GSWO vs. FIXT

Last updated Jun 4, 2026

GSWO (Goldman Sachs ActiveBeta World Equity ETF) and FIXT (Procure Disaster Recovery Strategy ETF) are both Global Equities funds - GSWO tracks the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net while FIXT tracks the VettaFi Natural Disaster Response and Mitigation Index. Both are passively managed. At a 0.40 correlation, their price movements are largely independent. GSWO charges 0.25%/yr vs 0.75%/yr for FIXT.

Performance

GSWO vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta World Equity ETF (GSWO) and Procure Disaster Recovery Strategy ETF (FIXT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSWO achieves a 11.00% return, which is significantly higher than FIXT's 0.23% return.

GSWO

• 1D: -0.71%
• 1M: 4.81%
• YTD: 11.00%
• 6M: 11.56%
• 1Y: 20.17%
• 3Y*: 18.70%
• 5Y*: —
• 10Y*: —

FIXT

• 1D: -0.24%
• 1M: 0.27%
• YTD: 0.23%
• 6M: 0.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GSWO vs. FIXT - Yearly Performance Comparison

	2026 (YTD)	2025
GSWO Goldman Sachs ActiveBeta World Equity ETF	11.00%	8.32%
FIXT Procure Disaster Recovery Strategy ETF	0.23%	4.58%

Correlation

The correlation between GSWO and FIXT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 17, 2025	0.40

Return for Risk

GSWO vs. FIXT — Risk / Return Rank

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

GSWO

GSWO Risk / Return Rank: 56
GSWO Sharpe Ratio Rank: 55
GSWO Sortino Ratio Rank: 59
GSWO Omega Ratio Rank: 56
GSWO Calmar Ratio Rank: 46
GSWO Martin Ratio Rank: 61

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.

GSWO vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) and Procure Disaster Recovery Strategy ETF (FIXT). 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.

	GSWO	FIXT	Difference
Sharpe ratio Return per unit of total volatility	1.88	—	—
Sortino ratio Return per unit of downside risk	2.77	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	2.27	—	—
Martin ratio Return relative to average drawdown	10.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GSWO	FIXT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.99	1.34	-0.34

Drawdowns

GSWO vs. FIXT - Drawdown Comparison

The maximum GSWO drawdown since its inception was -17.77%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for GSWO and FIXT.

Drawdown Indicators

	GSWO	FIXT	Difference
Max Drawdown Largest peak-to-trough decline	-17.77%	-3.02%	-14.75%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-9.97%	—	—
Current Drawdown Current decline from peak	-0.71%	-1.88%	+1.17%
Average Drawdown Average peak-to-trough decline	-3.25%	-0.71%	-2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	—	—

Volatility

Volatility by Period

	GSWO	FIXT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.22%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.75%	3.77%	+6.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.96%	3.77%	+9.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.96%	3.77%	+9.19%

GSWO vs. FIXT - Expense Ratio Comparison

GSWO has a 0.25% expense ratio, which is lower than FIXT's 0.75% expense ratio.

Dividends

GSWO vs. FIXT - Dividend Comparison

GSWO's dividend yield for the trailing twelve months is around 1.61%, less than FIXT's 5.55% yield.

Position	TTM	2025	2024	2023	2022
FIXT Procure Disaster Recovery Strategy ETF	5.55%	3.24%	0.00%	0.00%	0.00%
GSWO Goldman Sachs ActiveBeta World Equity ETF	1.61%	1.74%	1.75%	2.06%	1.73%

Frequently Asked Questions

Can I hold both GSWO and FIXT in my portfolio?

GSWO and FIXT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GSWO or FIXT?

On fees, GSWO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GSWO or FIXT?

GSWO is cheaper with a 0.25% expense ratio, compared with 0.75% for FIXT.

Which ETF pays a higher dividend yield, GSWO or FIXT?

FIXT has the higher dividend yield at 5.55%, compared with 1.61% for GSWO.

What is the main difference between GSWO and FIXT?

GSWO tracks Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net, while FIXT tracks VettaFi Natural Disaster Response and Mitigation Index. They also come from different issuers: Goldman Sachs and Procure. Their fees differ too: 0.25% for GSWO and 0.75% for FIXT.