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GMUN vs. GSIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMUN vs. GSIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Community Municipal Bond ETF (GMUN) and Goldman Sachs ActiveBeta International Equity ETF (GSIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMUN achieves a -0.34% return, which is significantly lower than GSIE's 6.51% return.


GMUN

1D
0.00%
1M
-0.75%
YTD
-0.34%
6M
0.04%
1Y
4.92%
3Y*
3.06%
5Y*
10Y*

GSIE

1D
-0.83%
1M
2.22%
YTD
6.51%
6M
9.50%
1Y
19.35%
3Y*
16.74%
5Y*
8.04%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMUN vs. GSIE - Yearly Performance Comparison


2026 (YTD)202520242023
GMUN
Goldman Sachs Community Municipal Bond ETF
-0.34%5.92%0.31%3.68%
GSIE
Goldman Sachs ActiveBeta International Equity ETF
6.51%32.53%5.23%11.56%

Correlation

The correlation between GMUN and GSIE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.19

The correlation between GMUN and GSIE shifts across timeframes, from 0.19 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GMUN vs. GSIE — Risk / Return Rank

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

GMUN
GMUN Risk / Return Rank: 5555
Overall Rank
GMUN Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GMUN Sortino Ratio Rank: 6060
Sortino Ratio Rank
GMUN Omega Ratio Rank: 8181
Omega Ratio Rank
GMUN Calmar Ratio Rank: 3636
Calmar Ratio Rank
GMUN Martin Ratio Rank: 3535
Martin Ratio Rank

GSIE
GSIE Risk / Return Rank: 3838
Overall Rank
GSIE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GSIE Sortino Ratio Rank: 3838
Sortino Ratio Rank
GSIE Omega Ratio Rank: 3737
Omega Ratio Rank
GSIE Calmar Ratio Rank: 3636
Calmar Ratio Rank
GSIE Martin Ratio Rank: 4242
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.

GMUN vs. GSIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Community Municipal Bond ETF (GMUN) 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.


GMUNGSIEDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.49

1.25

+0.24

Calmar ratioReturn relative to maximum drawdown

1.75

1.81

-0.06

Martin ratioReturn relative to average drawdown

5.36

6.87

-1.51

GMUN vs. GSIE - Sharpe Ratio Comparison

The current GMUN Sharpe Ratio is 2.04, which is higher than the GSIE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GMUN and GSIE, 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


GMUNGSIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.38

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.52

+0.48

Drawdowns

GMUN vs. GSIE - Drawdown Comparison

The maximum GMUN drawdown since its inception was -4.35%, smaller than the maximum GSIE drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for GMUN and GSIE.


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Drawdown Indicators


GMUNGSIEDifference

Max Drawdown

Largest peak-to-trough decline

-4.35%

-34.63%

+30.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-10.76%

+7.93%

Max Drawdown (3Y)

Largest decline over 3 years

-3.37%

-13.07%

+9.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.63%

Current Drawdown

Current decline from peak

-2.29%

-2.19%

-0.10%

Average Drawdown

Average peak-to-trough decline

-1.02%

-6.06%

+5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.82%

-1.90%

Volatility

GMUN vs. GSIE - Volatility Comparison

The current volatility for Goldman Sachs Community Municipal Bond ETF (GMUN) is 1.09%, while Goldman Sachs ActiveBeta International Equity ETF (GSIE) has a volatility of 4.38%. This indicates that GMUN experiences smaller price fluctuations and is considered to be less risky than GSIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMUNGSIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

4.38%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

11.60%

-9.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.42%

14.15%

-11.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

16.04%

-13.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

16.75%

-13.79%

GMUN vs. GSIE - Expense Ratio Comparison

GMUN has a 0.15% expense ratio, which is lower than GSIE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GMUN vs. GSIE - Dividend Comparison

GMUN's dividend yield for the trailing twelve months is around 3.12%, more than GSIE's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
GMUN
Goldman Sachs Community Municipal Bond ETF
3.12%2.94%3.22%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSIE
Goldman Sachs ActiveBeta International Equity ETF
2.52%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


GMUN and GSIE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSIE has higher volatility (4.38%) compared to GMUN (1.09%). In terms of maximum drawdown, GMUN dropped -4.35% vs GSIE's -34.63%.

On 3-year performance, GSIE leads with 16.74% vs 3.06% for GMUN. On fees, GMUN is cheaper at 0.15% per year. On volatility, GMUN has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GSIE has performed better with a 16.74% return vs 3.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GMUN is cheaper with a 0.15% expense ratio, compared with 0.25% for GSIE.

GMUN has the higher dividend yield at 3.12%, compared with 2.52% for GSIE.

GMUN is categorized as Municipal Bonds, while GSIE is Foreign Large Cap Equities. GMUN tracks Bloomberg Goldman Sachs Community Municipal Index, while GSIE tracks Goldman Sachs ActiveBeta International Equity Index. Their fees differ too: 0.15% for GMUN and 0.25% for GSIE.

GMUN currently has the higher Sharpe Ratio (2.04 vs 1.38), 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.

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