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GSWO vs. XEF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSWO vs. XEF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta World Equity ETF (GSWO) and iShares Core MSCI EAFE IMI Index ETF (XEF.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GSWO is traded in USD, while XEF.TO is traded in CAD. To make them comparable, the XEF.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GSWO achieves a 8.59% return, which is significantly lower than XEF.TO's 9.43% return.


GSWO

1D
-2.69%
1M
-0.16%
YTD
8.59%
6M
9.20%
1Y
17.86%
3Y*
17.89%
5Y*
10Y*

XEF.TO

1D
0.73%
1M
0.15%
YTD
9.43%
6M
11.63%
1Y
22.06%
3Y*
16.98%
5Y*
7.99%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSWO vs. XEF.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
GSWO
Goldman Sachs ActiveBeta World Equity ETF
8.59%18.97%15.29%16.28%-6.15%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF
9.43%31.71%3.19%17.83%-8.60%

Correlation

The correlation between GSWO and XEF.TO is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.79

The correlation between GSWO and XEF.TO has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

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Return for Risk

GSWO vs. XEF.TO — Risk / Return Rank

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

GSWO
GSWO Risk / Return Rank: 5050
Overall Rank
GSWO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GSWO Sortino Ratio Rank: 5151
Sortino Ratio Rank
GSWO Omega Ratio Rank: 5151
Omega Ratio Rank
GSWO Calmar Ratio Rank: 4343
Calmar Ratio Rank
GSWO Martin Ratio Rank: 5757
Martin Ratio Rank

XEF.TO
XEF.TO Risk / Return Rank: 5050
Overall Rank
XEF.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XEF.TO Sortino Ratio Rank: 5252
Sortino Ratio Rank
XEF.TO Omega Ratio Rank: 5353
Omega Ratio Rank
XEF.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
XEF.TO Martin Ratio Rank: 5151
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. XEF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) and iShares Core MSCI EAFE IMI Index ETF (XEF.TO). 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.


GSWOXEF.TODifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

2.01

1.89

+0.12

Martin ratioReturn relative to average drawdown

9.58

7.20

+2.38

GSWO vs. XEF.TO - Sharpe Ratio Comparison

The current GSWO Sharpe Ratio is 1.61, which is comparable to the XEF.TO Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of GSWO and XEF.TO, 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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Sharpe Ratios by Period


GSWOXEF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.47

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.46

+0.48

Drawdowns

GSWO vs. XEF.TO - Drawdown Comparison

The maximum GSWO drawdown since its inception was -17.77%, smaller than the maximum XEF.TO drawdown of -34.90%. Use the drawdown chart below to compare losses from any high point for GSWO and XEF.TO.


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Drawdown Indicators


GSWOXEF.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-34.90%

+17.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-11.58%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-9.97%

-13.98%

+4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

Current Drawdown

Current decline from peak

-2.88%

-0.97%

-1.91%

Average Drawdown

Average peak-to-trough decline

-3.25%

-7.03%

+3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.03%

-1.16%

Volatility

GSWO vs. XEF.TO - Volatility Comparison

The current volatility for Goldman Sachs ActiveBeta World Equity ETF (GSWO) is 3.92%, while iShares Core MSCI EAFE IMI Index ETF (XEF.TO) has a volatility of 4.88%. This indicates that GSWO experiences smaller price fluctuations and is considered to be less risky than XEF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSWOXEF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

4.88%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

12.42%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

14.92%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.02%

16.53%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.02%

17.51%

-4.49%

GSWO vs. XEF.TO - Expense Ratio Comparison

GSWO has a 0.25% expense ratio, which is higher than XEF.TO's 0.23% 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%.


Dividends

GSWO vs. XEF.TO - Dividend Comparison

GSWO's dividend yield for the trailing twelve months is around 1.65%, less than XEF.TO's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
GSWO
Goldman Sachs ActiveBeta World Equity ETF
1.65%1.74%1.75%2.06%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF
2.19%2.43%2.76%2.75%2.93%2.42%1.93%2.72%2.76%2.10%2.42%2.42%

Frequently Asked Questions


GSWO and XEF.TO have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEF.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEF.TO is cheaper with a 0.23% expense ratio, compared with 0.25% for GSWO.

GSWO is categorized as Global Equities, while XEF.TO is Foreign Large Cap Equities. GSWO tracks Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net, while XEF.TO tracks MSCI EAFE Investable Market Index (CAD). They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.25% for GSWO and 0.23% for XEF.TO.

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