GS vs. IXUS
GS (The Goldman Sachs Group, Inc.) is a stock, while IXUS (iShares Core MSCI Total International Stock ETF) is Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA IMI Index (Net). Over the past 10 years, GS returned 24.48%/yr vs 10.23%/yr for IXUS. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
GS vs. IXUS - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 22.08% return, which is significantly higher than IXUS's 13.86% return. Over the past 10 years, GS has outperformed IXUS with an annualized return of 24.48%, while IXUS has yielded a comparatively lower 10.23% annualized return.
GS
- 1D
- 2.62%
- 1M
- 12.54%
- YTD
- 22.08%
- 6M
- 20.84%
- 1Y
- 76.70%
- 3Y*
- 49.31%
- 5Y*
- 25.98%
- 10Y*
- 24.48%
IXUS
- 1D
- 0.43%
- 1M
- 3.19%
- YTD
- 13.86%
- 6M
- 15.66%
- 1Y
- 30.13%
- 3Y*
- 18.44%
- 5Y*
- 8.24%
- 10Y*
- 10.23%
GS vs. IXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 22.08% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
IXUS iShares Core MSCI Total International Stock ETF | 13.86% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 21.71% | -14.41% | 28.12% |
Correlation
The correlation between GS and IXUS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012 | 0.61 |
The correlation between GS and IXUS has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.
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Return for Risk
GS vs. IXUS — Risk / Return Rank
GS
IXUS
GS vs. IXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and iShares Core MSCI Total International Stock ETF (IXUS). 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.
| GS | IXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 2.51 | +1.29 |
| Martin ratioReturn relative to average drawdown | 12.61 | 9.67 | +2.94 |
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Drawdowns
GS vs. IXUS - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, which is greater than IXUS's maximum drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for GS and IXUS.
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Drawdown Indicators
| GS | IXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -36.22% | -42.62% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -11.36% | -8.06% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | -13.75% | -17.15% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -30.03% | -2.81% |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | -36.22% | -12.53% |
Current DrawdownCurrent decline from peak | -2.73% | -1.57% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -22.65% | -7.49% | -15.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 2.95% | +2.89% |
Volatility
GS vs. IXUS - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 11.84% compared to iShares Core MSCI Total International Stock ETF (IXUS) at 6.88%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | IXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.84% | 6.88% | +4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 23.47% | 14.23% | +9.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.55% | 16.29% | +12.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.10% | 16.38% | +11.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.87% | 17.12% | +12.75% |
Dividends
GS vs. IXUS - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.60%, less than IXUS's 2.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.60% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
IXUS iShares Core MSCI Total International Stock ETF | 2.84% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
Frequently Asked Questions
GS and IXUS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (11.84%) compared to IXUS (6.88%). In terms of maximum drawdown, GS dropped -78.84% vs IXUS's -36.22%.
GS currently has the higher Sharpe Ratio (2.59 vs 1.75), 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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