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GUSA vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GUSA vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta U.S. 1000 Equity ETF (GUSA) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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GUSA vs. FTAG - Yearly Performance Comparison


2026 (YTD)2025202420232022
GUSA
Goldman Sachs MarketBeta U.S. 1000 Equity ETF
-3.54%17.51%24.46%26.61%-12.69%
FTAG
First Trust Indxx Global Agriculture ETF
12.78%14.82%-6.72%-7.28%-14.98%

Returns By Period

In the year-to-date period, GUSA achieves a -3.54% return, which is significantly lower than FTAG's 12.78% return.


GUSA

1D
0.09%
1M
-3.42%
YTD
-3.54%
6M
-1.65%
1Y
17.32%
3Y*
18.27%
5Y*
10Y*

FTAG

1D
0.00%
1M
2.22%
YTD
12.78%
6M
14.61%
1Y
23.86%
3Y*
2.96%
5Y*
1.71%
10Y*
5.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GUSA vs. FTAG - Expense Ratio Comparison

GUSA has a 0.11% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Return for Risk

GUSA vs. FTAG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GUSA
GUSA Risk / Return Rank: 5252
Overall Rank
GUSA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GUSA Sortino Ratio Rank: 5252
Sortino Ratio Rank
GUSA Omega Ratio Rank: 5555
Omega Ratio Rank
GUSA Calmar Ratio Rank: 4545
Calmar Ratio Rank
GUSA Martin Ratio Rank: 5858
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 6868
Overall Rank
FTAG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTAG Omega Ratio Rank: 6969
Omega Ratio Rank
FTAG Calmar Ratio Rank: 6969
Calmar Ratio Rank
FTAG Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GUSA vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta U.S. 1000 Equity ETF (GUSA) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


GUSAFTAGDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.37

-0.41

Sortino ratio

Return per unit of downside risk

1.45

2.01

-0.55

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.05

Calmar ratio

Return relative to maximum drawdown

1.44

2.14

-0.70

Martin ratio

Return relative to average drawdown

6.92

6.41

+0.51

GUSA vs. FTAG - Sharpe Ratio Comparison

The current GUSA Sharpe Ratio is 0.96, which is comparable to the FTAG Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GUSA and FTAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GUSAFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.37

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

-0.33

+1.01

Correlation

The correlation between GUSA and FTAG is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GUSA vs. FTAG - Dividend Comparison

GUSA's dividend yield for the trailing twelve months is around 1.10%, less than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
GUSA
Goldman Sachs MarketBeta U.S. 1000 Equity ETF
1.10%0.99%1.16%1.36%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

GUSA vs. FTAG - Drawdown Comparison

The maximum GUSA drawdown since its inception was -19.61%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for GUSA and FTAG.


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Drawdown Indicators


GUSAFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-90.89%

+71.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-9.25%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-5.55%

-78.19%

+72.64%

Average Drawdown

Average peak-to-trough decline

-4.54%

-71.17%

+66.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.67%

-1.01%

Volatility

GUSA vs. FTAG - Volatility Comparison

Goldman Sachs MarketBeta U.S. 1000 Equity ETF (GUSA) has a higher volatility of 5.35% compared to First Trust Indxx Global Agriculture ETF (FTAG) at 4.92%. This indicates that GUSA's price experiences larger fluctuations and is considered to be riskier than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUSAFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.92%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

10.70%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

17.48%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

17.37%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

19.92%

-2.47%