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GPIQ vs. BALQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPIQ vs. BALQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and iShares Nasdaq Premium Income Active ETF (BALQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPIQ achieves a 18.30% return, which is significantly lower than BALQ's 22.89% return.


GPIQ

1D
-0.19%
1M
8.51%
YTD
18.30%
6M
17.64%
1Y
37.50%
3Y*
5Y*
10Y*

BALQ

1D
-0.21%
1M
11.15%
YTD
22.89%
6M
22.29%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPIQ vs. BALQ - Yearly Performance Comparison


Correlation

The correlation between GPIQ and BALQ is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 4, 2025

0.99

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Return for Risk

GPIQ vs. BALQ — Risk / Return Rank

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

GPIQ
GPIQ Risk / Return Rank: 8181
Overall Rank
GPIQ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GPIQ Sortino Ratio Rank: 8181
Sortino Ratio Rank
GPIQ Omega Ratio Rank: 8282
Omega Ratio Rank
GPIQ Calmar Ratio Rank: 7777
Calmar Ratio Rank
GPIQ Martin Ratio Rank: 8383
Martin Ratio Rank

BALQ
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.

GPIQ vs. BALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and iShares Nasdaq Premium Income Active ETF (BALQ). 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.


GPIQBALQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

3.96

Martin ratioReturn relative to average drawdown

17.48

GPIQ vs. BALQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GPIQBALQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

2.81

-1.03

Drawdowns

GPIQ vs. BALQ - Drawdown Comparison

The maximum GPIQ drawdown since its inception was -21.06%, which is greater than BALQ's maximum drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for GPIQ and BALQ.


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Drawdown Indicators


GPIQBALQDifference

Max Drawdown

Largest peak-to-trough decline

-21.06%

-11.79%

-9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

Current Drawdown

Current decline from peak

-0.19%

-0.21%

+0.02%

Average Drawdown

Average peak-to-trough decline

-2.27%

-2.37%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

GPIQ vs. BALQ - Volatility Comparison


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Volatility by Period


GPIQBALQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

18.03%

-4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

18.03%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

18.03%

-0.56%

GPIQ vs. BALQ - Expense Ratio Comparison

GPIQ has a 0.29% expense ratio, which is lower than BALQ's 0.35% expense ratio.


Dividends

GPIQ vs. BALQ - Dividend Comparison

GPIQ's dividend yield for the trailing twelve months is around 9.32%, more than BALQ's 4.59% yield.


PositionTTM202520242023
BALQ
iShares Nasdaq Premium Income Active ETF
4.59%0.95%0.00%0.00%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
9.32%9.81%9.18%1.74%

Frequently Asked Questions


With a correlation of 0.99, GPIQ and BALQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GPIQ is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPIQ is cheaper with a 0.29% expense ratio, compared with 0.35% for BALQ.

GPIQ has the higher dividend yield at 9.32%, compared with 4.59% for BALQ.

They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.29% for GPIQ and 0.35% for BALQ.

Portfolio Optimizer

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