GSEU vs. AVUV
Compare and contrast key facts about Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and Avantis US Small Cap Value ETF (AVUV).
GSEU and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSEU is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Europe Equity Index. It was launched on Mar 2, 2016. AVUV is a passively managed fund by Avantis that tracks the performance of the Russell 2000 Value. It was launched on Sep 24, 2019. Both GSEU and AVUV 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
GSEU vs. AVUV - Performance Comparison
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GSEU vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GSEU Goldman Sachs ActiveBeta Europe Equity ETF | 0.39% | 35.70% | 2.00% | 20.74% | -17.90% | 17.33% | 6.64% | 9.32% |
AVUV Avantis US Small Cap Value ETF | 8.80% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.50% |
Returns By Period
In the year-to-date period, GSEU achieves a 0.39% return, which is significantly lower than AVUV's 8.80% return.
GSEU
- 1D
- 1.48%
- 1M
- -4.54%
- YTD
- 0.39%
- 6M
- 5.00%
- 1Y
- 22.46%
- 3Y*
- 14.82%
- 5Y*
- 8.87%
- 10Y*
- 8.98%
AVUV
- 1D
- 0.18%
- 1M
- -2.36%
- YTD
- 8.80%
- 6M
- 11.45%
- 1Y
- 28.45%
- 3Y*
- 16.26%
- 5Y*
- 10.42%
- 10Y*
- —
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GSEU vs. AVUV - Expense Ratio Comparison
Both GSEU and AVUV have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
GSEU vs. AVUV — Risk / Return Rank
GSEU
AVUV
GSEU vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and Avantis US Small Cap Value ETF (AVUV). 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.
| GSEU | AVUV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.22 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.78 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.88 | +0.02 |
Martin ratioReturn relative to average drawdown | 7.27 | 7.40 | -0.13 |
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
| GSEU | AVUV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.22 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.46 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.52 | -0.02 |
Correlation
The correlation between GSEU and AVUV is 0.65, 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
GSEU vs. AVUV - Dividend Comparison
GSEU's dividend yield for the trailing twelve months is around 2.71%, more than AVUV's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GSEU Goldman Sachs ActiveBeta Europe Equity ETF | 2.71% | 2.72% | 2.35% | 3.41% | 3.34% | 2.71% | 1.84% | 3.69% | 3.40% | 2.51% | 2.74% |
AVUV Avantis US Small Cap Value ETF | 1.40% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSEU vs. AVUV - Drawdown Comparison
The maximum GSEU drawdown since its inception was -35.71%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for GSEU and AVUV.
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Drawdown Indicators
| GSEU | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.71% | -49.42% | +13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -15.43% | +3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -33.98% | -28.79% | -5.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.71% | — | — |
Current DrawdownCurrent decline from peak | -7.00% | -3.97% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -8.14% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.91% | -0.80% |
Volatility
GSEU vs. AVUV - Volatility Comparison
Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) has a higher volatility of 7.39% compared to Avantis US Small Cap Value ETF (AVUV) at 5.41%. This indicates that GSEU's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSEU | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 5.41% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 13.10% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 23.46% | -6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 22.95% | -5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 28.59% | -10.56% |