GTEK vs. LLII

Last updated Jun 5, 2026

GTEK (Goldman Sachs Future Tech Leaders Equity ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - GTEK is a Technology Equities fund actively managed by Goldman Sachs, while LLII is a Derivative Income fund actively managed by REX. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. GTEK charges 0.75%/yr vs 0.99%/yr for LLII.

Performance

GTEK vs. LLII - Performance Comparison

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

Returns By Period

In the year-to-date period, GTEK achieves a 53.34% return, which is significantly higher than LLII's 0.47% return.

GTEK

• 1D: -0.07%
• 1M: 13.61%
• YTD: 53.34%
• 6M: 54.05%
• 1Y: 79.94%
• 3Y*: 34.69%
• 5Y*: —
• 10Y*: —

LLII

• 1D: 4.96%
• 1M: 13.74%
• YTD: 0.47%
• 6M: 8.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GTEK vs. LLII - Yearly Performance Comparison

	2026 (YTD)	2025
GTEK Goldman Sachs Future Tech Leaders Equity ETF	53.34%	-0.74%
LLII REX LLY Growth & Income ETF	0.47%	19.03%

Correlation

The correlation between GTEK and LLII is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025	0.10

Return for Risk

GTEK vs. LLII — Risk / Return Rank

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

GTEK

GTEK Risk / Return Rank: 89
GTEK Sharpe Ratio Rank: 91
GTEK Sortino Ratio Rank: 86
GTEK Omega Ratio Rank: 83
GTEK Calmar Ratio Rank: 94
GTEK Martin Ratio Rank: 92

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. LLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and REX LLY Growth & Income ETF (LLII). 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.

	GTEK	LLII	Difference
Sharpe ratio: Return per unit of total volatility	3.10	—	—
Sortino ratio: Return per unit of downside risk	3.80	—	—
Omega ratio: Gain probability vs. loss probability	1.49	—	—
Calmar ratio: Return relative to maximum drawdown	7.22	—	—
Martin ratio: Return relative to average drawdown	23.44	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GTEK	LLII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.99	-0.67

Drawdowns

GTEK vs. LLII - Drawdown Comparison

The maximum GTEK drawdown since its inception was -53.77%, which is greater than LLII's maximum drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for GTEK and LLII.

Drawdown Indicators

	GTEK	LLII	Difference
Max Drawdown Largest peak-to-trough decline	-53.77%	-23.96%	-29.81%
Max Drawdown (1Y) Largest decline over 1 year	-11.13%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-27.49%	—	—
Current Drawdown Current decline from peak	-0.49%	-2.26%	+1.77%
Average Drawdown Average peak-to-trough decline	-27.49%	-9.23%	-18.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	—	—

Volatility

Volatility by Period

	GTEK	LLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.94%	36.86%	-10.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.28%	36.86%	-8.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.28%	36.86%	-8.58%

GTEK vs. LLII - Expense Ratio Comparison

GTEK has a 0.75% expense ratio, which is lower than LLII's 0.99% expense ratio.

Dividends

GTEK vs. LLII - Dividend Comparison

GTEK has not paid dividends to shareholders, while LLII's dividend yield for the trailing twelve months is around 24.72%.

Position	TTM	2025	2024	2023	2022
GTEK Goldman Sachs Future Tech Leaders Equity ETF	0.00%	0.00%	0.00%	0.26%	0.03%
LLII REX LLY Growth & Income ETF	24.72%	5.13%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GTEK and LLII in my portfolio?

GTEK and LLII have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GTEK or LLII?

On fees, GTEK is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GTEK or LLII?

GTEK is cheaper with a 0.75% expense ratio, compared with 0.99% for LLII.

Which ETF pays a higher dividend yield, GTEK or LLII?

LLII has the higher dividend yield at 24.72%, compared with 0.00% for GTEK.

What is the main difference between GTEK and LLII?

GTEK is categorized as Technology Equities, while LLII is Derivative Income. They also come from different issuers: Goldman Sachs and REX. Their fees differ too: 0.75% for GTEK and 0.99% for LLII.