GSGO vs. IUSG
GSGO (Goldman Sachs Growth Opportunities ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds. GSGO is actively managed, while IUSG is passively managed. With a 0.97 correlation, they move nearly in lockstep. GSGO charges 0.45%/yr vs 0.04%/yr for IUSG.
Performance
GSGO vs. IUSG - Performance Comparison
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Returns By Period
In the year-to-date period, GSGO achieves a 11.09% return, which is significantly lower than IUSG's 13.04% return.
GSGO
- 1D
- 0.41%
- 1M
- 2.34%
- 6M
- 9.93%
- YTD
- 11.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSG
- 1D
- 0.57%
- 1M
- 2.59%
- 6M
- 11.59%
- YTD
- 13.04%
- 1Y
- 25.91%
- 3Y*
- 25.93%
- 5Y*
- 13.74%
- 10Y*
- 17.48%
GSGO vs. IUSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSGO Goldman Sachs Growth Opportunities ETF | 11.09% | 0.81% |
IUSG iShares Core S&P U.S. Growth ETF | 13.04% | 1.94% |
Correlation
The correlation between GSGO and IUSG is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.97 |
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Return for Risk
GSGO vs. IUSG — Risk / Return Rank
GSGO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IUSG
GSGO vs. IUSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) and iShares Core S&P U.S. Growth ETF (IUSG). 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 | IUSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.96 | — |
| Martin ratioReturn relative to average drawdown | — | 7.73 | — |
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Drawdowns
GSGO vs. IUSG - Drawdown Comparison
The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for GSGO and IUSG.
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Drawdown Indicators
| GSGO | IUSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.88% | -63.41% | +49.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.07% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.28% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.35% | — |
Current DrawdownCurrent decline from peak | -1.94% | -1.89% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -21.37% | +18.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.31% | — |
Volatility
GSGO vs. IUSG - Volatility Comparison
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Volatility by Period
| GSGO | IUSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.52% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 17.01% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 21.09% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 20.47% | -1.54% |
GSGO vs. IUSG - Expense Ratio Comparison
GSGO has a 0.45% expense ratio, which is higher than IUSG's 0.04% expense ratio.
Dividends
GSGO vs. IUSG - Dividend Comparison
GSGO has not paid dividends to shareholders, while IUSG's dividend yield for the trailing twelve months is around 0.49%.
| 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% |
IUSG iShares Core S&P U.S. Growth ETF | 0.49% | 0.53% | 0.59% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% |
Frequently Asked Questions
With a correlation of 0.97, GSGO and IUSG 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, IUSG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSG is cheaper with a 0.04% expense ratio, compared with 0.45% for GSGO.
IUSG has the higher dividend yield at 0.49%, 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 0.04% for IUSG.
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