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GTEK vs. GSST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTEK vs. GSST - 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 Ultra Short Bond ETF (GSST). The values are adjusted to include any dividend payments, if applicable.

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GTEK vs. GSST - 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%
GSST
Goldman Sachs Ultra Short Bond ETF
0.76%5.20%6.01%6.08%0.13%-0.14%

Returns By Period

In the year-to-date period, GTEK achieves a 4.62% return, which is significantly higher than GSST's 0.76% return.


GTEK

1D
2.22%
1M
-3.91%
YTD
4.62%
6M
6.59%
1Y
39.29%
3Y*
20.43%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTEK vs. GSST - Expense Ratio Comparison

GTEK has a 0.75% expense ratio, which is higher than GSST's 0.16% expense ratio.


Return for Risk

GTEK vs. GSST — 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

GSST
GSST Risk / Return Rank: 9999
Overall Rank
GSST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GSST Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSST Omega Ratio Rank: 9999
Omega Ratio Rank
GSST Calmar Ratio Rank: 9999
Calmar Ratio Rank
GSST Martin Ratio Rank: 9999
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. GSST - 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 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.


GTEKGSSTDifference

Sharpe ratio

Return per unit of total volatility

1.37

6.26

-4.89

Sortino ratio

Return per unit of downside risk

1.97

11.24

-9.27

Omega ratio

Gain probability vs. loss probability

1.27

3.25

-1.99

Calmar ratio

Return relative to maximum drawdown

2.71

18.35

-15.65

Martin ratio

Return relative to average drawdown

10.40

114.08

-103.68

GTEK vs. GSST - Sharpe Ratio Comparison

The current GTEK Sharpe Ratio is 1.37, which is lower than the GSST Sharpe Ratio of 6.26. The chart below compares the historical Sharpe Ratios of GTEK and GSST, 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


GTEKGSSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

6.26

-4.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

3.72

-3.69

Correlation

The correlation between GTEK and GSST is 0.05, 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

GTEK vs. GSST - Dividend Comparison

GTEK has not paid dividends to shareholders, while GSST's dividend yield for the trailing twelve months is around 4.42%.


TTM2025202420232022202120202019
GTEK
Goldman Sachs Future Tech Leaders Equity ETF
0.00%0.00%0.00%0.26%0.03%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

GTEK vs. GSST - Drawdown Comparison

The maximum GTEK drawdown since its inception was -53.77%, which is greater than GSST's maximum drawdown of -3.51%. Use the drawdown chart below to compare losses from any high point for GTEK and GSST.


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Drawdown Indicators


GTEKGSSTDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-3.51%

-50.26%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-0.25%

-14.85%

Max Drawdown (5Y)

Largest decline over 5 years

-1.19%

Current Drawdown

Current decline from peak

-5.68%

0.00%

-5.68%

Average Drawdown

Average peak-to-trough decline

-28.51%

-0.17%

-28.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

0.04%

+3.89%

Volatility

GTEK vs. GSST - Volatility Comparison

Goldman Sachs Future Tech Leaders Equity ETF (GTEK) has a higher volatility of 10.77% compared to Goldman Sachs Ultra Short Bond ETF (GSST) at 0.25%. This indicates that GTEK'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


GTEKGSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

0.25%

+10.52%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

0.42%

+19.53%

Volatility (1Y)

Calculated over the trailing 1-year period

28.78%

0.73%

+28.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.05%

0.63%

+27.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.05%

0.87%

+27.18%