GSEW vs. SCHH

Last updated Apr 2, 2026

Compare and contrast key facts about Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) and Schwab US REIT ETF (SCHH).

GSEW and SCHH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSEW is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive US Large Cap Equal Weight Index. It was launched on Sep 12, 2017. SCHH is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Jan 13, 2011. Both GSEW and SCHH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

GSEW vs. SCHH - 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 Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

GSEW vs. SCHH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SCHH Schwab US REIT ETF	3.86%	2.20%	4.99%	11.18%	-24.99%	41.07%	-14.81%	22.85%	-4.26%	0.49%

Returns By Period

In the year-to-date period, GSEW achieves a 0.15% return, which is significantly lower than SCHH's 3.86% return.

GSEW

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

SCHH

• 1D: 0.42%
• 1M: -6.20%
• YTD: 3.86%
• 6M: 1.66%
• 1Y: 3.35%
• 3Y*: 6.79%
• 5Y*: 3.52%
• 10Y*: 3.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSEW vs. SCHH - Expense Ratio Comparison

GSEW has a 0.09% expense ratio, which is higher than SCHH's 0.07% 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%.

GSEW

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF

SCHH

Schwab US REIT ETF

Return for Risk

GSEW vs. SCHH — Risk / Return Rank

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

GSEW

GSEW Risk / Return Rank: 41
GSEW Sharpe Ratio Rank: 38
GSEW Sortino Ratio Rank: 39
GSEW Omega Ratio Rank: 40
GSEW Calmar Ratio Rank: 39
GSEW Martin Ratio Rank: 48

SCHH

SCHH Risk / Return Rank: 17
SCHH Sharpe Ratio Rank: 16
SCHH Sortino Ratio Rank: 16
SCHH Omega Ratio Rank: 16
SCHH Calmar Ratio Rank: 17
SCHH Martin Ratio Rank: 19

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. SCHH - 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 Schwab US REIT ETF (SCHH). 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.

	GSEW	SCHH	Difference
Sharpe ratio Return per unit of total volatility	0.75	0.21	+0.54
Sortino ratio Return per unit of downside risk	1.16	0.39	+0.77
Omega ratio Gain probability vs. loss probability	1.17	1.05	+0.11
Calmar ratio Return relative to maximum drawdown	1.06	0.28	+0.79
Martin ratio Return relative to average drawdown	4.86	1.09	+3.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSEW vs. SCHH - Sharpe Ratio Comparison

The current GSEW Sharpe Ratio is 0.75, which is higher than the SCHH Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of GSEW and SCHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GSEW	SCHH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	0.21	+0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.19	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.32	+0.24

Correlation

The correlation between GSEW and SCHH is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GSEW vs. SCHH - Dividend Comparison

GSEW's dividend yield for the trailing twelve months is around 1.55%, less than SCHH's 3.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
SCHH Schwab US REIT ETF	3.02%	3.04%	3.22%	3.24%	2.55%	1.50%	2.86%	2.86%	3.64%	2.22%	2.81%	2.48%

Drawdowns

GSEW vs. SCHH - Drawdown Comparison

The maximum GSEW drawdown since its inception was -38.65%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for GSEW and SCHH.

Drawdown Indicators

	GSEW	SCHH	Difference
Max Drawdown Largest peak-to-trough decline	-38.65%	-44.22%	+5.57%
Max Drawdown (1Y) Largest decline over 1 year	-12.71%	-12.40%	-0.31%
Max Drawdown (5Y) Largest decline over 5 years	-25.74%	-33.28%	+7.54%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.22%	—
Current Drawdown Current decline from peak	-5.14%	-7.07%	+1.93%
Average Drawdown Average peak-to-trough decline	-5.99%	-9.54%	+3.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	3.17%	-0.39%

Volatility

GSEW vs. SCHH - Volatility Comparison

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) and Schwab US REIT ETF (SCHH) have volatilities of 4.87% and 4.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSEW	SCHH	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	4.64%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	9.59%	9.28%	+0.31%
Volatility (1Y) Calculated over the trailing 1-year period	17.69%	16.20%	+1.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.91%	18.69%	-1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	20.97%	-1.65%