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GSC vs. IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSC vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Small Cap Core Equity ETF (GSC) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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GSC vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSC
Goldman Sachs Small Cap Core Equity ETF
0.60%6.29%13.79%33.52%28.40%58.09%-33.08%29.69%-19.52%2.90%
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Returns By Period

In the year-to-date period, GSC achieves a 0.60% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, GSC has outperformed IWM with an annualized return of 11.14%, while IWM has yielded a comparatively lower 9.76% annualized return.


GSC

1D
4.03%
1M
-6.15%
YTD
0.60%
6M
2.68%
1Y
17.46%
3Y*
20.49%
5Y*
28.12%
10Y*
11.14%

IWM

1D
3.50%
1M
-4.96%
YTD
0.93%
6M
3.02%
1Y
25.66%
3Y*
12.94%
5Y*
3.34%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSC vs. IWM - Expense Ratio Comparison

GSC has a 0.75% expense ratio, which is higher than IWM's 0.19% expense ratio.


Return for Risk

GSC vs. IWM — Risk / Return Rank

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

GSC
GSC Risk / Return Rank: 4949
Overall Rank
GSC Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GSC Sortino Ratio Rank: 9797
Sortino Ratio Rank
GSC Omega Ratio Rank: 9898
Omega Ratio Rank
GSC Calmar Ratio Rank: 1818
Calmar Ratio Rank
GSC Martin Ratio Rank: 1919
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6969
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7171
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.

GSC vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Core Equity ETF (GSC) and iShares Russell 2000 ETF (IWM). 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.


GSCIWMDifference

Sharpe ratio

Return per unit of total volatility

0.04

1.11

-1.07

Sortino ratio

Return per unit of downside risk

3.79

1.66

+2.13

Omega ratio

Gain probability vs. loss probability

1.92

1.21

+0.71

Calmar ratio

Return relative to maximum drawdown

0.30

1.82

-1.53

Martin ratio

Return relative to average drawdown

1.01

6.76

-5.76

GSC vs. IWM - Sharpe Ratio Comparison

The current GSC Sharpe Ratio is 0.04, which is lower than the IWM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of GSC and IWM, 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


GSCIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

1.11

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.15

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.43

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.34

-0.35

Correlation

The correlation between GSC and IWM is 0.31, 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

GSC vs. IWM - Dividend Comparison

GSC's dividend yield for the trailing twelve months is around 0.19%, less than IWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
GSC
Goldman Sachs Small Cap Core Equity ETF
0.19%0.16%0.66%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Drawdowns

GSC vs. IWM - Drawdown Comparison

The maximum GSC drawdown since its inception was -88.63%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for GSC and IWM.


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Drawdown Indicators


GSCIWMDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-59.05%

-29.58%

Max Drawdown (1Y)

Largest decline over 1 year

-58.25%

-13.74%

-44.51%

Max Drawdown (5Y)

Largest decline over 5 years

-58.25%

-31.91%

-26.34%

Max Drawdown (10Y)

Largest decline over 10 years

-66.06%

-41.13%

-24.93%

Current Drawdown

Current decline from peak

-40.25%

-7.91%

-32.34%

Average Drawdown

Average peak-to-trough decline

-59.52%

-10.83%

-48.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.28%

3.70%

+13.58%

Volatility

GSC vs. IWM - Volatility Comparison

Goldman Sachs Small Cap Core Equity ETF (GSC) has a higher volatility of 8.12% compared to iShares Russell 2000 ETF (IWM) at 7.47%. This indicates that GSC's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSCIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

7.47%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

313.02%

14.47%

+298.55%

Volatility (1Y)

Calculated over the trailing 1-year period

410.88%

23.18%

+387.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

219.28%

22.55%

+196.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

160.40%

22.99%

+137.41%