GSUS vs. IQM
Compare and contrast key facts about Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) and Franklin Intelligent Machines ETF (IQM).
GSUS and IQM 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. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
GSUS vs. IQM - Performance Comparison
Loading graphics...
GSUS vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSUS Goldman Sachs MarketBeta U.S. Equity ETF | -4.81% | 18.11% | 25.25% | 27.74% | -19.82% | 27.13% | 34.82% |
IQM Franklin Intelligent Machines ETF | 1.18% | 30.76% | 31.03% | 41.06% | -33.36% | 25.18% | 76.26% |
Returns By Period
In the year-to-date period, GSUS achieves a -4.81% return, which is significantly lower than IQM's 1.18% return.
GSUS
- 1D
- 2.95%
- 1M
- -4.96%
- YTD
- -4.81%
- 6M
- -2.48%
- 1Y
- 17.83%
- 3Y*
- 18.54%
- 5Y*
- 11.43%
- 10Y*
- —
IQM
- 1D
- 6.12%
- 1M
- -5.61%
- YTD
- 1.18%
- 6M
- 1.33%
- 1Y
- 55.72%
- 3Y*
- 26.13%
- 5Y*
- 14.95%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GSUS vs. IQM - Expense Ratio Comparison
GSUS has a 0.07% expense ratio, which is lower than IQM's 0.50% expense ratio.
Return for Risk
GSUS vs. IQM — Risk / Return Rank
GSUS
IQM
GSUS vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) and Franklin Intelligent Machines ETF (IQM). 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.
| GSUS | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.68 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.29 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 3.72 | -2.19 |
Martin ratioReturn relative to average drawdown | 7.09 | 11.65 | -4.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GSUS | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.68 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.52 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.77 | +0.20 |
Correlation
The correlation between GSUS and IQM is 0.86, 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
GSUS vs. IQM - Dividend Comparison
GSUS's dividend yield for the trailing twelve months is around 1.14%, while IQM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSUS Goldman Sachs MarketBeta U.S. Equity ETF | 1.14% | 1.04% | 1.19% | 1.32% | 1.51% | 1.13% | 0.78% |
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% |
Drawdowns
GSUS vs. IQM - Drawdown Comparison
The maximum GSUS drawdown since its inception was -25.62%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for GSUS and IQM.
Loading graphics...
Drawdown Indicators
| GSUS | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.62% | -44.91% | +19.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -14.71% | +2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -44.91% | +19.29% |
Current DrawdownCurrent decline from peak | -6.56% | -8.68% | +2.12% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -12.55% | +7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 4.70% | -2.10% |
Volatility
GSUS vs. IQM - Volatility Comparison
The current volatility for Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) is 5.33%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.90%. This indicates that GSUS experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GSUS | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 12.90% | -7.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 23.48% | -13.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 33.37% | -14.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 28.67% | -11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 30.73% | -13.53% |