GSUS vs. GSSC
Compare and contrast key facts about Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) and Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC).
GSUS and GSSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSUS is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS United States Large & Mid Cap Index. It was launched on May 12, 2020. GSSC is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta U.S. Small Cap Equity Index. It was launched on Jun 28, 2017. Both GSUS and GSSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSUS or GSSC.
Performance
GSUS vs. GSSC - Performance Comparison
Returns By Period
In the year-to-date period, GSUS achieves a 26.86% return, which is significantly higher than GSSC's 20.00% return.
GSUS
26.86%
3.38%
13.65%
33.18%
N/A
N/A
GSSC
20.00%
9.70%
17.41%
34.44%
11.85%
N/A
Key characteristics
| GSUS | GSSC | |
|---|---|---|
| Sharpe Ratio | 2.73 | 1.67 |
| Sortino Ratio | 3.61 | 2.44 |
| Omega Ratio | 1.51 | 1.30 |
| Calmar Ratio | 3.91 | 1.96 |
| Martin Ratio | 17.71 | 9.30 |
| Ulcer Index | 1.87% | 3.70% |
| Daily Std Dev | 12.17% | 20.67% |
| Max Drawdown | -25.62% | -41.38% |
| Current Drawdown | -0.41% | -1.11% |
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GSUS vs. GSSC - Expense Ratio Comparison
GSUS has a 0.07% expense ratio, which is lower than GSSC's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between GSUS and GSSC is 0.78, 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.
Risk-Adjusted Performance
GSUS vs. GSSC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) and Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC). 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.
Dividends
GSUS vs. GSSC - Dividend Comparison
GSUS's dividend yield for the trailing twelve months is around 1.13%, which matches GSSC's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
GSUS Goldman Sachs MarketBeta U.S. Equity ETF | 1.13% | 1.33% | 1.50% | 1.13% | 0.78% | 0.00% | 0.00% | 0.00% |
GSSC Goldman Sachs ActiveBeta US Small Cap Equity ETF | 1.14% | 1.33% | 1.31% | 1.01% | 0.78% | 1.24% | 1.21% | 0.73% |
Drawdowns
GSUS vs. GSSC - Drawdown Comparison
The maximum GSUS drawdown since its inception was -25.62%, smaller than the maximum GSSC drawdown of -41.38%. Use the drawdown chart below to compare losses from any high point for GSUS and GSSC. For additional features, visit the drawdowns tool.
Volatility
GSUS vs. GSSC - Volatility Comparison
The current volatility for Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) is 4.15%, while Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) has a volatility of 7.93%. This indicates that GSUS experiences smaller price fluctuations and is considered to be less risky than GSSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.