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GVLE vs. GVIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GVLE vs. GVIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Value Opportunities ETF (GVLE) and Goldman Sachs Hedge Industry VIP ETF (GVIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GVLE achieves a 15.66% return, which is significantly higher than GVIP's 14.44% return.


GVLE

1D
0.36%
1M
2.13%
6M
12.60%
YTD
15.66%
1Y
3Y*
5Y*
10Y*

GVIP

1D
-2.26%
1M
0.04%
6M
10.98%
YTD
14.44%
1Y
28.81%
3Y*
27.08%
5Y*
12.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GVLE vs. GVIP - Yearly Performance Comparison


Correlation

The correlation between GVLE and GVIP is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.79

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Return for Risk

GVLE vs. GVIP — Risk / Return Rank

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

GVLE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GVIP
GVIP Risk / Return Rank: 5050
Overall Rank
GVIP Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GVIP Sortino Ratio Rank: 4545
Sortino Ratio Rank
GVIP Omega Ratio Rank: 4747
Omega Ratio Rank
GVIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
GVIP Martin Ratio Rank: 6060
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.

GVLE vs. GVIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Value Opportunities ETF (GVLE) and Goldman Sachs Hedge Industry VIP ETF (GVIP). 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.


GVLEGVIPDifference
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

2.12

Martin ratioReturn relative to average drawdown

8.35

GVLE vs. GVIP - Sharpe Ratio Comparison


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Drawdowns

GVLE vs. GVIP - Drawdown Comparison

The maximum GVLE drawdown since its inception was -7.88%, smaller than the maximum GVIP drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for GVLE and GVIP.


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Drawdown Indicators


GVLEGVIPDifference

Max Drawdown

Largest peak-to-trough decline

-7.88%

-37.09%

+29.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

Max Drawdown (3Y)

Largest decline over 3 years

-23.29%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

Current Drawdown

Current decline from peak

-0.49%

-7.55%

+7.06%

Average Drawdown

Average peak-to-trough decline

-1.22%

-7.55%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

Volatility

GVLE vs. GVIP - Volatility Comparison


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Volatility by Period


GVLEGVIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.62%

Volatility (6M)

Calculated over the trailing 6-month period

18.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.99%

21.81%

-7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

21.99%

-8.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.99%

21.91%

-7.92%

GVLE vs. GVIP - Expense Ratio Comparison

Both GVLE and GVIP have an expense ratio of 0.45%.


Dividends

GVLE vs. GVIP - Dividend Comparison

GVLE's dividend yield for the trailing twelve months is around 1.01%, more than GVIP's 0.29% yield.


PositionTTM2025202420232022202120202019201820172016
GVIP
Goldman Sachs Hedge Industry VIP ETF
0.29%0.34%0.29%0.77%0.02%0.00%0.12%0.77%0.44%0.45%0.08%
GVLE
Goldman Sachs Value Opportunities ETF
1.01%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GVLE and GVIP have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GVLE and GVIP have the same expense ratio: 0.45% per year.

GVLE has the higher dividend yield at 1.01%, compared with 0.29% for GVIP.

GVLE is categorized as Large Cap Value Equities, while GVIP is Large Cap Growth Equities.

Portfolio Optimizer

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