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GSEE vs. INDH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSEE vs. INDH - Performance Comparison

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

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GSEE vs. INDH - Yearly Performance Comparison


2026 (YTD)20252024
GSEE
Goldman Sachs MarketBeta Emerging Markets Equity ETF
3.91%33.38%0.16%
INDH
WisdomTree India Hedged Equity Fund
-10.24%6.76%5.05%

Returns By Period

In the year-to-date period, GSEE achieves a 3.91% return, which is significantly higher than INDH's -10.24% return.


GSEE

1D
3.26%
1M
-8.99%
YTD
3.91%
6M
8.00%
1Y
32.92%
3Y*
15.76%
5Y*
3.96%
10Y*

INDH

1D
2.18%
1M
-7.60%
YTD
-10.24%
6M
-5.51%
1Y
-1.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSEE vs. INDH - Expense Ratio Comparison

GSEE has a 0.36% expense ratio, which is lower than INDH's 0.64% expense ratio.


Return for Risk

GSEE vs. INDH — Risk / Return Rank

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

GSEE
GSEE Risk / Return Rank: 8585
Overall Rank
GSEE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GSEE Sortino Ratio Rank: 8686
Sortino Ratio Rank
GSEE Omega Ratio Rank: 8484
Omega Ratio Rank
GSEE Calmar Ratio Rank: 8484
Calmar Ratio Rank
GSEE Martin Ratio Rank: 8484
Martin Ratio Rank

INDH
INDH Risk / Return Rank: 88
Overall Rank
INDH Sharpe Ratio Rank: 99
Sharpe Ratio Rank
INDH Sortino Ratio Rank: 88
Sortino Ratio Rank
INDH Omega Ratio Rank: 88
Omega Ratio Rank
INDH Calmar Ratio Rank: 99
Calmar Ratio Rank
INDH Martin Ratio Rank: 66
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.

GSEE vs. INDH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and WisdomTree India Hedged Equity Fund (INDH). 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.


GSEEINDHDifference

Sharpe ratio

Return per unit of total volatility

1.69

-0.14

+1.83

Sortino ratio

Return per unit of downside risk

2.33

-0.10

+2.43

Omega ratio

Gain probability vs. loss probability

1.33

0.99

+0.34

Calmar ratio

Return relative to maximum drawdown

2.49

-0.18

+2.67

Martin ratio

Return relative to average drawdown

9.61

-0.69

+10.29

GSEE vs. INDH - Sharpe Ratio Comparison

The current GSEE Sharpe Ratio is 1.69, which is higher than the INDH Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of GSEE and INDH, 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


GSEEINDHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

-0.14

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.02

+0.57

Correlation

The correlation between GSEE and INDH is 0.43, 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. INDH - Dividend Comparison

GSEE's dividend yield for the trailing twelve months is around 2.43%, less than INDH's 5.85% yield.


TTM202520242023202220212020
GSEE
Goldman Sachs MarketBeta Emerging Markets Equity ETF
2.43%2.53%2.79%3.07%3.05%6.10%2.41%
INDH
WisdomTree India Hedged Equity Fund
5.85%5.25%0.31%0.00%0.00%0.00%0.00%

Drawdowns

GSEE vs. INDH - Drawdown Comparison

The maximum GSEE drawdown since its inception was -37.51%, which is greater than INDH's maximum drawdown of -15.05%. Use the drawdown chart below to compare losses from any high point for GSEE and INDH.


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Drawdown Indicators


GSEEINDHDifference

Max Drawdown

Largest peak-to-trough decline

-37.51%

-15.05%

-22.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-12.94%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-35.06%

Current Drawdown

Current decline from peak

-10.22%

-12.24%

+2.02%

Average Drawdown

Average peak-to-trough decline

-15.10%

-5.36%

-9.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.40%

-0.02%

Volatility

GSEE vs. INDH - Volatility Comparison

Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) has a higher volatility of 9.92% compared to WisdomTree India Hedged Equity Fund (INDH) at 7.80%. This indicates that GSEE's price experiences larger fluctuations and is considered to be riskier than INDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSEEINDHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

7.80%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

10.52%

+3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

19.54%

14.13%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

14.43%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

14.43%

+3.61%