Correlation
The correlation between GSID and ESGD is 0.76, 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.
GSID vs. ESGD
Compare and contrast key facts about Goldman Sachs MarketBeta International Equity ETF (GSID) and iShares ESG Aware MSCI EAFE ETF (ESGD).
GSID and ESGD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSID is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Developed Markets ex North America Large & Mid Cap Index. It was launched on May 12, 2020. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016. Both GSID and ESGD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSID or ESGD.
Performance
GSID vs. ESGD - Performance Comparison
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Key characteristics
GSID:
0.80
ESGD:
0.76
GSID:
1.15
ESGD:
1.10
GSID:
1.15
ESGD:
1.15
GSID:
0.93
ESGD:
0.90
GSID:
2.77
ESGD:
2.63
GSID:
4.70%
ESGD:
4.73%
GSID:
17.31%
ESGD:
17.55%
GSID:
-29.89%
ESGD:
-33.70%
GSID:
-0.61%
ESGD:
-0.71%
Returns By Period
The year-to-date returns for both stocks are quite close, with GSID having a 17.09% return and ESGD slightly lower at 16.36%.
GSID
17.09%
4.73%
13.45%
13.83%
11.10%
11.07%
N/A
ESGD
16.36%
4.63%
13.13%
13.30%
11.29%
11.32%
N/A
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GSID vs. ESGD - Expense Ratio Comparison
Both GSID and ESGD have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
GSID vs. ESGD — Risk-Adjusted Performance Rank
GSID
ESGD
GSID vs. ESGD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta International Equity ETF (GSID) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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.
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Dividends
GSID vs. ESGD - Dividend Comparison
GSID's dividend yield for the trailing twelve months is around 2.49%, less than ESGD's 2.78% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSID Goldman Sachs MarketBeta International Equity ETF | 2.49% | 2.90% | 2.59% | 2.57% | 2.93% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGD iShares ESG Aware MSCI EAFE ETF | 2.78% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
Drawdowns
GSID vs. ESGD - Drawdown Comparison
The maximum GSID drawdown since its inception was -29.89%, smaller than the maximum ESGD drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for GSID and ESGD.
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Volatility
GSID vs. ESGD - Volatility Comparison
The current volatility for Goldman Sachs MarketBeta International Equity ETF (GSID) is 2.99%, while iShares ESG Aware MSCI EAFE ETF (ESGD) has a volatility of 3.42%. This indicates that GSID experiences smaller price fluctuations and is considered to be less risky than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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