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GSEW vs. GHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSEW vs. GHYB - 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 High Yield Corporate Bond ETF (GHYB). 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 GHYB's 1.32% return.


GSEW

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

GHYB

1D
0.16%
1M
0.37%
YTD
1.32%
6M
1.69%
1Y
6.90%
3Y*
8.66%
5Y*
4.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSEW vs. GHYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-8.11%7.67%
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
1.32%9.38%7.76%12.13%-11.02%3.21%6.38%14.55%-2.01%0.44%

Correlation

The correlation between GSEW and GHYB is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.67

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

0.71

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2017

0.69

The correlation between GSEW and GHYB has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

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Return for Risk

GSEW vs. GHYB — 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

GHYB
GHYB Risk / Return Rank: 6161
Overall Rank
GHYB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GHYB Sortino Ratio Rank: 6464
Sortino Ratio Rank
GHYB Omega Ratio Rank: 6565
Omega Ratio Rank
GHYB Calmar Ratio Rank: 5353
Calmar Ratio Rank
GHYB Martin Ratio Rank: 6666
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. GHYB - 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 High Yield Corporate Bond ETF (GHYB). 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.


GSEWGHYBDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.10

Calmar ratioReturn relative to maximum drawdown

2.57

2.59

-0.02

Martin ratioReturn relative to average drawdown

9.83

11.85

-2.02

GSEW vs. GHYB - Sharpe Ratio Comparison

The current GSEW Sharpe Ratio is 1.64, which is comparable to the GHYB Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of GSEW and GHYB, 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


GSEWGHYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.98

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.53

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.55

+0.07

Drawdowns

GSEW vs. GHYB - Drawdown Comparison

The maximum GSEW drawdown since its inception was -38.65%, which is greater than GHYB's maximum drawdown of -21.48%. Use the drawdown chart below to compare losses from any high point for GSEW and GHYB.


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Drawdown Indicators


GSEWGHYBDifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-21.48%

-17.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-2.67%

-5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-18.18%

-4.66%

-13.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-16.08%

-9.66%

Current Drawdown

Current decline from peak

0.00%

-0.20%

+0.20%

Average Drawdown

Average peak-to-trough decline

-5.89%

-2.57%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.58%

+1.44%

Volatility

GSEW vs. GHYB - Volatility Comparison

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) has a higher volatility of 2.82% compared to Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) at 1.08%. This indicates that GSEW's price experiences larger fluctuations and is considered to be riskier than GHYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSEWGHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

1.08%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

2.72%

+6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

3.50%

+8.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

7.69%

+9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

8.28%

+10.91%

GSEW vs. GHYB - Expense Ratio Comparison

GSEW has a 0.09% expense ratio, which is lower than GHYB's 0.34% expense ratio.


Dividends

GSEW vs. GHYB - Dividend Comparison

GSEW's dividend yield for the trailing twelve months is around 1.41%, less than GHYB's 6.80% yield.


PositionTTM202520242023202220212020201920182017
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
6.80%7.00%6.65%6.20%5.67%4.46%4.75%5.57%5.68%1.45%
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 GHYB have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSEW has higher volatility (2.82%) compared to GHYB (1.08%). In terms of maximum drawdown, GSEW dropped -38.65% vs GHYB's -21.48%.

On 5-year performance, GSEW leads with 8.84% vs 4.02% for GHYB. On fees, GSEW is cheaper at 0.09% per year. On volatility, GHYB has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GSEW has performed better with a 8.84% return vs 4.02%. 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 0.34% for GHYB.

GHYB has the higher dividend yield at 6.80%, compared with 1.41% for GSEW.

GSEW is categorized as Large Cap Growth Equities, while GHYB is High Yield Bonds. GSEW tracks Solactive US Large Cap Equal Weight Index, while GHYB tracks FTSE Goldman Sachs High Yield Corporate Bond Index. Their fees differ too: 0.09% for GSEW and 0.34% for GHYB.

GHYB currently has the higher Sharpe Ratio (1.98 vs 1.64), 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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