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GSIE vs. GSID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIE vs. GSID - Performance Comparison

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

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GSIE vs. GSID - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GSIE
Goldman Sachs ActiveBeta International Equity ETF
0.78%32.53%5.23%16.99%-15.86%13.27%34.99%
GSID
Goldman Sachs MarketBeta International Equity ETF
1.17%31.77%3.60%17.63%-14.77%10.67%35.83%

Returns By Period

In the year-to-date period, GSIE achieves a 0.78% return, which is significantly lower than GSID's 1.17% return.


GSIE

1D
3.03%
1M
-7.23%
YTD
0.78%
6M
5.81%
1Y
24.47%
3Y*
15.12%
5Y*
8.28%
10Y*
8.84%

GSID

1D
2.89%
1M
-7.99%
YTD
1.17%
6M
5.89%
1Y
23.53%
3Y*
14.40%
5Y*
7.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIE vs. GSID - Expense Ratio Comparison

GSIE has a 0.25% expense ratio, which is higher than GSID's 0.20% 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

GSIE vs. GSID — Risk / Return Rank

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

GSIE
GSIE Risk / Return Rank: 7979
Overall Rank
GSIE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GSIE Sortino Ratio Rank: 7979
Sortino Ratio Rank
GSIE Omega Ratio Rank: 7979
Omega Ratio Rank
GSIE Calmar Ratio Rank: 8080
Calmar Ratio Rank
GSIE Martin Ratio Rank: 8080
Martin Ratio Rank

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
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.

GSIE vs. GSID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta International Equity ETF (GSIE) and Goldman Sachs MarketBeta International Equity ETF (GSID). 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.


GSIEGSIDDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.36

+0.02

Sortino ratio

Return per unit of downside risk

2.01

1.94

+0.07

Omega ratio

Gain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratio

Return relative to maximum drawdown

2.17

1.99

+0.18

Martin ratio

Return relative to average drawdown

8.47

7.58

+0.89

GSIE vs. GSID - Sharpe Ratio Comparison

The current GSIE Sharpe Ratio is 1.38, which is comparable to the GSID Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of GSIE and GSID, 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


GSIEGSIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.36

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.49

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.82

-0.33

Correlation

The correlation between GSIE and GSID 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

GSIE vs. GSID - Dividend Comparison

GSIE's dividend yield for the trailing twelve months is around 2.66%, more than GSID's 2.62% yield.


TTM20252024202320222021202020192018201720162015
GSIE
Goldman Sachs ActiveBeta International Equity ETF
2.66%2.65%3.11%2.87%3.01%2.40%1.60%2.80%2.68%2.31%2.15%0.13%
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%

Drawdowns

GSIE vs. GSID - Drawdown Comparison

The maximum GSIE drawdown since its inception was -34.63%, which is greater than GSID's maximum drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for GSIE and GSID.


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Drawdown Indicators


GSIEGSIDDifference

Max Drawdown

Largest peak-to-trough decline

-34.63%

-29.89%

-4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-11.34%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-29.89%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-34.63%

Current Drawdown

Current decline from peak

-7.45%

-8.27%

+0.82%

Average Drawdown

Average peak-to-trough decline

-6.11%

-5.81%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.97%

-0.21%

Volatility

GSIE vs. GSID - Volatility Comparison

Goldman Sachs ActiveBeta International Equity ETF (GSIE) and Goldman Sachs MarketBeta International Equity ETF (GSID) have volatilities of 7.38% and 7.74%, 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


GSIEGSIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

7.74%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

11.04%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.78%

17.34%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

16.05%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

16.21%

+0.49%