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GUSA vs. GXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GUSA vs. GXUS - 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 Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS). The values are adjusted to include any dividend payments, if applicable.

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GUSA vs. GXUS - Yearly Performance Comparison


2026 (YTD)202520242023
GUSA
Goldman Sachs MarketBeta U.S. 1000 Equity ETF
-4.40%17.51%24.46%12.98%
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
2.30%31.47%4.61%6.23%

Returns By Period

In the year-to-date period, GUSA achieves a -4.40% return, which is significantly lower than GXUS's 2.30% return.


GUSA

1D
2.88%
1M
-5.10%
YTD
-4.40%
6M
-2.11%
1Y
17.78%
3Y*
18.06%
5Y*
10Y*

GXUS

1D
3.21%
1M
-8.13%
YTD
2.30%
6M
7.21%
1Y
26.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GUSA vs. GXUS - Expense Ratio Comparison

GUSA has a 0.11% expense ratio, which is lower than GXUS's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GUSA vs. GXUS — Risk / Return Rank

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

GUSA
GUSA Risk / Return Rank: 5959
Overall Rank
GUSA Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GUSA Sortino Ratio Rank: 5757
Sortino Ratio Rank
GUSA Omega Ratio Rank: 6060
Omega Ratio Rank
GUSA Calmar Ratio Rank: 5555
Calmar Ratio Rank
GUSA Martin Ratio Rank: 6868
Martin Ratio Rank

GXUS
GXUS Risk / Return Rank: 7979
Overall Rank
GXUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GXUS Sortino Ratio Rank: 7878
Sortino Ratio Rank
GXUS Omega Ratio Rank: 7878
Omega Ratio Rank
GXUS Calmar Ratio Rank: 8181
Calmar Ratio Rank
GXUS Martin Ratio Rank: 7878
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. GXUS - 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 Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS). 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.


GUSAGXUSDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.53

-0.55

Sortino ratio

Return per unit of downside risk

1.49

2.01

-0.53

Omega ratio

Gain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratio

Return relative to maximum drawdown

1.43

2.29

-0.86

Martin ratio

Return relative to average drawdown

6.99

8.39

-1.40

GUSA vs. GXUS - Sharpe Ratio Comparison

The current GUSA Sharpe Ratio is 0.99, which is lower than the GXUS Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of GUSA and GXUS, 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


GUSAGXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.53

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.04

-0.37

Correlation

The correlation between GUSA and GXUS is 0.69, 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. GXUS - Dividend Comparison

GUSA's dividend yield for the trailing twelve months is around 1.11%, less than GXUS's 2.47% yield.


TTM2025202420232022
GUSA
Goldman Sachs MarketBeta U.S. 1000 Equity ETF
1.11%0.99%1.16%1.36%1.00%
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
2.47%2.66%2.87%1.28%0.00%

Drawdowns

GUSA vs. GXUS - Drawdown Comparison

The maximum GUSA drawdown since its inception was -19.61%, which is greater than GXUS's maximum drawdown of -13.90%. Use the drawdown chart below to compare losses from any high point for GUSA and GXUS.


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Drawdown Indicators


GUSAGXUSDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-13.90%

-5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-11.46%

-1.33%

Current Drawdown

Current decline from peak

-6.39%

-8.61%

+2.22%

Average Drawdown

Average peak-to-trough decline

-4.54%

-2.84%

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

3.12%

-0.51%

Volatility

GUSA vs. GXUS - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta U.S. 1000 Equity ETF (GUSA) is 5.42%, while Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has a volatility of 8.53%. This indicates that GUSA experiences smaller price fluctuations and is considered to be less risky than GXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUSAGXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

8.53%

-3.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

11.57%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

17.64%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

14.91%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

14.91%

+2.56%