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GPRF vs. GSST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPRF vs. GSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and Goldman Sachs Ultra Short Bond ETF (GSST). The values are adjusted to include any dividend payments, if applicable.

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GPRF vs. GSST - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GPRF achieves a -0.71% return, which is significantly lower than GSST's 0.76% return.


GPRF

1D
0.23%
1M
-2.45%
YTD
-0.71%
6M
-0.58%
1Y
4.94%
3Y*
5Y*
10Y*

GSST

1D
0.06%
1M
0.04%
YTD
0.76%
6M
1.89%
1Y
4.55%
3Y*
5.51%
5Y*
3.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPRF vs. GSST - Expense Ratio Comparison

GPRF has a 0.45% expense ratio, which is higher than GSST's 0.16% expense ratio.


Return for Risk

GPRF vs. GSST — Risk / Return Rank

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

GPRF
GPRF Risk / Return Rank: 5757
Overall Rank
GPRF Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GPRF Sortino Ratio Rank: 6262
Sortino Ratio Rank
GPRF Omega Ratio Rank: 6464
Omega Ratio Rank
GPRF Calmar Ratio Rank: 4141
Calmar Ratio Rank
GPRF Martin Ratio Rank: 5050
Martin Ratio Rank

GSST
GSST Risk / Return Rank: 9999
Overall Rank
GSST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GSST Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSST Omega Ratio Rank: 9999
Omega Ratio Rank
GSST Calmar Ratio Rank: 9999
Calmar Ratio Rank
GSST Martin Ratio Rank: 9999
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.

GPRF vs. GSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and Goldman Sachs Ultra Short Bond ETF (GSST). 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.


GPRFGSSTDifference

Sharpe ratio

Return per unit of total volatility

1.19

6.29

-5.09

Sortino ratio

Return per unit of downside risk

1.64

11.28

-9.64

Omega ratio

Gain probability vs. loss probability

1.24

3.26

-2.02

Calmar ratio

Return relative to maximum drawdown

1.08

18.26

-17.18

Martin ratio

Return relative to average drawdown

4.94

113.51

-108.56

GPRF vs. GSST - Sharpe Ratio Comparison

The current GPRF Sharpe Ratio is 1.19, which is lower than the GSST Sharpe Ratio of 6.29. The chart below compares the historical Sharpe Ratios of GPRF and GSST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GPRFGSSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

6.29

-5.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

3.72

-2.55

Correlation

The correlation between GPRF and GSST is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GPRF vs. GSST - Dividend Comparison

GPRF's dividend yield for the trailing twelve months is around 5.53%, more than GSST's 4.43% yield.


TTM2025202420232022202120202019
GPRF
Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF
5.53%5.38%2.10%0.00%0.00%0.00%0.00%0.00%
GSST
Goldman Sachs Ultra Short Bond ETF
4.43%4.56%5.45%4.98%1.97%0.71%1.12%1.66%

Drawdowns

GPRF vs. GSST - Drawdown Comparison

The maximum GPRF drawdown since its inception was -4.36%, which is greater than GSST's maximum drawdown of -3.51%. Use the drawdown chart below to compare losses from any high point for GPRF and GSST.


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Drawdown Indicators


GPRFGSSTDifference

Max Drawdown

Largest peak-to-trough decline

-4.36%

-3.51%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-0.25%

-3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-1.19%

Current Drawdown

Current decline from peak

-2.78%

0.00%

-2.78%

Average Drawdown

Average peak-to-trough decline

-0.88%

-0.17%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.04%

+0.88%

Volatility

GPRF vs. GSST - Volatility Comparison

Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) has a higher volatility of 2.34% compared to Goldman Sachs Ultra Short Bond ETF (GSST) at 0.25%. This indicates that GPRF's price experiences larger fluctuations and is considered to be riskier than GSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPRFGSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

0.25%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

0.42%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

0.73%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.03%

0.63%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

0.87%

+3.16%