GSGO vs. WTIU

Last updated Jun 6, 2026

GSGO (Goldman Sachs Growth Opportunities ETF) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both exchange-traded funds - GSGO is a Large Cap Growth Equities fund actively managed by Goldman Sachs, while WTIU is a Leveraged Equities fund tracking the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). GSGO is actively managed, while WTIU is passively managed. At a correlation of -0.32, they often move in opposite directions. GSGO charges 0.45%/yr vs 0.95%/yr for WTIU.

Performance

GSGO vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Growth Opportunities ETF (GSGO) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSGO achieves a 8.99% return, which is significantly lower than WTIU's 77.62% return.

GSGO

• 1D: -3.46%
• 1M: 2.75%
• YTD: 8.99%
• 6M: 7.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WTIU

• 1D: -5.44%
• 1M: 0.90%
• YTD: 77.62%
• 6M: 54.36%
• 1Y: 102.77%
• 3Y*: 3.50%
• 5Y*: —
• 10Y*: —

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

GSGO vs. WTIU - Yearly Performance Comparison

	2026 (YTD)	2025
GSGO Goldman Sachs Growth Opportunities ETF	8.99%	1.36%
WTIU MicroSectors Energy 3X Leveraged ETN	77.62%	-10.17%

Correlation

The correlation between GSGO and WTIU is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	-0.32

Return for Risk

GSGO vs. WTIU — Risk / Return Rank

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

WTIU

WTIU Risk / Return Rank: 45
WTIU Sharpe Ratio Rank: 46
WTIU Sortino Ratio Rank: 41
WTIU Omega Ratio Rank: 40
WTIU Calmar Ratio Rank: 55
WTIU Martin Ratio Rank: 42

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. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.

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

Sharpe Ratios by Period

	GSGO	WTIU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	-0.12	+1.22

Drawdowns

GSGO vs. WTIU - Drawdown Comparison

The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for GSGO and WTIU.

Drawdown Indicators

	GSGO	WTIU	Difference
Max Drawdown Largest peak-to-trough decline	-13.88%	-75.73%	+61.85%
Max Drawdown (1Y) Largest decline over 1 year	—	-39.11%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-75.73%	—
Current Drawdown Current decline from peak	-3.79%	-37.04%	+33.25%
Average Drawdown Average peak-to-trough decline	-2.94%	-39.18%	+36.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	16.05%	—

Volatility

Volatility by Period

	GSGO	WTIU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	55.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.46%	67.36%	-48.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.46%	70.60%	-52.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	70.60%	-52.14%

GSGO vs. WTIU - Expense Ratio Comparison

GSGO has a 0.45% expense ratio, which is lower than WTIU's 0.95% expense ratio.

Dividends

GSGO vs. WTIU - Dividend Comparison

Neither GSGO nor WTIU has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both GSGO and WTIU in my portfolio?

GSGO and WTIU have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GSGO or WTIU?

On fees, GSGO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GSGO or WTIU?

GSGO is cheaper with a 0.45% expense ratio, compared with 0.95% for WTIU.

Which ETF pays a higher dividend yield, GSGO or WTIU?

GSGO and WTIU have nearly identical dividend yields, around 0.00%.

What is the main difference between GSGO and WTIU?

GSGO is categorized as Large Cap Growth Equities, while WTIU is Leveraged Equities. They also come from different issuers: Goldman Sachs and REX. Their fees differ too: 0.45% for GSGO and 0.95% for WTIU.