GTPE vs. FWD
GTPE (Goldman Sachs MSCI World Private Equity Return Tracker ETF) and FWD (AB Disruptors ETF) are both Global Equities funds. GTPE is passively managed, while FWD is actively managed. Their correlation of 0.85 suggests significant overlap in exposure. GTPE charges 0.50%/yr vs 0.65%/yr for FWD.
Performance
GTPE vs. FWD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GTPE achieves a 19.04% return, which is significantly lower than FWD's 38.47% return.
GTPE
- 1D
- -0.33%
- 1M
- 7.59%
- YTD
- 19.04%
- 6M
- 20.31%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FWD
- 1D
- -1.17%
- 1M
- 10.81%
- YTD
- 38.47%
- 6M
- 37.27%
- 1Y
- 72.96%
- 3Y*
- 38.93%
- 5Y*
- —
- 10Y*
- —
GTPE vs. FWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 19.04% | 2.66% |
FWD AB Disruptors ETF | 38.47% | -0.40% |
Correlation
The correlation between GTPE and FWD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 24, 2025 | 0.85 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GTPE vs. FWD — Risk / Return Rank
GTPE
FWD
GTPE vs. FWD - 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 AB Disruptors ETF (FWD). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Loading charts...
Sharpe Ratios by Period
| GTPE | FWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 3.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.29 | 1.65 | +0.64 |
Drawdowns
GTPE vs. FWD - Drawdown Comparison
The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for GTPE and FWD.
Loading charts...
Drawdown Indicators
| GTPE | FWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.91% | -29.02% | +20.11% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.03% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.02% | — |
Current DrawdownCurrent decline from peak | -0.42% | -1.44% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -4.06% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.66% | — |
Volatility
GTPE vs. FWD - Volatility Comparison
Loading charts...
Volatility by Period
| GTPE | FWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.87% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 24.18% | -7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 24.72% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 24.72% | -7.55% |
GTPE vs. FWD - Expense Ratio Comparison
GTPE has a 0.50% expense ratio, which is lower than FWD's 0.65% expense ratio.
Dividends
GTPE vs. FWD - Dividend Comparison
GTPE has not paid dividends to shareholders, while FWD's dividend yield for the trailing twelve months is around 0.08%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FWD AB Disruptors ETF | 0.08% | 0.11% | 1.89% |
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GTPE and FWD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GTPE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GTPE is cheaper with a 0.50% expense ratio, compared with 0.65% for FWD.
FWD has the higher dividend yield at 0.08%, compared with 0.00% for GTPE.
They also come from different issuers: Goldman Sachs and AllianceBernstein. Their fees differ too: 0.50% for GTPE and 0.65% for FWD.
Find the right allocation for GTPE and FWD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer