GSEW vs. SGRT

Last updated Apr 2, 2026

Compare and contrast key facts about Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) and SMART Earnings Growth 30 ETF (SGRT).

GSEW and SGRT 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.

Performance

GSEW vs. SGRT - 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 SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

GSEW vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF	0.15%	3.23%
SGRT SMART Earnings Growth 30 ETF	9.56%	25.25%

Returns By Period

In the year-to-date period, GSEW achieves a 0.15% return, which is significantly lower than SGRT's 9.56% return.

GSEW

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

SGRT

• 1D: 2.70%
• 1M: -6.90%
• YTD: 9.56%
• 6M: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GSEW vs. SGRT - Expense Ratio Comparison

GSEW has a 0.09% expense ratio, which is lower than SGRT's 0.59% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

GSEW

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

Return for Risk

GSEW vs. SGRT — 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

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. SGRT - 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 SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio Return per unit of total volatility	0.75	—	—
Sortino ratio Return per unit of downside risk	1.16	—	—
Omega ratio Gain probability vs. loss probability	1.17	—	—
Calmar ratio Return relative to maximum drawdown	1.06	—	—
Martin ratio Return relative to average drawdown	4.86	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GSEW	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	2.09	-1.53

Correlation

The correlation between GSEW and SGRT is 0.58, 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. SGRT - Dividend Comparison

GSEW's dividend yield for the trailing twelve months is around 1.55%, more than SGRT's 0.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GSEW vs. SGRT - Drawdown Comparison

The maximum GSEW drawdown since its inception was -38.65%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for GSEW and SGRT.

Drawdown Indicators

	GSEW	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-38.65%	-17.87%	-20.78%
Max Drawdown (1Y) Largest decline over 1 year	-12.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.74%	—	—
Current Drawdown Current decline from peak	-5.14%	-7.09%	+1.95%
Average Drawdown Average peak-to-trough decline	-5.99%	-3.52%	-2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	—	—

Volatility

Volatility by Period

	GSEW	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.59%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.69%	32.60%	-14.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.91%	32.60%	-15.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	32.60%	-13.28%