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GSEE vs. BKEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSEE and BKEM is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

GSEE vs. BKEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and BNY Mellon Emerging Markets Equity ETF (BKEM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GSEE:

9.04%

BKEM:

10.90%

Max Drawdown

GSEE:

-1.71%

BKEM:

-1.54%

Current Drawdown

GSEE:

-1.30%

BKEM:

-1.02%

Returns By Period


GSEE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BKEM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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GSEE vs. BKEM - Expense Ratio Comparison

GSEE has a 0.36% expense ratio, which is higher than BKEM's 0.11% expense ratio.


Risk-Adjusted Performance

GSEE vs. BKEM — Risk-Adjusted Performance Rank

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

GSEE
The Risk-Adjusted Performance Rank of GSEE is 4848
Overall Rank
The Sharpe Ratio Rank of GSEE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of GSEE is 5151
Sortino Ratio Rank
The Omega Ratio Rank of GSEE is 4848
Omega Ratio Rank
The Calmar Ratio Rank of GSEE is 4545
Calmar Ratio Rank
The Martin Ratio Rank of GSEE is 4848
Martin Ratio Rank

BKEM
The Risk-Adjusted Performance Rank of BKEM is 4949
Overall Rank
The Sharpe Ratio Rank of BKEM is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BKEM is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BKEM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BKEM is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BKEM is 4949
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.

GSEE vs. BKEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and BNY Mellon Emerging Markets Equity ETF (BKEM). 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.



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Dividends

GSEE vs. BKEM - Dividend Comparison

Neither GSEE nor BKEM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GSEE vs. BKEM - Drawdown Comparison

The maximum GSEE drawdown since its inception was -1.71%, which is greater than BKEM's maximum drawdown of -1.54%. Use the drawdown chart below to compare losses from any high point for GSEE and BKEM. For additional features, visit the drawdowns tool.


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Volatility

GSEE vs. BKEM - Volatility Comparison


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