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GTEK vs. ARKK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTEK vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

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GTEK vs. ARKK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GTEK
Goldman Sachs Future Tech Leaders Equity ETF
4.62%23.68%15.94%33.58%-46.73%-3.14%
ARKK
ARK Innovation ETF
-11.08%35.49%8.40%69.04%-66.97%-19.78%

Returns By Period

In the year-to-date period, GTEK achieves a 4.62% return, which is significantly higher than ARKK's -11.08% return.


GTEK

1D
2.22%
1M
-3.91%
YTD
4.62%
6M
6.59%
1Y
39.29%
3Y*
20.43%
5Y*
10Y*

ARKK

1D
1.20%
1M
-7.84%
YTD
-11.08%
6M
-21.31%
1Y
43.10%
3Y*
19.58%
5Y*
-10.51%
10Y*
14.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTEK vs. ARKK - Expense Ratio Comparison

Both GTEK and ARKK have an expense ratio of 0.75%.


Return for Risk

GTEK vs. ARKK — Risk / Return Rank

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

GTEK
GTEK Risk / Return Rank: 7777
Overall Rank
GTEK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GTEK Sortino Ratio Rank: 7474
Sortino Ratio Rank
GTEK Omega Ratio Rank: 6969
Omega Ratio Rank
GTEK Calmar Ratio Rank: 8484
Calmar Ratio Rank
GTEK Martin Ratio Rank: 8484
Martin Ratio Rank

ARKK
ARKK Risk / Return Rank: 5151
Overall Rank
ARKK Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ARKK Sortino Ratio Rank: 6363
Sortino Ratio Rank
ARKK Omega Ratio Rank: 4949
Omega Ratio Rank
ARKK Calmar Ratio Rank: 5252
Calmar Ratio Rank
ARKK Martin Ratio Rank: 3838
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.

GTEK vs. ARKK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and ARK Innovation ETF (ARKK). 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.


GTEKARKKDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.02

+0.35

Sortino ratio

Return per unit of downside risk

1.97

1.66

+0.31

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

2.71

1.40

+1.31

Martin ratio

Return relative to average drawdown

10.40

3.60

+6.81

GTEK vs. ARKK - Sharpe Ratio Comparison

The current GTEK Sharpe Ratio is 1.37, which is higher than the ARKK Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GTEK and ARKK, 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


GTEKARKKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.02

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.32

-0.29

Correlation

The correlation between GTEK and ARKK is 0.82, 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

GTEK vs. ARKK - Dividend Comparison

Neither GTEK nor ARKK has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GTEK
Goldman Sachs Future Tech Leaders Equity ETF
0.00%0.00%0.00%0.26%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.70%0.00%0.55%1.64%0.38%3.14%1.32%0.00%2.27%

Drawdowns

GTEK vs. ARKK - Drawdown Comparison

The maximum GTEK drawdown since its inception was -53.77%, smaller than the maximum ARKK drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for GTEK and ARKK.


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Drawdown Indicators


GTEKARKKDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-80.97%

+27.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-31.35%

+16.25%

Max Drawdown (5Y)

Largest decline over 5 years

-77.23%

Max Drawdown (10Y)

Largest decline over 10 years

-80.97%

Current Drawdown

Current decline from peak

-5.68%

-55.71%

+50.03%

Average Drawdown

Average peak-to-trough decline

-28.51%

-29.81%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

12.16%

-8.23%

Volatility

GTEK vs. ARKK - Volatility Comparison

The current volatility for Goldman Sachs Future Tech Leaders Equity ETF (GTEK) is 10.77%, while ARK Innovation ETF (ARKK) has a volatility of 12.59%. This indicates that GTEK experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTEKARKKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

12.59%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

27.62%

-7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

28.78%

42.55%

-13.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.05%

46.38%

-18.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.05%

40.11%

-12.06%