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GVUS vs. GPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GVUS vs. GPIX - 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 Goldman Sachs S&P 500 Core Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

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GVUS vs. GPIX - Yearly Performance Comparison


2026 (YTD)202520242023
GVUS
Goldman Sachs MarketBeta Russell 1000 Value Equity ETF
1.94%15.90%14.08%5.51%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
-3.19%16.25%21.77%4.27%

Returns By Period

In the year-to-date period, GVUS achieves a 1.94% return, which is significantly higher than GPIX's -3.19% return.


GVUS

1D
2.03%
1M
-4.79%
YTD
1.94%
6M
5.84%
1Y
15.58%
3Y*
5Y*
10Y*

GPIX

1D
2.79%
1M
-4.39%
YTD
-3.19%
6M
-0.02%
1Y
16.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GVUS vs. GPIX - Expense Ratio Comparison

GVUS has a 0.12% expense ratio, which is lower than GPIX's 0.29% expense ratio.


Return for Risk

GVUS vs. GPIX — Risk / Return Rank

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

GVUS
GVUS Risk / Return Rank: 5656
Overall Rank
GVUS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GVUS Sortino Ratio Rank: 5353
Sortino Ratio Rank
GVUS Omega Ratio Rank: 5656
Omega Ratio Rank
GVUS Calmar Ratio Rank: 5353
Calmar Ratio Rank
GVUS Martin Ratio Rank: 6565
Martin Ratio Rank

GPIX
GPIX Risk / Return Rank: 6868
Overall Rank
GPIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7171
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
GPIX Martin Ratio Rank: 7979
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.

GVUS vs. GPIX - 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 Goldman Sachs S&P 500 Core Premium Income ETF (GPIX). 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.


GVUSGPIXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.00

-0.01

Sortino ratio

Return per unit of downside risk

1.45

1.52

-0.07

Omega ratio

Gain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

1.39

1.52

-0.13

Martin ratio

Return relative to average drawdown

6.63

7.97

-1.33

GVUS vs. GPIX - Sharpe Ratio Comparison

The current GVUS Sharpe Ratio is 0.99, which is comparable to the GPIX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of GVUS and GPIX, 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


GVUSGPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.00

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

1.43

-0.20

Correlation

The correlation between GVUS and GPIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GVUS vs. GPIX - Dividend Comparison

GVUS's dividend yield for the trailing twelve months is around 1.77%, less than GPIX's 8.60% yield.


Drawdowns

GVUS vs. GPIX - Drawdown Comparison

The maximum GVUS drawdown since its inception was -15.82%, smaller than the maximum GPIX drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for GVUS and GPIX.


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Drawdown Indicators


GVUSGPIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.82%

-17.50%

+1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-11.54%

-0.46%

Current Drawdown

Current decline from peak

-4.79%

-5.13%

+0.34%

Average Drawdown

Average peak-to-trough decline

-2.11%

-1.54%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.20%

+0.31%

Volatility

GVUS vs. GPIX - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) is 4.35%, while Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) has a volatility of 5.08%. This indicates that GVUS experiences smaller price fluctuations and is considered to be less risky than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GVUSGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

5.08%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

8.42%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.82%

17.02%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

14.07%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

14.07%

-0.65%