GVUS vs. IWD

In the year-to-date period, GVUS achieves a 2.55% return, which is significantly higher than IWD's 2.32% return.

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GVUS has a 0.12% expense ratio, which is lower than IWD's 0.19% 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%.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and iShares Russell 1000 Value ETF (IWD). 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.

The current GVUS Sharpe Ratio is 0.64, which is comparable to the IWD Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of GVUS and IWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GVUS's dividend yield for the trailing twelve months is around 1.97%, more than IWD's 1.86% yield.

The maximum GVUS drawdown since its inception was -15.82%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for GVUS and IWD.

Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and iShares Russell 1000 Value ETF (IWD) have volatilities of 4.09% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.