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GPIX vs. GPIQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GPIX and GPIQ is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

GPIX vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
20.76%
20.27%
GPIX
GPIQ

Key characteristics

Sharpe Ratio

GPIX:

-0.09

GPIQ:

-0.17

Sortino Ratio

GPIX:

-0.02

GPIQ:

-0.10

Omega Ratio

GPIX:

1.00

GPIQ:

0.99

Calmar Ratio

GPIX:

-0.08

GPIQ:

-0.16

Martin Ratio

GPIX:

-0.47

GPIQ:

-0.71

Ulcer Index

GPIX:

2.83%

GPIQ:

4.45%

Daily Std Dev

GPIX:

14.42%

GPIQ:

18.55%

Max Drawdown

GPIX:

-16.08%

GPIQ:

-19.74%

Current Drawdown

GPIX:

-16.08%

GPIQ:

-19.74%

Returns By Period

In the year-to-date period, GPIX achieves a -12.59% return, which is significantly higher than GPIQ's -15.41% return.


GPIX

YTD

-12.59%

1M

-12.39%

6M

-9.92%

1Y

-0.31%

5Y*

N/A

10Y*

N/A

GPIQ

YTD

-15.41%

1M

-14.64%

6M

-10.98%

1Y

-2.03%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GPIX vs. GPIQ - Expense Ratio Comparison

Both GPIX and GPIQ have an expense ratio of 0.29%.


GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
Expense ratio chart for GPIX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GPIX: 0.29%
Expense ratio chart for GPIQ: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GPIQ: 0.29%

Risk-Adjusted Performance

GPIX vs. GPIQ — Risk-Adjusted Performance Rank

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

GPIX
The Risk-Adjusted Performance Rank of GPIX is 2323
Overall Rank
The Sharpe Ratio Rank of GPIX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of GPIX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of GPIX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of GPIX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of GPIX is 2121
Martin Ratio Rank

GPIQ
The Risk-Adjusted Performance Rank of GPIQ is 1919
Overall Rank
The Sharpe Ratio Rank of GPIQ is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of GPIQ is 2020
Sortino Ratio Rank
The Omega Ratio Rank of GPIQ is 2020
Omega Ratio Rank
The Calmar Ratio Rank of GPIQ is 2020
Calmar Ratio Rank
The Martin Ratio Rank of GPIQ is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GPIX vs. GPIQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.


Sharpe ratio
The chart of Sharpe ratio for GPIX, currently valued at -0.09, compared to the broader market-1.000.001.002.003.004.005.00
GPIX: -0.09
GPIQ: -0.17
The chart of Sortino ratio for GPIX, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.0010.00
GPIX: -0.02
GPIQ: -0.10
The chart of Omega ratio for GPIX, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
GPIX: 1.00
GPIQ: 0.99
The chart of Calmar ratio for GPIX, currently valued at -0.08, compared to the broader market0.005.0010.0015.00
GPIX: -0.08
GPIQ: -0.16
The chart of Martin ratio for GPIX, currently valued at -0.47, compared to the broader market0.0020.0040.0060.0080.00
GPIX: -0.47
GPIQ: -0.71

The current GPIX Sharpe Ratio is -0.09, which is higher than the GPIQ Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of GPIX and GPIQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.09
-0.17
GPIX
GPIQ

Dividends

GPIX vs. GPIQ - Dividend Comparison

GPIX's dividend yield for the trailing twelve months is around 9.73%, less than GPIQ's 12.40% yield.


TTM20242023
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
9.73%7.46%1.40%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
12.40%9.18%1.74%

Drawdowns

GPIX vs. GPIQ - Drawdown Comparison

The maximum GPIX drawdown since its inception was -16.08%, smaller than the maximum GPIQ drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for GPIX and GPIQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.08%
-19.74%
GPIX
GPIQ

Volatility

GPIX vs. GPIQ - Volatility Comparison

The current volatility for Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) is 9.02%, while Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a volatility of 10.02%. This indicates that GPIX experiences smaller price fluctuations and is considered to be less risky than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.02%
10.02%
GPIX
GPIQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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