GSST vs. SPYG

In the year-to-date period, GSST achieves a 1.81% return, which is significantly higher than SPYG's -4.24% return.

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GSST has a 0.16% expense ratio, which is higher than SPYG's 0.04% 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%.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Ultra Short Bond ETF (GSST) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.

The current GSST Sharpe Ratio is 7.93, which is higher than the SPYG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of GSST and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSST's dividend yield for the trailing twelve months is around 5.23%, more than SPYG's 0.64% yield.

The maximum GSST drawdown since its inception was -3.51%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for GSST and SPYG. For additional features, visit the drawdowns tool.