity ETF (GSIE). 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.
| GIGL | GSIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.90 | — |
| Martin ratioReturn relative to average drawdown | — | 7.14 | — |
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Drawdowns
GIGL vs. GSIE - Drawdown Comparison
The maximum GIGL drawdown since its inception was -3.13%, smaller than the maximum GSIE drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for GIGL and GSIE.
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Drawdown Indicators
| GIGL | GSIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.13% | -34.63% | +31.50% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -10.76% | +7.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.97% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.63% | — |
Current DrawdownCurrent decline from peak | -0.39% | -1.16% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -6.03% | +5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.85% | — |
Volatility
GIGL vs. GSIE - Volatility Comparison
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Volatility by Period
| GIGL | GSIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.58% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.19% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.17% | 14.52% | -10.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.17% | 16.12% | -11.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.17% | 16.54% | -12.37% |
GIGL vs. GSIE - Expense Ratio Comparison
GIGL has a 0.29% expense ratio, which is higher than GSIE's 0.25% expense ratio.
Dividends
GIGL vs. GSIE - Dividend Comparison
GIGL's dividend yield for the trailing twelve months is around 3.75%, more than GSIE's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIGL Goldman Sachs Corporate Bond ETF | 3.75% | 2.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GSIE Goldman Sachs ActiveBeta International Equity ETF | 2.58% | 2.65% | 3.11% | 2.87% | 3.01% | 2.40% | 1.60% | 2.80% | 2.68% | 2.31% | 2.15% | 0.13% |
Frequently Asked Questions
GIGL and GSIE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, GSIE leads with 20.32% vs 4.94% for GIGL. On fees, GSIE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GSIE has performed better with a 20.32% return vs 4.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSIE is cheaper with a 0.25% expense ratio, compared with 0.29% for GIGL.
GIGL has the higher dividend yield at 3.75%, compared with 2.58% for GSIE.
GIGL is categorized as Corporate Bonds, while GSIE is Foreign Large Cap Equities. Their fees differ too: 0.29% for GIGL and 0.25% for GSIE.
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