GTPE vs. GSLC
GTPE (Goldman Sachs MSCI World Private Equity Return Tracker ETF) and GSLC (Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF) are both exchange-traded funds - GTPE is a Global Equities fund tracking the MSCI World Private Equity Return Tracker Index, while GSLC is a Large Cap Blend Equities fund tracking the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. Both are passively managed. Their correlation of 0.87 suggests significant overlap in exposure. GTPE charges 0.50%/yr vs 0.09%/yr for GSLC.
Performance
GTPE vs. GSLC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GTPE achieves a 18.27% return, which is significantly higher than GSLC's 9.15% return.
GTPE
- 1D
- 0.03%
- 1M
- 1.77%
- 6M
- 15.75%
- YTD
- 18.27%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSLC
- 1D
- 0.47%
- 1M
- 2.62%
- 6M
- 7.35%
- YTD
- 9.15%
- 1Y
- 18.80%
- 3Y*
- 19.49%
- 5Y*
- 11.89%
- 10Y*
- 14.37%
GTPE vs. GSLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 18.27% | 2.96% |
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 9.15% | 2.18% |
Correlation
The correlation between GTPE and GSLC is 0.87, 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 23, 2025 | 0.87 |
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. GSLC — Risk / Return Rank
GTPE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GSLC
GTPE vs. GSLC - 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 Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC). 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 | GSLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.92 | — |
| Martin ratioReturn relative to average drawdown | — | 8.19 | — |
Loading charts...
Drawdowns
GTPE vs. GSLC - Drawdown Comparison
The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum GSLC drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for GTPE and GSLC.
Loading charts...
Drawdown Indicators
| GTPE | GSLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.91% | -33.69% | +24.78% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.49% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.66% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -1.39% | -0.07% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -4.37% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.23% | — |
Volatility
GTPE vs. GSLC - Volatility Comparison
Loading charts...
Volatility by Period
| GTPE | GSLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.67% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 12.23% | +5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 16.71% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 17.67% | +0.37% |
GTPE vs. GSLC - Expense Ratio Comparison
GTPE has a 0.50% expense ratio, which is higher than GSLC's 0.09% expense ratio.
Dividends
GTPE vs. GSLC - Dividend Comparison
GTPE has not paid dividends to shareholders, while GSLC's dividend yield for the trailing twelve months is around 0.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 0.93% | 1.00% | 1.11% | 1.38% | 1.61% | 1.06% | 1.35% | 1.54% | 1.89% | 1.69% | 1.69% | 0.36% |
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 GSLC have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GSLC is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GSLC is cheaper with a 0.09% expense ratio, compared with 0.50% for GTPE.
GSLC has the higher dividend yield at 0.93%, compared with 0.00% for GTPE.
GTPE is categorized as Global Equities, while GSLC is Large Cap Blend Equities. GTPE tracks MSCI World Private Equity Return Tracker Index, while GSLC tracks Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. Their fees differ too: 0.50% for GTPE and 0.09% for GSLC.
Find the right allocation for GTPE and GSLC
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