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GSEW vs. GBIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSEW vs. GBIL - 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 Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

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GSEW vs. GBIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSEW
Goldman Sachs Equal Weight U.S. Large Cap Equity ETF
0.15%11.97%16.89%17.80%-17.54%25.43%16.28%31.04%-8.11%7.67%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
0.82%4.12%5.24%4.91%1.05%-0.08%0.79%2.31%1.78%0.26%

Returns By Period

In the year-to-date period, GSEW achieves a 0.15% return, which is significantly lower than GBIL's 0.82% return.


GSEW

1D
0.38%
1M
-5.12%
YTD
0.15%
6M
0.69%
1Y
13.18%
3Y*
14.03%
5Y*
7.88%
10Y*

GBIL

1D
0.02%
1M
0.28%
YTD
0.82%
6M
1.82%
1Y
3.99%
3Y*
4.67%
5Y*
3.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSEW vs. GBIL - Expense Ratio Comparison

GSEW has a 0.09% expense ratio, which is lower than GBIL's 0.12% 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%.


Return for Risk

GSEW vs. GBIL — Risk / Return Rank

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

GSEW
GSEW Risk / Return Rank: 4141
Overall Rank
GSEW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GSEW Sortino Ratio Rank: 3939
Sortino Ratio Rank
GSEW Omega Ratio Rank: 4040
Omega Ratio Rank
GSEW Calmar Ratio Rank: 3939
Calmar Ratio Rank
GSEW Martin Ratio Rank: 4848
Martin Ratio Rank

GBIL
GBIL Risk / Return Rank: 100100
Overall Rank
GBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
GBIL Omega Ratio Rank: 100100
Omega Ratio Rank
GBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
GBIL Martin Ratio Rank: 100100
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. GBIL - 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 Access Treasury 0-1 Year ETF (GBIL). 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.


GSEWGBILDifference

Sharpe ratio

Return per unit of total volatility

0.75

16.02

-15.27

Sortino ratio

Return per unit of downside risk

1.16

81.70

-80.54

Omega ratio

Gain probability vs. loss probability

1.17

24.00

-22.84

Calmar ratio

Return relative to maximum drawdown

1.06

200.44

-199.38

Martin ratio

Return relative to average drawdown

4.86

1,299.94

-1,295.07

GSEW vs. GBIL - Sharpe Ratio Comparison

The current GSEW Sharpe Ratio is 0.75, which is lower than the GBIL Sharpe Ratio of 16.02. The chart below compares the historical Sharpe Ratios of GSEW and GBIL, 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


GSEWGBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

16.02

-15.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

5.55

-5.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

4.79

-4.23

Correlation

The correlation between GSEW and GBIL is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GSEW vs. GBIL - Dividend Comparison

GSEW's dividend yield for the trailing twelve months is around 1.55%, less than GBIL's 3.86% yield.


TTM2025202420232022202120202019201820172016
GSEW
Goldman Sachs Equal Weight U.S. Large Cap Equity ETF
1.55%1.52%1.46%1.64%1.74%1.34%1.53%1.66%1.56%0.54%0.00%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.86%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%

Drawdowns

GSEW vs. GBIL - Drawdown Comparison

The maximum GSEW drawdown since its inception was -38.65%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for GSEW and GBIL.


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Drawdown Indicators


GSEWGBILDifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-0.76%

-37.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.71%

-0.02%

-12.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-0.76%

-24.98%

Current Drawdown

Current decline from peak

-5.14%

0.00%

-5.14%

Average Drawdown

Average peak-to-trough decline

-5.99%

-0.04%

-5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

0.00%

+2.78%

Volatility

GSEW vs. GBIL - Volatility Comparison

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) has a higher volatility of 4.87% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.08%. This indicates that GSEW's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSEWGBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

0.08%

+4.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

0.15%

+9.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

0.25%

+17.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

0.58%

+16.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

0.47%

+18.85%