GSJY vs. EWJV
Compare and contrast key facts about Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) and iShares MSCI Japan Value ETF (EWJV).
GSJY and EWJV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSJY is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Japan Equity Index. It was launched on Mar 2, 2016. EWJV is a passively managed fund by iShares that tracks the performance of the MSCI Japan Value Index. It was launched on Mar 5, 2019. Both GSJY and EWJV 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
GSJY vs. EWJV - Performance Comparison
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GSJY vs. EWJV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GSJY Goldman Sachs ActiveBeta Japan Equity ETF | 4.45% | 26.22% | 8.89% | 19.18% | -16.15% | 0.41% | 13.81% | 12.82% |
EWJV iShares MSCI Japan Value ETF | 7.42% | 33.96% | 11.59% | 23.60% | -6.02% | 5.48% | 2.41% | 10.48% |
Returns By Period
In the year-to-date period, GSJY achieves a 4.45% return, which is significantly lower than EWJV's 7.42% return.
GSJY
- 1D
- 3.50%
- 1M
- -8.53%
- YTD
- 4.45%
- 6M
- 9.43%
- 1Y
- 29.05%
- 3Y*
- 16.99%
- 5Y*
- 7.02%
- 10Y*
- 8.90%
EWJV
- 1D
- 3.49%
- 1M
- -7.60%
- YTD
- 7.42%
- 6M
- 14.01%
- 1Y
- 35.29%
- 3Y*
- 23.58%
- 5Y*
- 12.70%
- 10Y*
- —
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GSJY vs. EWJV - Expense Ratio Comparison
GSJY has a 0.25% expense ratio, which is higher than EWJV's 0.15% 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
GSJY vs. EWJV — Risk / Return Rank
GSJY
EWJV
GSJY vs. EWJV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) and iShares MSCI Japan Value ETF (EWJV). 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.
| GSJY | EWJV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.64 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.90 | 2.29 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.30 | -0.33 |
Martin ratioReturn relative to average drawdown | 7.41 | 8.46 | -1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSJY | EWJV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.64 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.71 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.65 | -0.15 |
Correlation
The correlation between GSJY and EWJV is 0.87, 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
GSJY vs. EWJV - Dividend Comparison
GSJY's dividend yield for the trailing twelve months is around 1.90%, less than EWJV's 4.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GSJY Goldman Sachs ActiveBeta Japan Equity ETF | 1.90% | 1.99% | 1.64% | 2.11% | 2.13% | 1.73% | 1.22% | 2.79% | 3.28% | 1.70% | 2.09% |
EWJV iShares MSCI Japan Value ETF | 4.98% | 5.35% | 4.10% | 3.32% | 2.71% | 2.46% | 1.96% | 4.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSJY vs. EWJV - Drawdown Comparison
The maximum GSJY drawdown since its inception was -32.53%, which is greater than EWJV's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for GSJY and EWJV.
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Drawdown Indicators
| GSJY | EWJV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -30.05% | -2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -14.74% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -32.53% | -25.39% | -7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -32.53% | — | — |
Current DrawdownCurrent decline from peak | -10.22% | -10.30% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -6.17% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 4.01% | -0.28% |
Volatility
GSJY vs. EWJV - Volatility Comparison
Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) has a higher volatility of 9.57% compared to iShares MSCI Japan Value ETF (EWJV) at 8.55%. This indicates that GSJY's price experiences larger fluctuations and is considered to be riskier than EWJV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSJY | EWJV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 8.55% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 14.24% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.07% | 21.60% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 17.90% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 18.50% | -1.55% |