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GSWO vs. GLOF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSWO vs. GLOF - Performance Comparison

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

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GSWO vs. GLOF - Yearly Performance Comparison


2026 (YTD)2025202420232022
GSWO
Goldman Sachs ActiveBeta World Equity ETF
-2.17%18.97%15.29%16.28%-6.15%
GLOF
iShares Global Equity Factor ETF
-1.25%23.92%17.49%22.38%-11.07%

Returns By Period

In the year-to-date period, GSWO achieves a -2.17% return, which is significantly lower than GLOF's -1.25% return.


GSWO

1D
2.87%
1M
-5.76%
YTD
-2.17%
6M
-0.46%
1Y
11.32%
3Y*
14.53%
5Y*
10Y*

GLOF

1D
2.86%
1M
-5.68%
YTD
-1.25%
6M
1.91%
1Y
23.93%
3Y*
18.44%
5Y*
9.66%
10Y*
10.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSWO vs. GLOF - Expense Ratio Comparison

GSWO has a 0.25% expense ratio, which is higher than GLOF's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GSWO vs. GLOF — Risk / Return Rank

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

GSWO
GSWO Risk / Return Rank: 4848
Overall Rank
GSWO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GSWO Sortino Ratio Rank: 4444
Sortino Ratio Rank
GSWO Omega Ratio Rank: 4747
Omega Ratio Rank
GSWO Calmar Ratio Rank: 4848
Calmar Ratio Rank
GSWO Martin Ratio Rank: 5656
Martin Ratio Rank

GLOF
GLOF Risk / Return Rank: 8181
Overall Rank
GLOF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GLOF Sortino Ratio Rank: 8181
Sortino Ratio Rank
GLOF Omega Ratio Rank: 8181
Omega Ratio Rank
GLOF Calmar Ratio Rank: 7979
Calmar Ratio Rank
GLOF Martin Ratio Rank: 8787
Martin Ratio Rank
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. GLOF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) and iShares Global Equity Factor ETF (GLOF). 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.


GSWOGLOFDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.41

-0.58

Sortino ratio

Return per unit of downside risk

1.24

2.06

-0.82

Omega ratio

Gain probability vs. loss probability

1.18

1.31

-0.12

Calmar ratio

Return relative to maximum drawdown

1.24

2.10

-0.86

Martin ratio

Return relative to average drawdown

5.62

9.99

-4.38

GSWO vs. GLOF - Sharpe Ratio Comparison

The current GSWO Sharpe Ratio is 0.84, which is lower than the GLOF Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of GSWO and GLOF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSWOGLOFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.41

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.53

+0.24

Correlation

The correlation between GSWO and GLOF is 0.88, 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

GSWO vs. GLOF - Dividend Comparison

GSWO's dividend yield for the trailing twelve months is around 1.83%, more than GLOF's 1.72% yield.


TTM20252024202320222021202020192018201720162015
GSWO
Goldman Sachs ActiveBeta World Equity ETF
1.83%1.74%1.75%2.06%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLOF
iShares Global Equity Factor ETF
1.72%1.70%2.59%2.51%2.53%1.90%1.73%2.41%2.03%1.94%1.94%0.92%

Drawdowns

GSWO vs. GLOF - Drawdown Comparison

The maximum GSWO drawdown since its inception was -17.77%, smaller than the maximum GLOF drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for GSWO and GLOF.


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Drawdown Indicators


GSWOGLOFDifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-34.12%

+16.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-11.32%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-6.31%

-6.45%

+0.14%

Average Drawdown

Average peak-to-trough decline

-3.35%

-6.20%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.38%

-0.28%

Volatility

GSWO vs. GLOF - Volatility Comparison

The current volatility for Goldman Sachs ActiveBeta World Equity ETF (GSWO) is 5.76%, while iShares Global Equity Factor ETF (GLOF) has a volatility of 6.12%. This indicates that GSWO experiences smaller price fluctuations and is considered to be less risky than GLOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSWOGLOFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

6.12%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

9.81%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

17.01%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

15.63%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.98%

17.12%

-4.14%