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GSUS vs. GQGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSUS vs. GQGU - Performance Comparison

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

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Returns By Period

In the year-to-date period, GSUS achieves a 10.67% return, which is significantly higher than GQGU's 6.60% return.


GSUS

1D
-0.74%
1M
5.20%
YTD
10.67%
6M
10.52%
1Y
27.76%
3Y*
22.74%
5Y*
13.64%
10Y*

GQGU

1D
-1.06%
1M
-1.65%
YTD
6.60%
6M
7.16%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSUS vs. GQGU - Yearly Performance Comparison


2026 (YTD)2025
GSUS
Goldman Sachs MarketBeta U.S. Equity ETF
10.67%9.73%
GQGU
GQG US Equity ETF
6.60%-1.14%

Correlation

The correlation between GSUS and GQGU is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

-0.12

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Return for Risk

GSUS vs. GQGU — Risk / Return Rank

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

GSUS
GSUS Risk / Return Rank: 6868
Overall Rank
GSUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GSUS Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSUS Omega Ratio Rank: 7070
Omega Ratio Rank
GSUS Calmar Ratio Rank: 6161
Calmar Ratio Rank
GSUS Martin Ratio Rank: 7272
Martin Ratio Rank

GQGU
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.

GSUS vs. GQGU - Risk-Adjusted Trends Comparison

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


GSUSGQGUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.02

Martin ratioReturn relative to average drawdown

13.70

GSUS vs. GQGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GSUSGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.60

+0.52

Drawdowns

GSUS vs. GQGU - Drawdown Comparison

The maximum GSUS drawdown since its inception was -25.62%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for GSUS and GQGU.


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Drawdown Indicators


GSUSGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-25.62%

-6.65%

-18.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.62%

Current Drawdown

Current decline from peak

-0.74%

-4.66%

+3.92%

Average Drawdown

Average peak-to-trough decline

-5.27%

-2.54%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

GSUS vs. GQGU - Volatility Comparison


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Volatility by Period


GSUSGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

10.14%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

10.14%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

10.14%

+6.92%

GSUS vs. GQGU - Expense Ratio Comparison

GSUS has a 0.07% expense ratio, which is lower than GQGU's 0.49% expense ratio.


Dividends

GSUS vs. GQGU - Dividend Comparison

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


PositionTTM202520242023202220212020
GQGU
GQG US Equity ETF
0.96%1.02%0.00%0.00%0.00%0.00%0.00%
GSUS
Goldman Sachs MarketBeta U.S. Equity ETF
0.98%1.04%1.19%1.32%1.51%1.13%0.78%

Frequently Asked Questions


GSUS and GQGU have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSUS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSUS is cheaper with a 0.07% expense ratio, compared with 0.49% for GQGU.

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

They also come from different issuers: Goldman Sachs and GQG Partners. Their fees differ too: 0.07% for GSUS and 0.49% for GQGU.

Portfolio Optimizer

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