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GPIX vs. ESLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPIX vs. ESLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs S&P 500 Premium Income ETF (GPIX) and Elbit Systems Ltd (ESLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPIX achieves a 8.64% return, which is significantly lower than ESLT's 48.00% return.


GPIX

1D
0.55%
1M
0.57%
YTD
8.64%
6M
9.22%
1Y
23.85%
3Y*
5Y*
10Y*

ESLT

1D
-6.48%
1M
13.87%
YTD
48.00%
6M
66.16%
1Y
88.74%
3Y*
60.86%
5Y*
46.38%
10Y*
26.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPIX vs. ESLT - Yearly Performance Comparison


2026 (YTD)202520242023
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.64%16.25%21.77%13.04%
ESLT
Elbit Systems Ltd
48.00%125.14%22.17%13.11%

Correlation

The correlation between GPIX and ESLT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2023

0.17

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Return for Risk

GPIX vs. ESLT — Risk / Return Rank

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

GPIX
GPIX Risk / Return Rank: 7777
Overall Rank
GPIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
GPIX Omega Ratio Rank: 8080
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
GPIX Martin Ratio Rank: 8383
Martin Ratio Rank

ESLT
ESLT Risk / Return Rank: 9090
Overall Rank
ESLT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ESLT Sortino Ratio Rank: 9191
Sortino Ratio Rank
ESLT Omega Ratio Rank: 8888
Omega Ratio Rank
ESLT Calmar Ratio Rank: 8888
Calmar Ratio Rank
ESLT Martin Ratio Rank: 8989
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.

GPIX vs. ESLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs S&P 500 Premium Income ETF (GPIX) and Elbit Systems Ltd (ESLT). 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.


GPIXESLTDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.03

Calmar ratioReturn relative to maximum drawdown

2.97

3.83

-0.87

Martin ratioReturn relative to average drawdown

14.51

10.61

+3.90

GPIX vs. ESLT - Sharpe Ratio Comparison

The current GPIX Sharpe Ratio is 2.15, which is comparable to the ESLT Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of GPIX and ESLT, 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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Drawdowns

GPIX vs. ESLT - Drawdown Comparison

The maximum GPIX drawdown since its inception was -17.50%, smaller than the maximum ESLT drawdown of -53.79%. Use the drawdown chart below to compare losses from any high point for GPIX and ESLT.


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Drawdown Indicators


GPIXESLTDifference

Max Drawdown

Largest peak-to-trough decline

-17.50%

-53.79%

+36.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-25.98%

+18.27%

Max Drawdown (3Y)

Largest decline over 3 years

-25.98%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

Max Drawdown (10Y)

Largest decline over 10 years

-32.89%

Current Drawdown

Current decline from peak

-1.63%

-15.71%

+14.08%

Average Drawdown

Average peak-to-trough decline

-1.49%

-13.91%

+12.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

9.36%

-7.79%

Volatility

GPIX vs. ESLT - Volatility Comparison

The current volatility for Goldman Sachs S&P 500 Premium Income ETF (GPIX) is 3.77%, while Elbit Systems Ltd (ESLT) has a volatility of 19.89%. This indicates that GPIX experiences smaller price fluctuations and is considered to be less risky than ESLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPIXESLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

19.89%

-16.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

35.93%

-27.42%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

44.11%

-33.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

33.66%

-19.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.86%

29.42%

-15.56%

Dividends

GPIX vs. ESLT - Dividend Comparison

GPIX's dividend yield for the trailing twelve months is around 8.09%, more than ESLT's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
ESLT
Elbit Systems Ltd
0.36%0.47%0.77%0.94%1.22%1.03%1.28%1.14%1.54%1.32%1.57%1.63%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.09%8.01%7.45%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GPIX and ESLT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESLT has higher volatility (19.89%) compared to GPIX (3.77%). In terms of maximum drawdown, GPIX dropped -17.50% vs ESLT's -53.79%.

ESLT currently has the higher Sharpe Ratio (2.26 vs 2.15), 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.

Portfolio Optimizer

Find the right allocation for GPIX and ESLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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