GSID vs. ESGD

Last updated Apr 1, 2026

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.

Performance

GSID vs. ESGD - Performance Comparison

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

GSID vs. ESGD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GSID Goldman Sachs MarketBeta International Equity ETF	1.17%	31.77%	3.60%	17.63%	-14.77%	10.67%	35.83%
ESGD iShares ESG Aware MSCI EAFE ETF	0.56%	29.63%	3.95%	18.53%	-15.17%	11.79%	35.75%

Returns By Period

In the year-to-date period, GSID achieves a 1.17% return, which is significantly higher than ESGD's 0.56% return.

GSID

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

ESGD

• 1D: 3.29%
• 1M: -8.25%
• YTD: 0.56%
• 6M: 4.79%
• 1Y: 21.50%
• 3Y*: 13.70%
• 5Y*: 7.69%
• 10Y*: —

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

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%.

GSID

Goldman Sachs MarketBeta International Equity ETF

ESGD

iShares ESG Aware MSCI EAFE ETF

Return for Risk

GSID vs. ESGD — Risk / Return Rank

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

GSID

GSID Risk / Return Rank: 75
GSID Sharpe Ratio Rank: 75
GSID Sortino Ratio Rank: 76
GSID Omega Ratio Rank: 75
GSID Calmar Ratio Rank: 76
GSID Martin Ratio Rank: 74

ESGD

ESGD Risk / Return Rank: 71
ESGD Sharpe Ratio Rank: 71
ESGD Sortino Ratio Rank: 72
ESGD Omega Ratio Rank: 70
ESGD Calmar Ratio Rank: 71
ESGD Martin Ratio Rank: 70

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. ESGD - Risk-Adjusted Trends 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.

	GSID	ESGD	Difference
Sharpe ratio Return per unit of total volatility	1.36	1.22	+0.15
Sortino ratio Return per unit of downside risk	1.94	1.75	+0.19
Omega ratio Gain probability vs. loss probability	1.28	1.25	+0.03
Calmar ratio Return relative to maximum drawdown	1.99	1.75	+0.24
Martin ratio Return relative to average drawdown	7.58	6.75	+0.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSID vs. ESGD - Sharpe Ratio Comparison

The current GSID Sharpe Ratio is 1.36, which is comparable to the ESGD Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of GSID and ESGD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GSID	ESGD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	1.22	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.47	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.53	+0.29

Correlation

The correlation between GSID and ESGD is 0.98, 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. ESGD - Dividend Comparison

GSID's dividend yield for the trailing twelve months is around 2.62%, less than ESGD's 3.58% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
ESGD iShares ESG Aware MSCI EAFE ETF	3.58%	3.60%	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.

Drawdown Indicators

	GSID	ESGD	Difference
Max Drawdown Largest peak-to-trough decline	-29.89%	-33.70%	+3.81%
Max Drawdown (1Y) Largest decline over 1 year	-11.34%	-11.68%	+0.34%
Max Drawdown (5Y) Largest decline over 5 years	-29.89%	-30.03%	+0.14%
Current Drawdown Current decline from peak	-8.27%	-8.42%	+0.15%
Average Drawdown Average peak-to-trough decline	-5.81%	-6.25%	+0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	3.03%	-0.06%

Volatility

GSID vs. ESGD - Volatility Comparison

Goldman Sachs MarketBeta International Equity ETF (GSID) and iShares ESG Aware MSCI EAFE ETF (ESGD) have volatilities of 7.74% and 7.99%, 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.

Volatility by Period

	GSID	ESGD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.74%	7.99%	-0.25%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	11.29%	-0.25%
Volatility (1Y) Calculated over the trailing 1-year period	17.34%	17.75%	-0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	16.45%	-0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	16.94%	-0.73%