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GSID vs. EASG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSID vs. EASG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta International Equity ETF (GSID) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG). The values are adjusted to include any dividend payments, if applicable.

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GSID vs. EASG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GSID
Goldman Sachs MarketBeta International Equity ETF
1.17%31.77%3.60%17.63%-14.77%10.67%35.83%
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
-0.14%25.19%2.26%18.80%-16.94%11.36%35.66%

Returns By Period

In the year-to-date period, GSID achieves a 1.17% return, which is significantly higher than EASG's -0.14% return.


GSID

1D
2.89%
1M
-7.99%
YTD
1.17%
6M
5.89%
1Y
23.53%
3Y*
14.40%
5Y*
7.88%
10Y*

EASG

1D
3.13%
1M
-8.30%
YTD
-0.14%
6M
4.10%
1Y
19.33%
3Y*
11.43%
5Y*
6.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSID vs. EASG - Expense Ratio Comparison

GSID has a 0.20% expense ratio, which is higher than EASG's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GSID vs. EASG — Risk / Return Rank

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

GSID
GSID Risk / Return Rank: 7575
Overall Rank
GSID Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSID Sortino Ratio Rank: 7676
Sortino Ratio Rank
GSID Omega Ratio Rank: 7575
Omega Ratio Rank
GSID Calmar Ratio Rank: 7676
Calmar Ratio Rank
GSID Martin Ratio Rank: 7474
Martin Ratio Rank

EASG
EASG Risk / Return Rank: 6161
Overall Rank
EASG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EASG Sortino Ratio Rank: 6363
Sortino Ratio Rank
EASG Omega Ratio Rank: 5858
Omega Ratio Rank
EASG Calmar Ratio Rank: 6262
Calmar Ratio Rank
EASG Martin Ratio Rank: 6161
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.

GSID vs. EASG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta International Equity ETF (GSID) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG). 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.


GSIDEASGDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.09

+0.27

Sortino ratio

Return per unit of downside risk

1.94

1.58

+0.36

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.99

1.55

+0.44

Martin ratio

Return relative to average drawdown

7.58

5.90

+1.68

GSID vs. EASG - Sharpe Ratio Comparison

The current GSID Sharpe Ratio is 1.36, which is comparable to the EASG Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GSID and EASG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSIDEASGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.09

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.38

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.46

+0.36

Correlation

The correlation between GSID and EASG is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSID vs. EASG - Dividend Comparison

GSID's dividend yield for the trailing twelve months is around 2.62%, less than EASG's 4.19% yield.


TTM20252024202320222021202020192018
GSID
Goldman Sachs MarketBeta International Equity ETF
2.62%2.64%2.90%2.59%2.57%2.93%1.02%0.00%0.00%
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
4.19%4.18%2.93%2.51%2.47%2.69%1.70%2.94%0.85%

Drawdowns

GSID vs. EASG - Drawdown Comparison

The maximum GSID drawdown since its inception was -29.89%, smaller than the maximum EASG drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for GSID and EASG.


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Drawdown Indicators


GSIDEASGDifference

Max Drawdown

Largest peak-to-trough decline

-29.89%

-32.06%

+2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-11.74%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-31.42%

+1.53%

Current Drawdown

Current decline from peak

-8.27%

-8.46%

+0.19%

Average Drawdown

Average peak-to-trough decline

-5.81%

-6.27%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.08%

-0.11%

Volatility

GSID vs. EASG - Volatility Comparison

Goldman Sachs MarketBeta International Equity ETF (GSID) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) have volatilities of 7.74% and 7.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIDEASGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

7.84%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

11.63%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

17.83%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

16.51%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

18.35%

-2.14%