GVUS vs. COF

Last updated Aug 2, 2026

GVUS (Goldman Sachs MarketBeta Russell 1000 Value Equity ETF) is Large Cap Value Equities fund tracking the Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross, while COF (Capital One Financial Corporation) is a stock. Over the past year, GVUS returned 32.63% vs 2.23% for COF. Their 0.62 correlation means they have sometimes moved together and sometimes differently.

Performance

GVUS vs. COF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and Capital One Financial Corporation (COF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GVUS achieves a 20.44% return, which is significantly higher than COF's -13.06% return.

GVUS

• 1D: 0.40%
• 1M: 1.97%
• 6M: 15.29%
• YTD: 20.44%
• 1Y: 32.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.48%

COF

• 1D: -0.54%
• 1M: 1.90%
• 6M: -3.75%
• YTD: -13.06%
• 1Y: 2.23%
• 3Y*: 23.49%
• 5Y*: 7.22%
• 10Y*: 14.17%
• ALL TIME*: 13.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COF Capital One Financial Corporation	$969.01M	$921.17M	$927.22M
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	$3.81M	$1.84M	$668.69K

GVUS vs. COF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	20.44%	15.90%	14.08%	5.51%
COF Capital One Financial Corporation	-13.06%	37.65%	38.24%	19.06%

Correlation

The correlation between GVUS and COF is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.61
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023	0.62

The correlation between GVUS and COF has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.

Return for Risk

GVUS vs. COF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GVUS

GVUS Risk / Return Rank: 94
GVUS Sharpe Ratio Rank: 95
GVUS Sortino Ratio Rank: 94
GVUS Omega Ratio Rank: 94
GVUS Calmar Ratio Rank: 94
GVUS Martin Ratio Rank: 95

COF

COF Risk / Return Rank: 40
COF Sharpe Ratio Rank: 42
COF Sortino Ratio Rank: 37
COF Omega Ratio Rank: 37
COF Calmar Ratio Rank: 43
COF Martin Ratio Rank: 43

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GVUS vs. COF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and Capital One Financial Corporation (COF). 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.

	GVUS	COF	Difference
Sharpe ratio: Return per unit of total volatility	2.76	-0.04	+2.81
Sortino ratio: Return per unit of downside risk	3.88	0.16	+3.72
Omega ratio: Gain probability vs. loss probability	1.50	1.02	+0.48
Calmar ratio: Return relative to maximum drawdown	4.67	-0.04	+4.71
Martin ratio: Return relative to average drawdown	19.95	-0.08	+20.03

GVUS vs. COF - Sharpe Ratio Comparison

The current GVUS Sharpe Ratio is 2.76, which is higher than the COF Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of GVUS and COF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GVUS vs. COF - Drawdown Comparison

The maximum GVUS drawdown since its inception was -15.82%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for GVUS and COF.

Drawdown Indicators

	GVUS	COF	Difference
Max Drawdown Largest peak-to-trough decline	-15.82%	-90.17%	+74.35%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-31.47%	+24.79%
Max Drawdown (3Y) Largest decline over 3 years	—	-31.47%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-50.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-60.25%	—
Current Drawdown Current decline from peak	-0.18%	-18.31%	+18.13%
Average Drawdown Average peak-to-trough decline	-1.92%	-21.49%	+19.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	17.59%	-16.03%

Volatility

GVUS vs. COF - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) is 2.93%, while Capital One Financial Corporation (COF) has a volatility of 9.48%. This indicates that GVUS experiences smaller price fluctuations and is considered to be less risky than COF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GVUS	COF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.93%	9.48%	-6.55%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	24.22%	-15.59%
Volatility (1Y) Calculated over the trailing 1-year period	11.34%	32.21%	-20.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.21%	35.35%	-22.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.21%	37.19%	-23.98%

Dividends

GVUS vs. COF - Dividend Comparison

GVUS's dividend yield for the trailing twelve months is around 1.49%, more than COF's 1.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COF Capital One Financial Corporation	1.44%	1.07%	1.35%	1.83%	2.58%	1.79%	1.01%	1.55%	2.12%	1.61%	1.83%	2.08%
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	1.49%	1.77%	2.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GVUS and COF in my portfolio?

GVUS and COF have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GVUS or COF?

COF has higher volatility (9.48%) compared to GVUS (2.93%). In terms of maximum drawdown, GVUS dropped -15.82% vs COF's -90.17%.

Which has better risk-adjusted returns?

GVUS currently has the higher Sharpe Ratio (2.76 vs -0.04), 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.