GTPE vs. ACWV
GTPE (Goldman Sachs MSCI World Private Equity Return Tracker ETF) and ACWV (iShares MSCI Global Min Vol Factor ETF) are both Global Equities funds - GTPE tracks the MSCI World Private Equity Return Tracker Index while ACWV tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. At a 0.49 correlation, their price movements are largely independent. GTPE charges 0.50%/yr vs 0.20%/yr for ACWV.
Performance
GTPE vs. ACWV - Performance Comparison
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Returns By Period
In the year-to-date period, GTPE achieves a 18.27% return, which is significantly higher than ACWV's 3.98% return.
GTPE
- 1D
- 0.03%
- 1M
- 1.77%
- 6M
- 15.75%
- YTD
- 18.27%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACWV
- 1D
- 0.34%
- 1M
- 1.41%
- 6M
- 3.35%
- YTD
- 3.98%
- 1Y
- 6.57%
- 3Y*
- 10.38%
- 5Y*
- 5.57%
- 10Y*
- 7.02%
GTPE vs. ACWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 18.27% | 2.96% |
ACWV iShares MSCI Global Min Vol Factor ETF | 3.98% | -0.60% |
Correlation
The correlation between GTPE and ACWV is 0.49, 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 Oct 23, 2025 | 0.49 |
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Return for Risk
GTPE vs. ACWV — Risk / Return Rank
GTPE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ACWV
GTPE vs. ACWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MSCI World Private Equity Return Tracker ETF (GTPE) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GTPE | ACWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.13 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.92 | — |
| Martin ratioReturn relative to average drawdown | — | 2.63 | — |
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Drawdowns
GTPE vs. ACWV - Drawdown Comparison
The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum ACWV drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for GTPE and ACWV.
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Drawdown Indicators
| GTPE | ACWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.91% | -28.82% | +19.91% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.37% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.82% | — |
Current DrawdownCurrent decline from peak | -1.39% | -1.38% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -3.11% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.22% | — |
Volatility
GTPE vs. ACWV - Volatility Comparison
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Volatility by Period
| GTPE | ACWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.25% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 8.08% | +9.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 10.27% | +7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 12.29% | +5.75% |
GTPE vs. ACWV - Expense Ratio Comparison
GTPE has a 0.50% expense ratio, which is higher than ACWV's 0.20% expense ratio.
Dividends
GTPE vs. ACWV - Dividend Comparison
GTPE has not paid dividends to shareholders, while ACWV's dividend yield for the trailing twelve months is around 1.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 1.93% | 2.09% | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% |
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GTPE and ACWV have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ACWV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ACWV is cheaper with a 0.20% expense ratio, compared with 0.50% for GTPE.
ACWV has the higher dividend yield at 1.93%, compared with 0.00% for GTPE.
GTPE tracks MSCI World Private Equity Return Tracker Index, while ACWV tracks MSCI ACWI Minimum Volatility Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.50% for GTPE and 0.20% for ACWV.
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