GSWO vs. IQQ0.DE
Compare and contrast key facts about Goldman Sachs ActiveBeta World Equity ETF (GSWO) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE).
GSWO and IQQ0.DE 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. IQQ0.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Nov 30, 2012. Both GSWO and IQQ0.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GSWO vs. IQQ0.DE - Performance Comparison
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GSWO vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | -1.23% | 18.97% | 15.29% | 16.28% | -6.15% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | -0.47% | 11.47% | 10.91% | 7.01% | -4.48% |
Different Trading Currencies
GSWO is traded in USD, while IQQ0.DE is traded in EUR. To make them comparable, the IQQ0.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GSWO achieves a -1.23% return, which is significantly lower than IQQ0.DE's -0.47% return.
GSWO
- 1D
- 0.96%
- 1M
- -4.41%
- YTD
- -1.23%
- 6M
- 0.51%
- 1Y
- 11.88%
- 3Y*
- 14.90%
- 5Y*
- —
- 10Y*
- —
IQQ0.DE
- 1D
- 0.24%
- 1M
- -4.28%
- YTD
- -0.47%
- 6M
- -0.50%
- 1Y
- 2.39%
- 3Y*
- 9.14%
- 5Y*
- 5.99%
- 10Y*
- 7.21%
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GSWO vs. IQQ0.DE - Expense Ratio Comparison
GSWO has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Return for Risk
GSWO vs. IQQ0.DE — Risk / Return Rank
GSWO
IQQ0.DE
GSWO vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE). 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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.22 | +0.65 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.38 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.06 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 0.26 | +1.04 |
Martin ratioReturn relative to average drawdown | 5.82 | 1.20 | +4.62 |
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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.22 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.68 | +0.11 |
Correlation
The correlation between GSWO and IQQ0.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GSWO vs. IQQ0.DE - Dividend Comparison
GSWO's dividend yield for the trailing twelve months is around 1.81%, while IQQ0.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.81% | 1.74% | 1.75% | 2.06% | 1.73% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSWO vs. IQQ0.DE - Drawdown Comparison
The maximum GSWO drawdown since its inception was -17.77%, smaller than the maximum IQQ0.DE drawdown of -29.16%. Use the drawdown chart below to compare losses from any high point for GSWO and IQQ0.DE.
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Drawdown Indicators
| GSWO | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.77% | -28.65% | +10.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -9.81% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -5.41% | -7.00% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -4.51% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 4.80% | -2.67% |
Volatility
GSWO vs. IQQ0.DE - Volatility Comparison
Goldman Sachs ActiveBeta World Equity ETF (GSWO) has a higher volatility of 5.67% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 3.09%. This indicates that GSWO's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSWO | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 3.09% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 5.75% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.63% | 12.29% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 11.06% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.98% | 12.07% | +0.91% |