GSID vs. LKQ

Last updated Jun 3, 2026

GSID (Goldman Sachs MarketBeta International Equity ETF) is Foreign Large Cap Equities fund tracking the Solactive GBS Developed Markets ex North America Large & Mid Cap Index, while LKQ (LKQ Corporation) is a stock. Over the past 5 years, GSID returned 8.49%/yr vs -10.27%/yr for LKQ. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

GSID vs. LKQ - Performance Comparison

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

Returns By Period

In the year-to-date period, GSID achieves a 9.52% return, which is significantly higher than LKQ's -13.23% return.

GSID

• 1D: 0.59%
• 1M: 2.70%
• YTD: 9.52%
• 6M: 12.61%
• 1Y: 21.95%
• 3Y*: 16.86%
• 5Y*: 8.49%
• 10Y*: —

LKQ

• 1D: -1.61%
• 1M: -8.98%
• YTD: -13.23%
• 6M: -10.20%
• 1Y: -33.37%
• 3Y*: -19.34%
• 5Y*: -10.27%
• 10Y*: -1.20%

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

GSID vs. LKQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GSID Goldman Sachs MarketBeta International Equity ETF	9.52%	31.77%	3.60%	17.63%	-14.77%	10.67%	35.83%
LKQ LKQ Corporation	-13.23%	-14.99%	-20.92%	-8.56%	-9.24%	71.09%	49.32%

Correlation

The correlation between GSID and LKQ is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (All Time) Calculated using the full available price history since May 18, 2020	0.53

The correlation between GSID and LKQ has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.

Return for Risk

GSID vs. LKQ — Risk / Return Rank

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

GSID

GSID Risk / Return Rank: 42
GSID Sharpe Ratio Rank: 41
GSID Sortino Ratio Rank: 42
GSID Omega Ratio Rank: 40
GSID Calmar Ratio Rank: 41
GSID Martin Ratio Rank: 46

LKQ

LKQ Risk / Return Rank: 6
LKQ Sharpe Ratio Rank: 5
LKQ Sortino Ratio Rank: 8
LKQ Omega Ratio Rank: 7
LKQ Calmar Ratio Rank: 5
LKQ Martin Ratio Rank: 4

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. LKQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta International Equity ETF (GSID) and LKQ Corporation (LKQ). 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	LKQ	Difference
Sharpe ratio Return per unit of total volatility	1.46	-0.94	+2.41
Sortino ratio Return per unit of downside risk	2.13	-1.20	+3.33
Omega ratio Gain probability vs. loss probability	1.26	0.83	+0.43
Calmar ratio Return relative to maximum drawdown	2.05	-0.91	+2.96
Martin ratio Return relative to average drawdown	7.65	-1.57	+9.22
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. LKQ - Sharpe Ratio Comparison

The current GSID Sharpe Ratio is 1.46, which is higher than the LKQ Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of GSID and LKQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GSID	LKQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	-0.94	+2.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	-0.34	+0.87
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.36	+0.52

Drawdowns

GSID vs. LKQ - Drawdown Comparison

The maximum GSID drawdown since its inception was -29.89%, smaller than the maximum LKQ drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for GSID and LKQ.

Drawdown Indicators

	GSID	LKQ	Difference
Max Drawdown Largest peak-to-trough decline	-29.89%	-68.02%	+38.13%
Max Drawdown (1Y) Largest decline over 1 year	-11.34%	-37.40%	+26.06%
Max Drawdown (3Y) Largest decline over 3 years	-13.96%	-54.80%	+40.84%
Max Drawdown (5Y) Largest decline over 5 years	-29.89%	-54.80%	+24.91%
Max Drawdown (10Y) Largest decline over 10 years	—	-68.02%	—
Current Drawdown Current decline from peak	-0.69%	-52.20%	+51.51%
Average Drawdown Average peak-to-trough decline	-5.73%	-15.98%	+10.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	21.69%	-18.65%

Volatility

GSID vs. LKQ - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta International Equity ETF (GSID) is 4.99%, while LKQ Corporation (LKQ) has a volatility of 12.51%. This indicates that GSID experiences smaller price fluctuations and is considered to be less risky than LKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSID	LKQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	12.51%	-7.52%
Volatility (6M) Calculated over the trailing 6-month period	12.53%	24.81%	-12.28%
Volatility (1Y) Calculated over the trailing 1-year period	15.13%	35.44%	-20.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	29.95%	-13.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.30%	33.81%	-17.51%

Dividends

GSID vs. LKQ - Dividend Comparison

GSID's dividend yield for the trailing twelve months is around 2.42%, less than LKQ's 4.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GSID Goldman Sachs MarketBeta International Equity ETF	2.42%	2.64%	2.90%	2.59%	2.57%	2.93%	1.02%
LKQ LKQ Corporation	4.68%	3.97%	3.27%	2.35%	1.92%	0.42%	0.00%

Frequently Asked Questions

Can I hold both GSID and LKQ in my portfolio?

GSID and LKQ have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GSID or LKQ?

LKQ has higher volatility (12.51%) compared to GSID (4.99%). In terms of maximum drawdown, GSID dropped -29.89% vs LKQ's -68.02%.

Which has better risk-adjusted returns?

GSID currently has the higher Sharpe Ratio (1.46 vs -0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.