GTPE vs. IOO
GTPE (Goldman Sachs MSCI World Private Equity Return Tracker ETF) and IOO (iShares Global 100 ETF) are both Global Equities funds - GTPE tracks the MSCI World Private Equity Return Tracker Index while IOO tracks the S&P Global 100 Index (Net). Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. GTPE charges 0.50%/yr vs 0.40%/yr for IOO.
Performance
GTPE vs. IOO - Performance Comparison
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Returns By Period
In the year-to-date period, GTPE achieves a 15.58% return, which is significantly higher than IOO's 7.38% return.
GTPE
- 1D
- -1.97%
- 1M
- 0.99%
- YTD
- 15.58%
- 6M
- 13.77%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IOO
- 1D
- -1.40%
- 1M
- -3.92%
- YTD
- 7.38%
- 6M
- 6.92%
- 1Y
- 31.18%
- 3Y*
- 23.11%
- 5Y*
- 15.43%
- 10Y*
- 16.63%
GTPE vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 15.58% | 2.96% |
IOO iShares Global 100 ETF | 7.38% | 5.16% |
Correlation
The correlation between GTPE and IOO is 0.83, 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 | 0.83 |
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Return for Risk
GTPE vs. IOO — Risk / Return Rank
GTPE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IOO
GTPE vs. IOO - 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 iShares Global 100 ETF (IOO). 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 | IOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.15 | — |
| Martin ratioReturn relative to average drawdown | — | 13.53 | — |
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Drawdowns
GTPE vs. IOO - Drawdown Comparison
The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for GTPE and IOO.
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Drawdown Indicators
| GTPE | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.91% | -55.85% | +46.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.94% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.43% | — |
Current DrawdownCurrent decline from peak | -3.31% | -5.61% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -11.25% | +9.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.31% | — |
Volatility
GTPE vs. IOO - Volatility Comparison
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Volatility by Period
| GTPE | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.51% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 14.27% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 17.17% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.73% | +0.34% |
GTPE vs. IOO - Expense Ratio Comparison
GTPE has a 0.50% expense ratio, which is higher than IOO's 0.40% expense ratio.
Dividends
GTPE vs. IOO - Dividend Comparison
GTPE has not paid dividends to shareholders, while IOO's dividend yield for the trailing twelve months is around 0.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IOO iShares Global 100 ETF | 0.86% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
Frequently Asked Questions
GTPE and IOO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IOO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IOO is cheaper with a 0.40% expense ratio, compared with 0.50% for GTPE.
IOO has the higher dividend yield at 0.86%, compared with 0.00% for GTPE.
GTPE tracks MSCI World Private Equity Return Tracker Index, while IOO tracks S&P Global 100 Index (Net). They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.50% for GTPE and 0.40% for IOO.
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