GSEE vs. FTEC
Compare and contrast key facts about Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and Fidelity MSCI Information Technology Index ETF (FTEC).
GSEE and FTEC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSEE is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Emerging Markets Large & Mid Cap Index. It was launched on May 12, 2020. FTEC is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Information Technology 25/50 Index. It was launched on Oct 21, 2013. Both GSEE and FTEC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GSEE vs. FTEC - Performance Comparison
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GSEE vs. FTEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSEE Goldman Sachs MarketBeta Emerging Markets Equity ETF | 3.91% | 33.38% | 4.94% | 11.03% | -19.57% | -2.61% | 43.54% |
FTEC Fidelity MSCI Information Technology Index ETF | -7.30% | 22.11% | 29.40% | 53.30% | -29.59% | 30.49% | 43.82% |
Returns By Period
In the year-to-date period, GSEE achieves a 3.91% return, which is significantly higher than FTEC's -7.30% return.
GSEE
- 1D
- 3.26%
- 1M
- -8.99%
- YTD
- 3.91%
- 6M
- 8.00%
- 1Y
- 32.92%
- 3Y*
- 15.76%
- 5Y*
- 3.96%
- 10Y*
- —
FTEC
- 1D
- 4.32%
- 1M
- -3.83%
- YTD
- -7.30%
- 6M
- -6.15%
- 1Y
- 29.59%
- 3Y*
- 22.94%
- 5Y*
- 14.76%
- 10Y*
- 21.13%
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GSEE vs. FTEC - Expense Ratio Comparison
GSEE has a 0.36% expense ratio, which is higher than FTEC's 0.08% expense ratio.
Return for Risk
GSEE vs. FTEC — Risk / Return Rank
GSEE
FTEC
GSEE vs. FTEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.
| GSEE | FTEC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.08 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.66 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.81 | +0.68 |
Martin ratioReturn relative to average drawdown | 9.61 | 5.63 | +3.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSEE | FTEC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.08 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.59 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.85 | -0.26 |
Correlation
The correlation between GSEE and FTEC is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GSEE vs. FTEC - Dividend Comparison
GSEE's dividend yield for the trailing twelve months is around 2.43%, more than FTEC's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSEE Goldman Sachs MarketBeta Emerging Markets Equity ETF | 2.43% | 2.53% | 2.79% | 3.07% | 3.05% | 6.10% | 2.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.46% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
Drawdowns
GSEE vs. FTEC - Drawdown Comparison
The maximum GSEE drawdown since its inception was -37.51%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for GSEE and FTEC.
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Drawdown Indicators
| GSEE | FTEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.51% | -34.95% | -2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -16.26% | +3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -34.95% | -0.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.95% | — |
Current DrawdownCurrent decline from peak | -10.22% | -12.65% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -15.10% | -5.61% | -9.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 5.22% | -1.84% |
Volatility
GSEE vs. FTEC - Volatility Comparison
Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) has a higher volatility of 9.92% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 7.97%. This indicates that GSEE's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSEE | FTEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.92% | 7.97% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 16.35% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.54% | 27.51% | -7.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 25.12% | -7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 24.57% | -6.53% |