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GSEU vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GSEU and ^GSPC is 0.72, 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.


-0.50.00.51.00.7

Performance

GSEU vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-5.00%
5.97%
GSEU
^GSPC

Key characteristics

Sharpe Ratio

GSEU:

0.34

^GSPC:

1.92

Sortino Ratio

GSEU:

0.55

^GSPC:

2.57

Omega Ratio

GSEU:

1.06

^GSPC:

1.35

Calmar Ratio

GSEU:

0.40

^GSPC:

2.86

Martin Ratio

GSEU:

1.00

^GSPC:

12.10

Ulcer Index

GSEU:

4.34%

^GSPC:

2.00%

Daily Std Dev

GSEU:

12.70%

^GSPC:

12.65%

Max Drawdown

GSEU:

-35.71%

^GSPC:

-56.78%

Current Drawdown

GSEU:

-9.27%

^GSPC:

-2.82%

Returns By Period

In the year-to-date period, GSEU achieves a 1.01% return, which is significantly higher than ^GSPC's 0.62% return.


GSEU

YTD

1.01%

1M

-2.56%

6M

-5.00%

1Y

4.05%

5Y*

5.08%

10Y*

N/A

^GSPC

YTD

0.62%

1M

-1.93%

6M

5.98%

1Y

23.72%

5Y*

12.67%

10Y*

11.33%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

GSEU vs. ^GSPC — Risk-Adjusted Performance Rank

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

GSEU
The Risk-Adjusted Performance Rank of GSEU is 2121
Overall Rank
The Sharpe Ratio Rank of GSEU is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of GSEU is 1919
Sortino Ratio Rank
The Omega Ratio Rank of GSEU is 1919
Omega Ratio Rank
The Calmar Ratio Rank of GSEU is 2828
Calmar Ratio Rank
The Martin Ratio Rank of GSEU is 1919
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8888
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSEU vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for GSEU, currently valued at 0.27, compared to the broader market0.002.004.000.271.92
The chart of Sortino ratio for GSEU, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.0010.0012.000.452.57
The chart of Omega ratio for GSEU, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.35
The chart of Calmar ratio for GSEU, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.312.86
The chart of Martin ratio for GSEU, currently valued at 0.79, compared to the broader market0.0020.0040.0060.0080.00100.000.7912.10
GSEU
^GSPC

The current GSEU Sharpe Ratio is 0.34, which is lower than the ^GSPC Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of GSEU and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.27
1.92
GSEU
^GSPC

Drawdowns

GSEU vs. ^GSPC - Drawdown Comparison

The maximum GSEU drawdown since its inception was -35.71%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GSEU and ^GSPC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.27%
-2.82%
GSEU
^GSPC

Volatility

GSEU vs. ^GSPC - Volatility Comparison

The current volatility for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) is 3.37%, while S&P 500 (^GSPC) has a volatility of 4.46%. This indicates that GSEU experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.37%
4.46%
GSEU
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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