GTPE vs. DIVD

Last updated Jul 12, 2026

GTPE (Goldman Sachs MSCI World Private Equity Return Tracker ETF) and DIVD (Altrius Global Dividend ETF) are both Global Equities funds. GTPE is passively managed, while DIVD is actively managed. At a 0.45 correlation, their price movements are largely independent. GTPE charges 0.50%/yr vs 0.49%/yr for DIVD.

Performance

GTPE vs. DIVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MSCI World Private Equity Return Tracker ETF (GTPE) and Altrius Global Dividend ETF (DIVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GTPE achieves a 18.27% return, which is significantly higher than DIVD's 13.94% return.

GTPE

• 1D: 0.03%
• 1M: 1.77%
• 6M: 15.75%
• YTD: 18.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DIVD

• 1D: 0.27%
• 1M: 0.98%
• 6M: 10.56%
• YTD: 13.94%
• 1Y: 23.28%
• 3Y*: 17.29%
• 5Y*: —
• 10Y*: —

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

GTPE vs. DIVD - Yearly Performance Comparison

	2026 (YTD)	2025
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF	18.27%	2.96%
DIVD Altrius Global Dividend ETF	13.94%	5.34%

Correlation

The correlation between GTPE and DIVD is 0.45, 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	0.45

Return for Risk

GTPE vs. DIVD — Risk / Return Rank

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

GTPE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DIVD

DIVD Risk / Return Rank: 78
DIVD Sharpe Ratio Rank: 76
DIVD Sortino Ratio Rank: 80
DIVD Omega Ratio Rank: 74
DIVD Calmar Ratio Rank: 79
DIVD Martin Ratio Rank: 80

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.

GTPE vs. DIVD - 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 Altrius Global Dividend ETF (DIVD). 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	DIVD	Difference
Sharpe ratio: Return per unit of total volatility	—	1.94	—
Sortino ratio: Return per unit of downside risk	—	2.84	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	3.31	—
Martin ratio: Return relative to average drawdown	—	12.12	—

Drawdowns

GTPE vs. DIVD - Drawdown Comparison

The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum DIVD drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for GTPE and DIVD.

Drawdown Indicators

	GTPE	DIVD	Difference
Max Drawdown Largest peak-to-trough decline	-8.91%	-13.88%	+4.97%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.70%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.88%	—
Current Drawdown Current decline from peak	-1.39%	-0.86%	-0.53%
Average Drawdown Average peak-to-trough decline	-1.72%	-2.19%	+0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.84%	—

Volatility

Volatility by Period

	GTPE	DIVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.04%	11.40%	+6.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.04%	13.22%	+4.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	13.22%	+4.82%

GTPE vs. DIVD - Expense Ratio Comparison

GTPE has a 0.50% expense ratio, which is higher than DIVD's 0.49% expense ratio.

Dividends

GTPE vs. DIVD - Dividend Comparison

GTPE has not paid dividends to shareholders, while DIVD's dividend yield for the trailing twelve months is around 2.72%.

Position	TTM	2025	2024	2023	2022
DIVD Altrius Global Dividend ETF	2.72%	2.86%	3.39%	2.96%	0.60%
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GTPE and DIVD in my portfolio?

GTPE and DIVD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GTPE or DIVD?

On fees, DIVD is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GTPE or DIVD?

DIVD is cheaper with a 0.49% expense ratio, compared with 0.50% for GTPE.

Which ETF pays a higher dividend yield, GTPE or DIVD?

DIVD has the higher dividend yield at 2.72%, compared with 0.00% for GTPE.

What is the main difference between GTPE and DIVD?

They also come from different issuers: Goldman Sachs and Altrius. Their fees differ too: 0.50% for GTPE and 0.49% for DIVD.