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GTEK vs. PXQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTEK vs. PXQ - Performance Comparison

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

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GTEK vs. PXQ - 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%
PXQ
Invesco Dynamic Networking ETF
5.86%28.65%19.41%27.39%-29.54%7.47%

Returns By Period

In the year-to-date period, GTEK achieves a 4.62% return, which is significantly lower than PXQ's 5.86% return.


GTEK

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

PXQ

1D
2.12%
1M
-4.06%
YTD
5.86%
6M
10.12%
1Y
41.49%
3Y*
23.88%
5Y*
12.33%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTEK vs. PXQ - Expense Ratio Comparison

GTEK has a 0.75% expense ratio, which is higher than PXQ's 0.63% expense ratio.


Return for Risk

GTEK vs. PXQ — 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

PXQ
PXQ Risk / Return Rank: 8888
Overall Rank
PXQ Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PXQ Sortino Ratio Rank: 8787
Sortino Ratio Rank
PXQ Omega Ratio Rank: 8484
Omega Ratio Rank
PXQ Calmar Ratio Rank: 9090
Calmar Ratio Rank
PXQ Martin Ratio Rank: 9494
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. PXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and Invesco Dynamic Networking ETF (PXQ). 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.


GTEKPXQDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.79

-0.41

Sortino ratio

Return per unit of downside risk

1.97

2.50

-0.53

Omega ratio

Gain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

2.71

3.26

-0.56

Martin ratio

Return relative to average drawdown

10.40

15.18

-4.78

GTEK vs. PXQ - Sharpe Ratio Comparison

The current GTEK Sharpe Ratio is 1.37, which is comparable to the PXQ Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of GTEK and PXQ, 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


GTEKPXQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.79

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.49

-0.46

Correlation

The correlation between GTEK and PXQ is 0.87, 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. PXQ - Dividend Comparison

GTEK has not paid dividends to shareholders, while PXQ's dividend yield for the trailing twelve months is around 0.88%.


TTM2025202420232022202120202019201820172016
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%
PXQ
Invesco Dynamic Networking ETF
0.88%0.86%1.38%0.60%2.24%0.55%0.18%0.44%1.22%0.66%0.44%

Drawdowns

GTEK vs. PXQ - Drawdown Comparison

The maximum GTEK drawdown since its inception was -53.77%, smaller than the maximum PXQ drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for GTEK and PXQ.


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Drawdown Indicators


GTEKPXQDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-57.18%

+3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-12.94%

-2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-34.55%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

Current Drawdown

Current decline from peak

-5.68%

-4.97%

-0.71%

Average Drawdown

Average peak-to-trough decline

-28.51%

-10.82%

-17.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.78%

+1.15%

Volatility

GTEK vs. PXQ - Volatility Comparison

Goldman Sachs Future Tech Leaders Equity ETF (GTEK) has a higher volatility of 10.77% compared to Invesco Dynamic Networking ETF (PXQ) at 8.36%. This indicates that GTEK's price experiences larger fluctuations and is considered to be riskier than PXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTEKPXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

8.36%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

15.60%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

28.78%

23.35%

+5.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.05%

22.87%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.05%

22.72%

+5.33%