GSBD vs. IWV
Compare and contrast key facts about Goldman Sachs BDC, Inc. (GSBD) and iShares Russell 3000 ETF (IWV).
IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSBD or IWV.
Key characteristics
| GSBD | IWV | |
|---|---|---|
| YTD Return | 9.56% | 7.06% |
| 1Y Return | 32.34% | 27.80% |
| 3Y Return (Ann) | 4.09% | 7.05% |
| 5Y Return (Ann) | 5.25% | 12.65% |
| Sharpe Ratio | 1.94 | 2.21 |
| Daily Std Dev | 15.31% | 12.11% |
| Max Drawdown | -62.67% | -55.61% |
| Current Drawdown | -2.42% | -2.58% |
Correlation
The correlation between GSBD and IWV is 0.37, 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.
Performance
GSBD vs. IWV - Performance Comparison
In the year-to-date period, GSBD achieves a 9.56% return, which is significantly higher than IWV's 7.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GSBD vs. IWV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs BDC, Inc. (GSBD) and iShares Russell 3000 ETF (IWV). 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.
Dividends
GSBD vs. IWV - Dividend Comparison
GSBD's dividend yield for the trailing twelve months is around 11.55%, more than IWV's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSBD Goldman Sachs BDC, Inc. | 11.55% | 12.29% | 13.12% | 10.16% | 9.34% | 8.39% | 9.71% | 8.05% | 7.59% | 9.40% | 0.00% | 0.00% |
IWV iShares Russell 3000 ETF | 1.19% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% | 1.62% | 1.61% |
Drawdowns
GSBD vs. IWV - Drawdown Comparison
The maximum GSBD drawdown since its inception was -62.67%, which is greater than IWV's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for GSBD and IWV. For additional features, visit the drawdowns tool.
Volatility
GSBD vs. IWV - Volatility Comparison
The current volatility for Goldman Sachs BDC, Inc. (GSBD) is 3.75%, while iShares Russell 3000 ETF (IWV) has a volatility of 4.15%. This indicates that GSBD experiences smaller price fluctuations and is considered to be less risky than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.