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GTEK vs. GHYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTEK vs. GHYB - Performance Comparison

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

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GTEK vs. GHYB - 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%
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
-0.32%9.38%7.76%12.13%-11.02%-0.04%

Returns By Period

In the year-to-date period, GTEK achieves a 4.62% return, which is significantly higher than GHYB's -0.32% return.


GTEK

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

GHYB

1D
0.30%
1M
-0.83%
YTD
-0.32%
6M
0.78%
1Y
7.39%
3Y*
7.96%
5Y*
3.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTEK vs. GHYB - Expense Ratio Comparison

GTEK has a 0.75% expense ratio, which is higher than GHYB's 0.34% expense ratio.


Return for Risk

GTEK vs. GHYB — 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

GHYB
GHYB Risk / Return Rank: 7676
Overall Rank
GHYB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GHYB Sortino Ratio Rank: 7676
Sortino Ratio Rank
GHYB Omega Ratio Rank: 8080
Omega Ratio Rank
GHYB Calmar Ratio Rank: 6868
Calmar Ratio Rank
GHYB Martin Ratio Rank: 8181
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. GHYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and Goldman Sachs Access High Yield Corporate Bond ETF (GHYB). 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.


GTEKGHYBDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.34

+0.03

Sortino ratio

Return per unit of downside risk

1.97

2.02

-0.05

Omega ratio

Gain probability vs. loss probability

1.27

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

2.71

1.85

+0.85

Martin ratio

Return relative to average drawdown

10.40

9.58

+0.82

GTEK vs. GHYB - Sharpe Ratio Comparison

The current GTEK Sharpe Ratio is 1.37, which is comparable to the GHYB Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of GTEK and GHYB, 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


GTEKGHYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.34

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.53

-0.51

Correlation

The correlation between GTEK and GHYB is 0.63, 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

GTEK vs. GHYB - Dividend Comparison

GTEK has not paid dividends to shareholders, while GHYB's dividend yield for the trailing twelve months is around 7.09%.


TTM202520242023202220212020201920182017
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%
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
7.09%7.00%6.65%6.20%5.67%4.46%4.75%5.57%5.68%1.45%

Drawdowns

GTEK vs. GHYB - Drawdown Comparison

The maximum GTEK drawdown since its inception was -53.77%, which is greater than GHYB's maximum drawdown of -21.48%. Use the drawdown chart below to compare losses from any high point for GTEK and GHYB.


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Drawdown Indicators


GTEKGHYBDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-21.48%

-32.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-4.12%

-10.98%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

Current Drawdown

Current decline from peak

-5.68%

-1.27%

-4.41%

Average Drawdown

Average peak-to-trough decline

-28.51%

-2.61%

-25.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

0.80%

+3.13%

Volatility

GTEK vs. GHYB - Volatility Comparison

Goldman Sachs Future Tech Leaders Equity ETF (GTEK) has a higher volatility of 10.77% compared to Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) at 2.06%. This indicates that GTEK's price experiences larger fluctuations and is considered to be riskier than GHYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTEKGHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

2.06%

+8.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

2.68%

+17.27%

Volatility (1Y)

Calculated over the trailing 1-year period

28.78%

5.54%

+23.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.05%

7.68%

+20.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.05%

8.35%

+19.70%