GSUS vs. CCOR

Last updated Aug 5, 2026

GSUS (Goldman Sachs MarketBeta U.S. Equity ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. GSUS is passively managed, while CCOR is actively managed. Over the past 5 years, GSUS returned 12.97%/yr vs -1.46%/yr for CCOR. Their 0.20 correlation means their historical movements had little consistent relationship. GSUS charges 0.07%/yr vs 1.09%/yr for CCOR.

Performance

GSUS vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSUS achieves a 13.45% return, which is significantly higher than CCOR's 1.40% return.

GSUS

• 1D: 1.78%
• 1M: 3.46%
• 6M: 12.63%
• YTD: 13.45%
• 1Y: 23.24%
• 3Y*: 21.79%
• 5Y*: 12.97%
• 10Y*: —
• ALL TIME*: 18.97%

CCOR

• 1D: 0.37%
• 1M: 1.50%
• 6M: -2.63%
• YTD: 1.40%
• 1Y: 0.01%
• 3Y*: -0.96%
• 5Y*: -1.46%
• 10Y*: —
• ALL TIME*: 1.81%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CCOR Core Alternative ETF	$61.50K	$56.93K	$78.52K
GSUS Goldman Sachs MarketBeta U.S. Equity ETF	$4.76M	$7.99M	$8.97M

GSUS vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GSUS Goldman Sachs MarketBeta U.S. Equity ETF	13.45%	18.11%	25.25%	27.74%	-19.82%	27.13%	34.82%
CCOR Core Alternative ETF	1.40%	3.52%	-5.70%	-11.92%	2.51%	9.90%	3.89%

Correlation

The correlation between GSUS and CCOR is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.06
Correlation (3Y) Balances recent behavior with more history.	-0.07
Correlation (5Y) Shows whether the relationship held over a longer period.	0.13
Correlation (All Time) Calculated using the full available price history since May 15, 2020	0.20

The correlation between GSUS and CCOR shifts across timeframes, from -0.07 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.

GSUS vs. CCOR - Sectors Allocation Comparison

Sectors	GSUS	CCOR
Technology	38.6%	15.7%
Financial Services	11.4%	18.6%
Communication Services	10.4%	7.8%
Consumer Cyclical	9.7%	9.1%
Healthcare	9.0%	12.2%
Industrials	8.2%	9.4%
Consumer Defensive	4.5%	6.9%
Energy	3.0%	6.4%
Utilities	2.0%	6.3%
Basic Materials	1.6%	4.9%
Real Estate	1.6%	2.8%

Return for Risk

GSUS vs. CCOR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GSUS

GSUS Risk / Return Rank: 68
GSUS Sharpe Ratio Rank: 69
GSUS Sortino Ratio Rank: 67
GSUS Omega Ratio Rank: 67
GSUS Calmar Ratio Rank: 64
GSUS Martin Ratio Rank: 75

CCOR

CCOR Risk / Return Rank: 10
CCOR Sharpe Ratio Rank: 10
CCOR Sortino Ratio Rank: 9
CCOR Omega Ratio Rank: 9
CCOR Calmar Ratio Rank: 10
CCOR Martin Ratio Rank: 10

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GSUS vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) and Core Alternative ETF (CCOR). 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.

	GSUS	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.79	0.00	+1.79
Sortino ratio: Return per unit of downside risk	2.47	0.06	+2.41
Omega ratio: Gain probability vs. loss probability	1.32	1.01	+0.31
Calmar ratio: Return relative to maximum drawdown	2.53	0.00	+2.52
Martin ratio: Return relative to average drawdown	10.58	0.00	+10.58

GSUS vs. CCOR - Sharpe Ratio Comparison

The current GSUS Sharpe Ratio is 1.79, which is higher than the CCOR Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of GSUS and CCOR, 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

GSUS vs. CCOR - Drawdown Comparison

The maximum GSUS drawdown since its inception was -25.62%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for GSUS and CCOR.

Drawdown Indicators

	GSUS	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-25.62%	-22.99%	-2.63%
Max Drawdown (1Y) Largest decline over 1 year	-9.24%	-8.79%	-0.45%
Max Drawdown (3Y) Largest decline over 3 years	-19.07%	-12.31%	-6.76%
Max Drawdown (5Y) Largest decline over 5 years	-25.62%	-22.99%	-2.63%
Current Drawdown Current decline from peak	0.00%	-15.78%	+15.78%
Average Drawdown Average peak-to-trough decline	-5.18%	-7.47%	+2.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	4.19%	-1.99%

Volatility

GSUS vs. CCOR - Volatility Comparison

Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) has a higher volatility of 4.18% compared to Core Alternative ETF (CCOR) at 3.00%. This indicates that GSUS's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSUS	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	3.00%	+1.18%
Volatility (6M) Calculated over the trailing 6-month period	10.47%	6.47%	+4.00%
Volatility (1Y) Calculated over the trailing 1-year period	13.11%	8.23%	+4.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	11.19%	+6.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.03%	10.77%	+6.26%

GSUS vs. CCOR - Expense Ratio Comparison

GSUS has a 0.07% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

GSUS vs. CCOR - Dividend Comparison

GSUS's dividend yield for the trailing twelve months is around 0.96%, less than CCOR's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	0.98%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
GSUS Goldman Sachs MarketBeta U.S. Equity ETF	0.96%	1.04%	1.19%	1.32%	1.51%	1.13%	0.78%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GSUS and CCOR in my portfolio?

GSUS and CCOR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GSUS or CCOR?

GSUS has higher volatility (4.18%) compared to CCOR (3.00%). In terms of maximum drawdown, GSUS dropped -25.62% vs CCOR's -22.99%.

Which ETF is better, GSUS or CCOR?

On 5-year performance, GSUS leads with 12.97% vs -1.46% for CCOR. On fees, GSUS is cheaper at 0.07% per year. On volatility, CCOR has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GSUS or CCOR?

Over the 5-year period, GSUS has performed better with a 12.97% return vs -1.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GSUS or CCOR?

GSUS is cheaper with a 0.07% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, GSUS or CCOR?

CCOR has the higher dividend yield at 0.98%, compared with 0.96% for GSUS.

What is the main difference between GSUS and CCOR?

They also come from different issuers: Goldman Sachs and Core Alternative. Their fees differ too: 0.07% for GSUS and 1.09% for CCOR.

Which has better risk-adjusted returns?

GSUS currently has the higher Sharpe Ratio (1.79 vs 0.00), 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.