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GSID vs. EIS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSID vs. EIS - Performance Comparison

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

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GSID vs. EIS - 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%
EIS
iShares MSCI Israel ETF
5.46%45.11%34.50%5.48%-27.05%22.83%30.17%

Returns By Period

In the year-to-date period, GSID achieves a 1.17% return, which is significantly lower than EIS's 5.46% return.


GSID

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

EIS

1D
5.27%
1M
-2.31%
YTD
5.46%
6M
16.85%
1Y
58.57%
3Y*
30.48%
5Y*
13.80%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSID vs. EIS - Expense Ratio Comparison

GSID has a 0.20% expense ratio, which is lower than EIS's 0.59% expense ratio.


Return for Risk

GSID vs. EIS — 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

EIS
EIS Risk / Return Rank: 9696
Overall Rank
EIS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EIS Sortino Ratio Rank: 9696
Sortino Ratio Rank
EIS Omega Ratio Rank: 9494
Omega Ratio Rank
EIS Calmar Ratio Rank: 9797
Calmar Ratio Rank
EIS Martin Ratio Rank: 9696
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. EIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta International Equity ETF (GSID) and iShares MSCI Israel ETF (EIS). 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.


GSIDEISDifference

Sharpe ratio

Return per unit of total volatility

1.36

2.50

-1.13

Sortino ratio

Return per unit of downside risk

1.94

3.36

-1.42

Omega ratio

Gain probability vs. loss probability

1.28

1.43

-0.16

Calmar ratio

Return relative to maximum drawdown

1.99

4.66

-2.67

Martin ratio

Return relative to average drawdown

7.58

17.47

-9.89

GSID vs. EIS - Sharpe Ratio Comparison

The current GSID Sharpe Ratio is 1.36, which is lower than the EIS Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of GSID and EIS, 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


GSIDEISDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.50

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.64

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.30

+0.52

Correlation

The correlation between GSID and EIS is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GSID vs. EIS - Dividend Comparison

GSID's dividend yield for the trailing twelve months is around 2.62%, more than EIS's 1.36% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
EIS
iShares MSCI Israel ETF
1.36%1.44%1.38%1.39%1.66%1.04%0.16%2.06%0.87%2.02%1.78%2.55%

Drawdowns

GSID vs. EIS - Drawdown Comparison

The maximum GSID drawdown since its inception was -29.89%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for GSID and EIS.


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Drawdown Indicators


GSIDEISDifference

Max Drawdown

Largest peak-to-trough decline

-29.89%

-51.94%

+22.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-12.40%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-41.88%

+11.99%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

Current Drawdown

Current decline from peak

-8.27%

-7.78%

-0.49%

Average Drawdown

Average peak-to-trough decline

-5.81%

-14.02%

+8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.30%

-0.33%

Volatility

GSID vs. EIS - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta International Equity ETF (GSID) is 7.74%, while iShares MSCI Israel ETF (EIS) has a volatility of 9.37%. This indicates that GSID experiences smaller price fluctuations and is considered to be less risky than EIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIDEISDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

9.37%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

15.82%

-4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

23.60%

-6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

21.60%

-5.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

20.95%

-4.74%