GSEU vs. FEDM

In the year-to-date period, GSEU achieves a 18.26% return, which is significantly higher than FEDM's 11.79% return.

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GSEU has a 0.25% expense ratio, which is higher than FEDM's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM). 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.

The current GSEU Sharpe Ratio is 0.76, which is higher than the FEDM Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GSEU and FEDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSEU's dividend yield for the trailing twelve months is around 1.99%, less than FEDM's 2.70% yield.

The maximum GSEU drawdown since its inception was -35.71%, which is greater than FEDM's maximum drawdown of -29.37%. Use the drawdown chart below to compare losses from any high point for GSEU and FEDM. For additional features, visit the drawdowns tool.

Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) have volatilities of 3.96% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.