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GSEU vs. EWP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSEU vs. EWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and iShares MSCI Spain ETF (EWP). The values are adjusted to include any dividend payments, if applicable.

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GSEU vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSEU
Goldman Sachs ActiveBeta Europe Equity ETF
-1.07%35.70%2.00%20.74%-17.90%17.33%6.64%24.57%-14.29%26.97%
EWP
iShares MSCI Spain ETF
0.74%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%

Returns By Period

In the year-to-date period, GSEU achieves a -1.07% return, which is significantly lower than EWP's 0.74% return. Over the past 10 years, GSEU has underperformed EWP with an annualized return of 8.82%, while EWP has yielded a comparatively higher 10.80% annualized return.


GSEU

1D
2.96%
1M
-7.92%
YTD
-1.07%
6M
4.48%
1Y
20.81%
3Y*
14.25%
5Y*
8.55%
10Y*
8.82%

EWP

1D
4.00%
1M
-5.12%
YTD
0.74%
6M
11.24%
1Y
46.32%
3Y*
28.91%
5Y*
18.10%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSEU vs. EWP - Expense Ratio Comparison

GSEU has a 0.25% expense ratio, which is lower than EWP's 0.50% expense ratio.


Return for Risk

GSEU vs. EWP — Risk / Return Rank

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

GSEU
GSEU Risk / Return Rank: 6767
Overall Rank
GSEU Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSEU Sortino Ratio Rank: 6868
Sortino Ratio Rank
GSEU Omega Ratio Rank: 6767
Omega Ratio Rank
GSEU Calmar Ratio Rank: 6565
Calmar Ratio Rank
GSEU Martin Ratio Rank: 6464
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 9393
Overall Rank
EWP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWP Omega Ratio Rank: 9393
Omega Ratio Rank
EWP Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWP Martin Ratio Rank: 9494
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.

GSEU vs. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and iShares MSCI Spain ETF (EWP). 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.


GSEUEWPDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.17

-0.96

Sortino ratio

Return per unit of downside risk

1.70

2.74

-1.04

Omega ratio

Gain probability vs. loss probability

1.25

1.41

-0.16

Calmar ratio

Return relative to maximum drawdown

1.64

3.69

-2.05

Martin ratio

Return relative to average drawdown

6.35

14.14

-7.79

GSEU vs. EWP - Sharpe Ratio Comparison

The current GSEU Sharpe Ratio is 1.20, which is lower than the EWP Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of GSEU and EWP, 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


GSEUEWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.17

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.91

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.49

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.31

+0.19

Correlation

The correlation between GSEU and EWP is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSEU vs. EWP - Dividend Comparison

GSEU's dividend yield for the trailing twelve months is around 2.75%, more than EWP's 2.25% yield.


TTM20252024202320222021202020192018201720162015
GSEU
Goldman Sachs ActiveBeta Europe Equity ETF
2.75%2.72%2.35%3.41%3.34%2.71%1.84%3.69%3.40%2.51%2.74%0.00%
EWP
iShares MSCI Spain ETF
2.25%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%

Drawdowns

GSEU vs. EWP - Drawdown Comparison

The maximum GSEU drawdown since its inception was -35.71%, smaller than the maximum EWP drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for GSEU and EWP.


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Drawdown Indicators


GSEUEWPDifference

Max Drawdown

Largest peak-to-trough decline

-35.71%

-61.19%

+25.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-12.19%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-33.98%

-33.91%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.71%

-46.36%

+10.65%

Current Drawdown

Current decline from peak

-8.35%

-6.78%

-1.57%

Average Drawdown

Average peak-to-trough decline

-6.66%

-21.54%

+14.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.18%

-0.10%

Volatility

GSEU vs. EWP - Volatility Comparison

The current volatility for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) is 7.68%, while iShares MSCI Spain ETF (EWP) has a volatility of 9.97%. This indicates that GSEU experiences smaller price fluctuations and is considered to be less risky than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSEUEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

9.97%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

14.14%

-3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

21.52%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

20.02%

-3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

22.21%

-4.18%