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GSEW vs. AAAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSEW vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSEW achieves a 10.61% return, which is significantly higher than AAAU's 3.83% return.


GSEW

1D
0.99%
1M
3.38%
YTD
10.61%
6M
10.52%
1Y
19.76%
3Y*
17.95%
5Y*
8.84%
10Y*

AAAU

1D
0.87%
1M
-1.63%
YTD
3.83%
6M
6.34%
1Y
32.55%
3Y*
31.47%
5Y*
18.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSEW vs. AAAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GSEW
Goldman Sachs Equal Weight U.S. Large Cap Equity ETF
10.61%11.97%16.89%17.80%-17.54%25.43%16.28%31.04%-11.82%
AAAU
Goldman Sachs Physical Gold ETF
3.83%64.06%26.91%12.96%-0.50%-4.01%25.02%18.17%9.20%

Correlation

The correlation between GSEW and AAAU is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2018

0.09

The correlation between GSEW and AAAU shifts across timeframes, from 0.09 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GSEW vs. AAAU — Risk / Return Rank

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

GSEW
GSEW Risk / Return Rank: 5151
Overall Rank
GSEW Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GSEW Sortino Ratio Rank: 4848
Sortino Ratio Rank
GSEW Omega Ratio Rank: 4646
Omega Ratio Rank
GSEW Calmar Ratio Rank: 5353
Calmar Ratio Rank
GSEW Martin Ratio Rank: 5757
Martin Ratio Rank

AAAU
AAAU Risk / Return Rank: 3434
Overall Rank
AAAU Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AAAU Sortino Ratio Rank: 3131
Sortino Ratio Rank
AAAU Omega Ratio Rank: 3939
Omega Ratio Rank
AAAU Calmar Ratio Rank: 3535
Calmar Ratio Rank
AAAU Martin Ratio Rank: 3030
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.

GSEW vs. AAAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) and Goldman Sachs Physical Gold ETF (AAAU). 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.


GSEWAAAUDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.57

1.71

+0.86

Martin ratioReturn relative to average drawdown

9.83

4.21

+5.62

GSEW vs. AAAU - Sharpe Ratio Comparison

The current GSEW Sharpe Ratio is 1.64, which is higher than the AAAU Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of GSEW and AAAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GSEWAAAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.24

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.05

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.09

-0.47

Drawdowns

GSEW vs. AAAU - Drawdown Comparison

The maximum GSEW drawdown since its inception was -38.65%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for GSEW and AAAU.


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Drawdown Indicators


GSEWAAAUDifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-21.63%

-17.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-19.13%

+11.41%

Max Drawdown (3Y)

Largest decline over 3 years

-18.18%

-19.13%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-20.94%

-4.80%

Current Drawdown

Current decline from peak

0.00%

-16.97%

+16.97%

Average Drawdown

Average peak-to-trough decline

-5.89%

-6.19%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

7.76%

-5.74%

Volatility

GSEW vs. AAAU - Volatility Comparison

The current volatility for Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) is 2.82%, while Goldman Sachs Physical Gold ETF (AAAU) has a volatility of 5.51%. This indicates that GSEW experiences smaller price fluctuations and is considered to be less risky than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSEWAAAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

5.51%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

22.94%

-13.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

26.33%

-14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

17.83%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

16.99%

+2.20%

GSEW vs. AAAU - Expense Ratio Comparison

GSEW has a 0.09% expense ratio, which is lower than AAAU's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GSEW vs. AAAU - Dividend Comparison

GSEW's dividend yield for the trailing twelve months is around 1.41%, while AAAU has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AAAU
Goldman Sachs Physical Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSEW
Goldman Sachs Equal Weight U.S. Large Cap Equity ETF
1.41%1.52%1.46%1.64%1.74%1.34%1.53%1.66%1.56%0.54%

Frequently Asked Questions


GSEW and AAAU have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAAU has higher volatility (5.51%) compared to GSEW (2.82%). In terms of maximum drawdown, GSEW dropped -38.65% vs AAAU's -21.63%.

On 5-year performance, AAAU leads with 18.60% vs 8.84% for GSEW. On fees, GSEW is cheaper at 0.09% per year. On volatility, GSEW has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AAAU has performed better with a 18.60% return vs 8.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSEW is cheaper with a 0.09% expense ratio, compared with 0.18% for AAAU.

GSEW has the higher dividend yield at 1.41%, compared with 0.00% for AAAU.

GSEW is categorized as Large Cap Growth Equities, while AAAU is Gold. GSEW tracks Solactive US Large Cap Equal Weight Index, while AAAU tracks LBMA Gold PM Price. Their fees differ too: 0.09% for GSEW and 0.18% for AAAU.

GSEW currently has the higher Sharpe Ratio (1.64 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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