GUSA vs. GXUS
GUSA (Goldman Sachs MarketBeta U.S. 1000 Equity ETF) and GXUS (Goldman Sachs MarketBeta(R) Total International Equity ETF) are both exchange-traded funds - GUSA is a Large Cap Blend Equities fund tracking the Solactive GBS United States 1000 Index - Benchmark TR Gross, while GXUS is a Foreign Large Cap Equities fund tracking the Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net. Both are passively managed. Over the past year, GUSA returned 27.69% vs 31.75% for GXUS. A 0.70 correlation means they provide meaningful diversification when combined. GUSA charges 0.11%/yr vs 0.18%/yr for GXUS.
Performance
GUSA vs. GXUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GUSA achieves a 10.84% return, which is significantly lower than GXUS's 14.90% return.
GUSA
- 1D
- -0.62%
- 1M
- 5.16%
- YTD
- 10.84%
- 6M
- 10.82%
- 1Y
- 27.69%
- 3Y*
- 22.23%
- 5Y*
- —
- 10Y*
- —
GXUS
- 1D
- -0.98%
- 1M
- 5.14%
- YTD
- 14.90%
- 6M
- 17.66%
- 1Y
- 31.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GUSA vs. GXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GUSA Goldman Sachs MarketBeta U.S. 1000 Equity ETF | 10.84% | 17.51% | 24.46% | 12.98% |
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 14.90% | 31.47% | 4.61% | 6.23% |
Correlation
The correlation between GUSA and GXUS is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | 0.70 |
The correlation between GUSA and GXUS has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GUSA vs. GXUS — Risk / Return Rank
GUSA
GXUS
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.
| GUSA | GXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.78 | +0.30 |
| Martin ratioReturn relative to average drawdown | 14.20 | 10.51 | +3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GUSA | GXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.95 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 1.25 | -0.37 |
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.
Loading charts...
Drawdown Indicators
| GUSA | GXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.61% | -13.90% | -5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -11.46% | +2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.61% | — | — |
Current DrawdownCurrent decline from peak | -0.62% | -0.98% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -2.80% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.03% | -1.08% |
Volatility
GUSA vs. GXUS - Volatility Comparison
The current volatility for Goldman Sachs MarketBeta U.S. 1000 Equity ETF (GUSA) is 3.09%, while Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has a volatility of 5.42%. 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.
Loading charts...
Volatility by Period
| GUSA | GXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 5.42% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 13.11% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 16.33% | -4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 15.22% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 15.22% | +2.05% |
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%.
Dividends
GUSA vs. GXUS - Dividend Comparison
GUSA's dividend yield for the trailing twelve months is around 0.96%, less than GXUS's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GUSA Goldman Sachs MarketBeta U.S. 1000 Equity ETF | 0.96% | 0.99% | 1.16% | 1.36% | 1.00% |
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 2.19% | 2.66% | 2.87% | 1.28% | 0.00% |
Frequently Asked Questions
GUSA and GXUS have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXUS has higher volatility (5.42%) compared to GUSA (3.09%). In terms of maximum drawdown, GUSA dropped -19.61% vs GXUS's -13.90%.
On 1-year performance, GXUS leads with 31.75% vs 27.69% for GUSA. On fees, GUSA is cheaper at 0.11% per year. On volatility, GUSA has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GXUS has performed better with a 31.75% return vs 27.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GUSA is cheaper with a 0.11% expense ratio, compared with 0.18% for GXUS.
GXUS has the higher dividend yield at 2.19%, compared with 0.96% for GUSA.
GUSA is categorized as Large Cap Blend Equities, while GXUS is Foreign Large Cap Equities. GUSA tracks Solactive GBS United States 1000 Index - Benchmark TR Gross, while GXUS tracks Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net. Their fees differ too: 0.11% for GUSA and 0.18% for GXUS.
GUSA currently has the higher Sharpe Ratio (2.28 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GUSA and GXUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer