GSGO vs. ILCB
GSGO (Goldman Sachs Growth Opportunities ETF) and ILCB (iShares Morningstar U.S. Equity ETF) are both Large Cap Growth Equities funds. GSGO is actively managed, while ILCB is passively managed. Their correlation of 0.93 means they have usually moved in the same direction. GSGO charges 0.45%/yr vs 0.03%/yr for ILCB.
Performance
GSGO vs. ILCB - Performance Comparison
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Returns By Period
In the year-to-date period, GSGO achieves a 6.78% return, which is significantly lower than ILCB's 10.04% return.
GSGO
- 1D
- 1.78%
- 1M
- -2.59%
- 6M
- 7.57%
- YTD
- 6.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ILCB
- 1D
- 0.68%
- 1M
- 0.02%
- 6M
- 8.59%
- YTD
- 10.04%
- 1Y
- 21.14%
- 3Y*
- 19.48%
- 5Y*
- 12.26%
- 10Y*
- 14.38%
- ALL TIME*
- 11.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $292.33K | $361.30K | $297.31K | |
| $856.67K | $1.50M | $1.33M |
GSGO vs. ILCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSGO Goldman Sachs Growth Opportunities ETF | 6.78% | 0.81% |
ILCB iShares Morningstar U.S. Equity ETF | 10.04% | 1.67% |
Correlation
The correlation between GSGO and ILCB is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.93 |
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Return for Risk
GSGO vs. ILCB — Risk / Return Rank
GSGO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILCB
GSGO vs. ILCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) and iShares Morningstar U.S. Equity ETF (ILCB). 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.
| GSGO | ILCB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.12 | — |
| Martin ratioReturn relative to average drawdown | — | 8.94 | — |
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Drawdowns
GSGO vs. ILCB - Drawdown Comparison
The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for GSGO and ILCB.
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Drawdown Indicators
| GSGO | ILCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.88% | -51.53% | +37.65% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.09% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -5.75% | -1.64% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -6.21% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.15% | — |
Volatility
GSGO vs. ILCB - Volatility Comparison
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Volatility by Period
| GSGO | ILCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.59% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.22% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 13.01% | +6.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 17.24% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 18.18% | +1.51% |
GSGO vs. ILCB - Expense Ratio Comparison
GSGO has a 0.45% expense ratio, which is higher than ILCB's 0.03% expense ratio.
Dividends
GSGO vs. ILCB - Dividend Comparison
GSGO has not paid dividends to shareholders, while ILCB's dividend yield for the trailing twelve months is around 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ILCB iShares Morningstar U.S. Equity ETF | 0.98% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
Frequently Asked Questions
With a correlation of 0.93, GSGO and ILCB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ILCB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ILCB is cheaper with a 0.03% expense ratio, compared with 0.45% for GSGO.
ILCB has the higher dividend yield at 0.98%, compared with 0.00% for GSGO.
They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.45% for GSGO and 0.03% for ILCB.
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