GTPE vs. INFL
GTPE (Goldman Sachs MSCI World Private Equity Return Tracker ETF) and INFL (Horizon Kinetics Inflation Beneficiaries ETF) are both Global Equities funds. GTPE is passively managed, while INFL is actively managed. Their 0.47 correlation means their historical movements had little consistent relationship. GTPE charges 0.50%/yr vs 0.85%/yr for INFL.
Performance
GTPE vs. INFL - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GTPE having a 15.57% return and INFL slightly higher at 15.87%.
GTPE
- 1D
- -0.23%
- 1M
- -1.75%
- 6M
- 13.40%
- YTD
- 15.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
INFL
- 1D
- -0.06%
- 1M
- 3.05%
- 6M
- 5.26%
- YTD
- 15.87%
- 1Y
- 25.84%
- 3Y*
- 18.91%
- 5Y*
- 12.86%
- 10Y*
- —
- ALL TIME*
- 15.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.54K | $53.33K | $76.42K | |
| $4.88M | $5.98M | $13.46M |
GTPE vs. INFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 15.57% | 2.96% |
INFL Horizon Kinetics Inflation Beneficiaries ETF | 15.87% | 3.29% |
Correlation
The correlation between GTPE and INFL is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | 0.47 |
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Return for Risk
GTPE vs. INFL — Risk / Return Rank
GTPE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
INFL
GTPE vs. INFL - 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 Horizon Kinetics Inflation Beneficiaries ETF (INFL). 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 | INFL | 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 | — | 2.07 | — |
| Martin ratioReturn relative to average drawdown | — | 5.55 | — |
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Drawdowns
GTPE vs. INFL - Drawdown Comparison
The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum INFL drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for GTPE and INFL.
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Drawdown Indicators
| GTPE | INFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.91% | -21.30% | +12.39% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.20% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.30% | — |
Current DrawdownCurrent decline from peak | -3.64% | -6.59% | +2.95% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -5.20% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.55% | — |
Volatility
GTPE vs. INFL - Volatility Comparison
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Volatility by Period
| GTPE | INFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.71% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.95% | 16.38% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.95% | 17.74% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 17.59% | +0.36% |
GTPE vs. INFL - Expense Ratio Comparison
GTPE has a 0.50% expense ratio, which is lower than INFL's 0.85% expense ratio.
Dividends
GTPE vs. INFL - Dividend Comparison
GTPE has not paid dividends to shareholders, while INFL's dividend yield for the trailing twelve months is around 0.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INFL Horizon Kinetics Inflation Beneficiaries ETF | 0.80% | 1.26% | 1.77% | 1.60% | 1.65% | 0.91% |
Frequently Asked Questions
GTPE and INFL have a correlation of 0.47, 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 0.85% for INFL.
INFL has the higher dividend yield at 0.80%, compared with 0.00% for GTPE.
They also come from different issuers: Goldman Sachs and Horizon Kinetics. Their fees differ too: 0.50% for GTPE and 0.85% for INFL.
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