PortfoliosLab logoPortfoliosLab logo
GSEU vs. FLSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSEU vs. FLSW - Performance Comparison

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

Loading graphics...

GSEU vs. FLSW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GSEU
Goldman Sachs ActiveBeta Europe Equity ETF
-1.07%35.70%2.00%20.74%-17.90%17.33%6.64%24.57%-12.61%
FLSW
Franklin FTSE Switzerland ETF
-2.21%32.92%-1.77%16.79%-18.14%20.82%13.25%31.66%-7.85%

Returns By Period

In the year-to-date period, GSEU achieves a -1.07% return, which is significantly higher than FLSW's -2.21% 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%

FLSW

1D
2.29%
1M
-10.00%
YTD
-2.21%
6M
5.90%
1Y
16.22%
3Y*
11.56%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSEU vs. FLSW - Expense Ratio Comparison

GSEU has a 0.25% expense ratio, which is higher than FLSW's 0.09% 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%.


Return for Risk

GSEU vs. FLSW — 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

FLSW
FLSW Risk / Return Rank: 5151
Overall Rank
FLSW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLSW Omega Ratio Rank: 5151
Omega Ratio Rank
FLSW Calmar Ratio Rank: 4444
Calmar Ratio Rank
FLSW Martin Ratio Rank: 4646
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. FLSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and Franklin FTSE Switzerland ETF (FLSW). 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.


GSEUFLSWDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.99

+0.21

Sortino ratio

Return per unit of downside risk

1.70

1.46

+0.24

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.64

1.08

+0.56

Martin ratio

Return relative to average drawdown

6.35

4.21

+2.15

GSEU vs. FLSW - Sharpe Ratio Comparison

The current GSEU Sharpe Ratio is 1.20, which is comparable to the FLSW Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GSEU and FLSW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSEUFLSWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.99

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.52

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.54

-0.05

Correlation

The correlation between GSEU and FLSW is 0.81, 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. FLSW - Dividend Comparison

GSEU's dividend yield for the trailing twelve months is around 2.75%, more than FLSW's 2.17% yield.


TTM2025202420232022202120202019201820172016
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%
FLSW
Franklin FTSE Switzerland ETF
2.17%2.12%2.04%2.36%2.02%1.86%2.28%1.15%2.86%0.00%0.00%

Drawdowns

GSEU vs. FLSW - Drawdown Comparison

The maximum GSEU drawdown since its inception was -35.71%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for GSEU and FLSW.


Loading graphics...

Drawdown Indicators


GSEUFLSWDifference

Max Drawdown

Largest peak-to-trough decline

-35.71%

-28.16%

-7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-13.38%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-33.98%

-28.16%

-5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.71%

Current Drawdown

Current decline from peak

-8.35%

-10.00%

+1.65%

Average Drawdown

Average peak-to-trough decline

-6.66%

-5.97%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.43%

-0.35%

Volatility

GSEU vs. FLSW - Volatility Comparison

Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) has a higher volatility of 7.68% compared to Franklin FTSE Switzerland ETF (FLSW) at 6.41%. This indicates that GSEU's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSEUFLSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

6.41%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

10.64%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

16.53%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

15.50%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

16.84%

+1.19%