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GSWO vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSWO vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta World Equity ETF (GSWO) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSWO achieves a 9.77% return, which is significantly lower than GSG's 42.11% return.


GSWO

1D
0.17%
1M
0.80%
6M
8.66%
YTD
9.77%
1Y
15.09%
3Y*
16.39%
5Y*
10Y*
ALL TIME*
12.08%

GSG

1D
-1.12%
1M
13.47%
6M
32.35%
YTD
42.11%
1Y
46.16%
3Y*
15.32%
5Y*
15.35%
10Y*
8.71%
ALL TIME*
-2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.36M$16.94M$27.13M
$3.06M$3.14M$3.93M

GSWO vs. GSG - Yearly Performance Comparison


2026 (YTD)2025202420232022
GSWO
Goldman Sachs ActiveBeta World Equity ETF
9.77%18.97%15.29%16.28%-6.15%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.11%5.93%8.52%-5.51%-0.28%

Correlation

The correlation between GSWO and GSG is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.22

Correlation (3Y)
Balances recent behavior with more history.

-0.06

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.07

The correlation between GSWO and GSG shifts across timeframes, from -0.22 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GSWO vs. GSG — Risk / Return Rank

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

GSWO
GSWO Risk / Return Rank: 5656
Overall Rank
GSWO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSWO Sortino Ratio Rank: 5656
Sortino Ratio Rank
GSWO Omega Ratio Rank: 5555
Omega Ratio Rank
GSWO Calmar Ratio Rank: 4949
Calmar Ratio Rank
GSWO Martin Ratio Rank: 6464
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7474
Overall Rank
GSG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 7878
Sortino Ratio Rank
GSG Omega Ratio Rank: 7878
Omega Ratio Rank
GSG Calmar Ratio Rank: 6868
Calmar Ratio Rank
GSG Martin Ratio Rank: 6464
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. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSWOGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

1.72

2.39

-0.68

Martin ratioReturn relative to average drawdown

7.82

7.82

0.00

GSWO vs. GSG - Sharpe Ratio Comparison

The current GSWO Sharpe Ratio is 1.31, which is lower than the GSG Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of GSWO and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSWO vs. GSG - Drawdown Comparison

The maximum GSWO drawdown since its inception was -17.77%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for GSWO and GSG.


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Drawdown Indicators


GSWOGSGDifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-89.62%

+71.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-18.81%

+9.88%

Max Drawdown (3Y)

Largest decline over 3 years

-9.97%

-18.81%

+8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-1.97%

-57.10%

+55.13%

Average Drawdown

Average peak-to-trough decline

-3.19%

-63.68%

+60.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

5.75%

-3.80%

Volatility

GSWO vs. GSG - Volatility Comparison

The current volatility for Goldman Sachs ActiveBeta World Equity ETF (GSWO) is 3.09%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 6.47%. This indicates that GSWO experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSWOGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

6.47%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

21.68%

-11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

23.69%

-12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.02%

22.75%

-9.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.02%

22.01%

-8.99%

GSWO vs. GSG - Expense Ratio Comparison

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


Dividends

GSWO vs. GSG - Dividend Comparison

GSWO's dividend yield for the trailing twelve months is around 1.55%, while GSG has not paid dividends to shareholders.


PositionTTM2025202420232022
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%
GSWO
Goldman Sachs ActiveBeta World Equity ETF
1.55%1.74%1.75%2.06%1.73%

Frequently Asked Questions


GSWO and GSG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (6.47%) compared to GSWO (3.09%). In terms of maximum drawdown, GSWO dropped -17.77% vs GSG's -89.62%.

On 3-year performance, GSWO leads with 16.39% vs 15.32% for GSG. On fees, GSWO is cheaper at 0.25% per year. On volatility, GSWO has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GSWO has performed better with a 16.39% return vs 15.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

GSWO has the higher dividend yield at 1.55%, compared with 0.00% for GSG.

GSWO is categorized as Global Equities, while GSG is Commodities. GSWO tracks Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.25% for GSWO and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.90 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GSWO and GSG

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