GSIE vs. VT

Last updated Jun 24, 2026

GSIE (Goldman Sachs ActiveBeta International Equity ETF) and VT (Vanguard Total World Stock ETF) are both exchange-traded funds - GSIE is a Foreign Large Cap Equities fund tracking the Goldman Sachs ActiveBeta International Equity Index, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Both are passively managed. Over the past 10 years, GSIE returned 9.81%/yr vs 12.96%/yr for VT. Their correlation of 0.90 suggests significant overlap in exposure. GSIE charges 0.25%/yr vs 0.06%/yr for VT.

Performance

GSIE vs. VT - Performance Comparison

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

Returns By Period

In the year-to-date period, GSIE achieves a 6.75% return, which is significantly lower than VT's 10.06% return. Over the past 10 years, GSIE has underperformed VT with an annualized return of 9.81%, while VT has yielded a comparatively higher 12.96% annualized return.

GSIE

• 1D: -1.48%
• 1M: 0.12%
• YTD: 6.75%
• 6M: 6.28%
• 1Y: 20.05%
• 3Y*: 16.92%
• 5Y*: 8.20%
• 10Y*: 9.81%

VT

• 1D: -2.05%
• 1M: -0.44%
• YTD: 10.06%
• 6M: 9.32%
• 1Y: 25.71%
• 3Y*: 19.92%
• 5Y*: 10.51%
• 10Y*: 12.96%

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

GSIE vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GSIE Goldman Sachs ActiveBeta International Equity ETF	6.75%	32.53%	5.23%	16.99%	-15.86%	13.27%	7.45%	22.83%	-13.40%	26.22%
VT Vanguard Total World Stock ETF	10.06%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between GSIE and VT is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Nov 10, 2015	0.90

The correlation between GSIE and VT has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

GSIE vs. VT - Sectors Allocation Comparison

Sectors	GSIE	VT
Financial Services	26.4%	15.2%
Industrials	18.9%	11.4%
Technology	9.9%	31.1%
Healthcare	9.3%	7.9%
Consumer Cyclical	8.7%	9.3%
Consumer Defensive	7.5%	4.5%
Basic Materials	6.2%	4.1%
Energy	4.6%	3.8%
Communication Services	4.1%	8.0%
Utilities	3.3%	2.4%
Real Estate	1.2%	2.3%

Return for Risk

GSIE vs. VT — Risk / Return Rank

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

GSIE

GSIE Risk / Return Rank: 42
GSIE Sharpe Ratio Rank: 41
GSIE Sortino Ratio Rank: 42
GSIE Omega Ratio Rank: 40
GSIE Calmar Ratio Rank: 40
GSIE Martin Ratio Rank: 45

VT

VT Risk / Return Rank: 59
VT Sharpe Ratio Rank: 59
VT Sortino Ratio Rank: 57
VT Omega Ratio Rank: 58
VT Calmar Ratio Rank: 56
VT Martin Ratio Rank: 66

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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta International Equity ETF (GSIE) and Vanguard Total World Stock ETF (VT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GSIE	VT	Difference
Sharpe ratio: Return per unit of total volatility	1.39	1.91	-0.52
Sortino ratio: Return per unit of downside risk	2.00	2.62	-0.62
Omega ratio: Gain probability vs. loss probability	1.25	1.35	-0.10
Calmar ratio: Return relative to maximum drawdown	1.87	2.67	-0.80
Martin ratio: Return relative to average drawdown	7.06	11.57	-4.51

GSIE vs. VT - Sharpe Ratio Comparison

The current GSIE Sharpe Ratio is 1.39, which is comparable to the VT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of GSIE and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GSIE vs. VT - Drawdown Comparison

The maximum GSIE drawdown since its inception was -34.63%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for GSIE and VT.

Drawdown Indicators

	GSIE	VT	Difference
Max Drawdown Largest peak-to-trough decline	-34.63%	-50.27%	+15.64%
Max Drawdown (1Y) Largest decline over 1 year	-10.76%	-9.67%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-13.07%	-16.51%	+3.44%
Max Drawdown (5Y) Largest decline over 5 years	-29.97%	-26.38%	-3.59%
Max Drawdown (10Y) Largest decline over 10 years	-34.63%	-34.24%	-0.39%
Current Drawdown Current decline from peak	-1.97%	-2.80%	+0.83%
Average Drawdown Average peak-to-trough decline	-6.03%	-7.00%	+0.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	2.23%	+0.62%

Volatility

GSIE vs. VT - Volatility Comparison

The current volatility for Goldman Sachs ActiveBeta International Equity ETF (GSIE) is 4.57%, while Vanguard Total World Stock ETF (VT) has a volatility of 5.65%. This indicates that GSIE experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSIE	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	5.65%	-1.08%
Volatility (6M) Calculated over the trailing 6-month period	12.17%	11.32%	+0.85%
Volatility (1Y) Calculated over the trailing 1-year period	14.54%	13.58%	+0.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	16.19%	-0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	17.20%	-0.66%

GSIE vs. VT - Expense Ratio Comparison

GSIE has a 0.25% expense ratio, which is higher than VT's 0.06% 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%.

Dividends

GSIE vs. VT - Dividend Comparison

GSIE's dividend yield for the trailing twelve months is around 2.52%, more than VT's 1.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSIE Goldman Sachs ActiveBeta International Equity ETF	2.52%	2.65%	3.11%	2.87%	3.01%	2.40%	1.60%	2.80%	2.68%	2.31%	2.15%	0.13%
VT Vanguard Total World Stock ETF	1.61%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both GSIE and VT in my portfolio?

GSIE and VT have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GSIE or VT?

VT has higher volatility (5.65%) compared to GSIE (4.57%). In terms of maximum drawdown, GSIE dropped -34.63% vs VT's -50.27%.

Which ETF is better, GSIE or VT?

On 10-year performance, VT leads with 12.96% vs 9.81% for GSIE. On fees, VT is cheaper at 0.06% per year. On volatility, GSIE has been the lower-risk option at 4.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GSIE or VT?

Over the 10-year period, VT has performed better with a 12.96% return vs 9.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GSIE or VT?

VT is cheaper with a 0.06% expense ratio, compared with 0.25% for GSIE.

Which ETF pays a higher dividend yield, GSIE or VT?

GSIE has the higher dividend yield at 2.52%, compared with 1.61% for VT.

What is the main difference between GSIE and VT?

GSIE is categorized as Foreign Large Cap Equities, while VT is Global Equities. GSIE tracks Goldman Sachs ActiveBeta International Equity Index, while VT tracks FTSE Global All Cap Index. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.25% for GSIE and 0.06% for VT.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (1.91 vs 1.39), 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.