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GSGO vs. GSIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSGO vs. GSIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Growth Opportunities ETF (GSGO) and Goldman Sachs ActiveBeta International Equity ETF (GSIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSGO achieves a 8.99% return, which is significantly higher than GSIE's 8.35% return.


GSGO

1D
-1.28%
1M
-0.07%
YTD
8.99%
6M
8.32%
1Y
3Y*
5Y*
10Y*

GSIE

1D
0.11%
1M
1.62%
YTD
8.35%
6M
8.45%
1Y
22.79%
3Y*
17.50%
5Y*
8.72%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSGO vs. GSIE - Yearly Performance Comparison


Correlation

The correlation between GSGO and GSIE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.67

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Return for Risk

GSGO vs. GSIE — Risk / Return Rank

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

GSGO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GSIE
GSIE Risk / Return Rank: 4646
Overall Rank
GSIE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GSIE Sortino Ratio Rank: 4747
Sortino Ratio Rank
GSIE Omega Ratio Rank: 4545
Omega Ratio Rank
GSIE Calmar Ratio Rank: 4444
Calmar Ratio Rank
GSIE Martin Ratio Rank: 4949
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.

GSGO vs. GSIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) and Goldman Sachs ActiveBeta International Equity ETF (GSIE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSGOGSIEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.13

Martin ratioReturn relative to average drawdown

8.03

GSGO vs. GSIE - Sharpe Ratio Comparison


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Drawdowns

GSGO vs. GSIE - Drawdown Comparison

The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum GSIE drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for GSGO and GSIE.


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Drawdown Indicators


GSGOGSIEDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-34.63%

+20.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

Max Drawdown (3Y)

Largest decline over 3 years

-13.07%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.63%

Current Drawdown

Current decline from peak

-3.79%

-0.50%

-3.29%

Average Drawdown

Average peak-to-trough decline

-3.00%

-6.04%

+3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

Volatility

GSGO vs. GSIE - Volatility Comparison


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Volatility by Period


GSGOGSIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

14.49%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

16.10%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

16.72%

+2.12%

GSGO vs. GSIE - Expense Ratio Comparison

GSGO has a 0.45% expense ratio, which is higher than GSIE's 0.25% expense ratio.


Dividends

GSGO vs. GSIE - Dividend Comparison

GSGO has not paid dividends to shareholders, while GSIE's dividend yield for the trailing twelve months is around 2.48%.


PositionTTM20252024202320222021202020192018201720162015
GSGO
Goldman Sachs Growth Opportunities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSIE
Goldman Sachs ActiveBeta International Equity ETF
2.48%2.65%3.11%2.87%3.01%2.40%1.60%2.80%2.68%2.31%2.15%0.13%

Frequently Asked Questions


GSGO and GSIE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSIE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSIE is cheaper with a 0.25% expense ratio, compared with 0.45% for GSGO.

GSIE has the higher dividend yield at 2.48%, compared with 0.00% for GSGO.

GSGO is categorized as Large Cap Growth Equities, while GSIE is Foreign Large Cap Equities. Their fees differ too: 0.45% for GSGO and 0.25% for GSIE.

Portfolio Optimizer

Find the right allocation for GSGO and GSIE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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