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GTPE vs. HAIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTPE vs. HAIL - 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 SPDR S&P Kensho Smart Mobility ETF (HAIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTPE achieves a 15.57% return, which is significantly higher than HAIL's 9.88% return.


GTPE

1D
-0.23%
1M
-1.75%
6M
13.40%
YTD
15.57%
1Y
3Y*
5Y*
10Y*
ALL TIME*

HAIL

1D
0.06%
1M
-5.31%
6M
5.28%
YTD
9.88%
1Y
22.08%
3Y*
0.19%
5Y*
-6.99%
10Y*
ALL TIME*
4.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.54K$53.33K$76.42K
$23.79K$162.11K$151.32K

GTPE vs. HAIL - Yearly Performance Comparison


Correlation

The correlation between GTPE and HAIL is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 23, 2025

0.79

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Return for Risk

GTPE vs. HAIL — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


HAIL
HAIL Risk / Return Rank: 2828
Overall Rank
HAIL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HAIL Sortino Ratio Rank: 2727
Sortino Ratio Rank
HAIL Omega Ratio Rank: 2626
Omega Ratio Rank
HAIL Calmar Ratio Rank: 2929
Calmar Ratio Rank
HAIL Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GTPE vs. HAIL - 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 SPDR S&P Kensho Smart Mobility ETF (HAIL). 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.


GTPEHAILDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.95

Martin ratioReturn relative to average drawdown

2.36

GTPE vs. HAIL - Sharpe Ratio Comparison


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Drawdowns

GTPE vs. HAIL - Drawdown Comparison

The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum HAIL drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for GTPE and HAIL.


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Drawdown Indicators


GTPEHAILDifference

Max Drawdown

Largest peak-to-trough decline

-8.91%

-65.98%

+57.07%

Max Drawdown (1Y)

Largest decline over 1 year

-20.80%

Max Drawdown (3Y)

Largest decline over 3 years

-39.43%

Max Drawdown (5Y)

Largest decline over 5 years

-63.01%

Current Drawdown

Current decline from peak

-3.64%

-42.04%

+38.40%

Average Drawdown

Average peak-to-trough decline

-1.85%

-31.72%

+29.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.37%

Volatility

GTPE vs. HAIL - Volatility Comparison


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Volatility by Period


GTPEHAILDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.57%

Volatility (6M)

Calculated over the trailing 6-month period

25.62%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

31.95%

-14.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.95%

32.30%

-14.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

31.88%

-13.93%

GTPE vs. HAIL - Expense Ratio Comparison

GTPE has a 0.50% expense ratio, which is higher than HAIL's 0.45% expense ratio.


Dividends

GTPE vs. HAIL - Dividend Comparison

GTPE has not paid dividends to shareholders, while HAIL's dividend yield for the trailing twelve months is around 1.74%.


PositionTTM20252024202320222021202020192018
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%
HAIL
SPDR S&P Kensho Smart Mobility ETF
1.74%2.00%2.98%2.62%2.09%1.36%0.52%1.17%2.54%

Frequently Asked Questions


GTPE and HAIL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HAIL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HAIL is cheaper with a 0.45% expense ratio, compared with 0.50% for GTPE.

HAIL has the higher dividend yield at 1.74%, compared with 0.00% for GTPE.

GTPE tracks MSCI World Private Equity Return Tracker Index, while HAIL tracks S&P Kensho Smart Transportation Index. They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.50% for GTPE and 0.45% for HAIL.

Portfolio Optimizer

Find the right allocation for GTPE and HAIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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