GUSE vs. GSEW
GUSE (Goldman Sachs Enhanced U.S. Equity ETF) and GSEW (Goldman Sachs Equal Weight U.S. Large Cap Equity ETF) are both Large Cap Blend Equities funds from Goldman Sachs. GUSE is actively managed, while GSEW is passively managed. Their 0.76 correlation means they have sometimes moved together and sometimes differently. GUSE charges 0.30%/yr vs 0.09%/yr for GSEW.
Performance
GUSE vs. GSEW - Performance Comparison
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Returns By Period
In the year-to-date period, GUSE achieves a 11.29% return, which is significantly lower than GSEW's 12.06% return.
GUSE
- 1D
- 0.76%
- 1M
- 0.25%
- 6M
- 9.66%
- YTD
- 11.29%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GSEW
- 1D
- -0.12%
- 1M
- -0.50%
- 6M
- 9.23%
- YTD
- 12.06%
- 1Y
- 17.95%
- 3Y*
- 15.44%
- 5Y*
- 8.49%
- 10Y*
- —
- ALL TIME*
- 11.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.73M | $7.29M | $6.34M | |
| $364.55K | $258.31K | $277.29K |
GUSE vs. GSEW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GUSE Goldman Sachs Enhanced U.S. Equity ETF | 11.29% | 2.38% |
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 12.06% | 2.33% |
Correlation
The correlation between GUSE and GSEW is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.76 |
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Return for Risk
GUSE vs. GSEW — Risk / Return Rank
GUSE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GSEW
GUSE vs. GSEW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Enhanced U.S. Equity ETF (GUSE) and Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW). 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.
| GUSE | GSEW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.16 | — |
| Martin ratioReturn relative to average drawdown | — | 8.34 | — |
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Drawdowns
GUSE vs. GSEW - Drawdown Comparison
The maximum GUSE drawdown since its inception was -8.54%, smaller than the maximum GSEW drawdown of -38.65%. Use the drawdown chart below to compare losses from any high point for GUSE and GSEW.
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Drawdown Indicators
| GUSE | GSEW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.54% | -38.65% | +30.11% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.72% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.74% | — |
Current DrawdownCurrent decline from peak | -1.02% | -1.09% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -1.41% | -5.80% | +4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.00% | — |
Volatility
GUSE vs. GSEW - Volatility Comparison
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Volatility by Period
| GUSE | GSEW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.52% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 12.30% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 16.92% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 19.08% | -5.25% |
GUSE vs. GSEW - Expense Ratio Comparison
GUSE has a 0.30% expense ratio, which is higher than GSEW's 0.09% expense ratio.
Dividends
GUSE vs. GSEW - Dividend Comparison
GUSE's dividend yield for the trailing twelve months is around 0.65%, less than GSEW's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 1.38% | 1.52% | 1.46% | 1.64% | 1.74% | 1.34% | 1.53% | 1.66% | 1.56% | 0.54% |
GUSE Goldman Sachs Enhanced U.S. Equity ETF | 0.65% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GUSE and GSEW have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GSEW is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GSEW is cheaper with a 0.09% expense ratio, compared with 0.30% for GUSE.
GSEW has the higher dividend yield at 1.38%, compared with 0.65% for GUSE.
Their fees differ too: 0.30% for GUSE and 0.09% for GSEW.
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