GSWO vs. GSST
Compare and contrast key facts about Goldman Sachs ActiveBeta World Equity ETF (GSWO) and Goldman Sachs Ultra Short Bond ETF (GSST).
GSWO and GSST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSWO is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. It was launched on Mar 15, 2022. GSST is an actively managed fund by Goldman Sachs. It was launched on Apr 15, 2019.
Performance
GSWO vs. GSST - Performance Comparison
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GSWO vs. GSST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | -2.17% | 18.97% | 15.29% | 16.28% | -6.15% |
GSST Goldman Sachs Ultra Short Bond ETF | 0.76% | 5.20% | 6.01% | 6.08% | 0.61% |
Returns By Period
In the year-to-date period, GSWO achieves a -2.17% return, which is significantly lower than GSST's 0.76% return.
GSWO
- 1D
- 2.87%
- 1M
- -5.76%
- YTD
- -2.17%
- 6M
- -0.46%
- 1Y
- 11.32%
- 3Y*
- 14.53%
- 5Y*
- —
- 10Y*
- —
GSST
- 1D
- 0.00%
- 1M
- 0.06%
- YTD
- 0.76%
- 6M
- 1.85%
- 1Y
- 4.53%
- 3Y*
- 5.51%
- 5Y*
- 3.60%
- 10Y*
- —
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GSWO vs. GSST - Expense Ratio Comparison
GSWO has a 0.25% expense ratio, which is higher than GSST's 0.16% 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. GSST — Risk / Return Rank
GSWO
GSST
GSWO vs. GSST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) and Goldman Sachs Ultra Short Bond ETF (GSST). 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 | GSST | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 6.26 | -5.43 |
Sortino ratioReturn per unit of downside risk | 1.24 | 11.24 | -10.00 |
Omega ratioGain probability vs. loss probability | 1.18 | 3.25 | -2.07 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 18.35 | -17.11 |
Martin ratioReturn relative to average drawdown | 5.62 | 114.08 | -108.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSWO | GSST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 6.26 | -5.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 5.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 3.72 | -2.95 |
Correlation
The correlation between GSWO and GSST is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GSWO vs. GSST - Dividend Comparison
GSWO's dividend yield for the trailing twelve months is around 1.83%, less than GSST's 4.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.83% | 1.74% | 1.75% | 2.06% | 1.73% | 0.00% | 0.00% | 0.00% |
GSST Goldman Sachs Ultra Short Bond ETF | 4.42% | 4.56% | 5.45% | 4.98% | 1.97% | 0.71% | 1.12% | 1.66% |
Drawdowns
GSWO vs. GSST - Drawdown Comparison
The maximum GSWO drawdown since its inception was -17.77%, which is greater than GSST's maximum drawdown of -3.51%. Use the drawdown chart below to compare losses from any high point for GSWO and GSST.
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Drawdown Indicators
| GSWO | GSST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.77% | -3.51% | -14.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -0.25% | -9.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -1.19% | — |
Current DrawdownCurrent decline from peak | -6.31% | 0.00% | -6.31% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -0.17% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 0.04% | +2.06% |
Volatility
GSWO vs. GSST - Volatility Comparison
Goldman Sachs ActiveBeta World Equity ETF (GSWO) has a higher volatility of 5.76% compared to Goldman Sachs Ultra Short Bond ETF (GSST) at 0.25%. This indicates that GSWO's price experiences larger fluctuations and is considered to be riskier than GSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSWO | GSST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 0.25% | +5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 0.42% | +7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 0.73% | +12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 0.63% | +12.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.98% | 0.87% | +12.11% |