GTPE vs. VXUS
GTPE (Goldman Sachs MSCI World Private Equity Return Tracker ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds - GTPE tracks the MSCI World Private Equity Return Tracker Index while VXUS tracks the FTSE Global All Cap ex US Index. Both are passively managed. Their correlation of 0.87 suggests significant overlap in exposure. GTPE charges 0.50%/yr vs 0.05%/yr for VXUS.
Performance
GTPE vs. VXUS - 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 VXUS's 12.51% return.
GTPE
- 1D
- -1.97%
- 1M
- 0.99%
- YTD
- 15.58%
- 6M
- 13.77%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- -3.04%
- 1M
- 0.39%
- YTD
- 12.51%
- 6M
- 12.35%
- 1Y
- 29.41%
- 3Y*
- 18.90%
- 5Y*
- 8.35%
- 10Y*
- 10.23%
GTPE vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 15.58% | 2.96% |
VXUS Vanguard Total International Stock ETF | 12.51% | 3.43% |
Correlation
The correlation between GTPE and VXUS 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 |
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Return for Risk
GTPE vs. VXUS — Risk / Return Rank
GTPE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VXUS
GTPE vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.62 | — |
| Martin ratioReturn relative to average drawdown | — | 10.07 | — |
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Drawdowns
GTPE vs. VXUS - Drawdown Comparison
The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for GTPE and VXUS.
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Drawdown Indicators
| GTPE | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.91% | -35.97% | +27.06% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.27% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -3.31% | -3.04% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -8.20% | +6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.93% | — |
Volatility
GTPE vs. VXUS - Volatility Comparison
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Volatility by Period
| GTPE | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.07% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.44% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 16.36% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 16.27% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.03% | +1.04% |
GTPE vs. VXUS - Expense Ratio Comparison
GTPE has a 0.50% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Dividends
GTPE vs. VXUS - Dividend Comparison
GTPE has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.59%.
| 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% |
VXUS Vanguard Total International Stock ETF | 2.59% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
GTPE and VXUS 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, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.50% for GTPE.
VXUS has the higher dividend yield at 2.59%, compared with 0.00% for GTPE.
GTPE tracks MSCI World Private Equity Return Tracker Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.50% for GTPE and 0.05% for VXUS.
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