GVUS vs. ROE

Last updated Jun 4, 2026

GVUS (Goldman Sachs MarketBeta Russell 1000 Value Equity ETF) and ROE (Astoria US Equal Weight Quality Kings ETF) are both Large Cap Value Equities funds. GVUS is passively managed, while ROE is actively managed. Over the past year, GVUS returned 28.22% vs 37.99% for ROE. Their correlation of 0.86 suggests significant overlap in exposure. GVUS charges 0.12%/yr vs 0.49%/yr for ROE.

Performance

GVUS vs. ROE - 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 Astoria US Equal Weight Quality Kings ETF (ROE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GVUS achieves a 14.24% return, which is significantly lower than ROE's 20.98% return.

GVUS

• 1D: 0.03%
• 1M: 4.34%
• YTD: 14.24%
• 6M: 14.89%
• 1Y: 28.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ROE

• 1D: -0.04%
• 1M: 8.10%
• YTD: 20.98%
• 6M: 21.56%
• 1Y: 37.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GVUS vs. ROE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	14.24%	15.90%	14.08%	5.51%
ROE Astoria US Equal Weight Quality Kings ETF	20.98%	17.20%	18.34%	6.41%

Correlation

The correlation between GVUS and ROE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Dec 1, 2023	0.86

The correlation between GVUS and ROE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

GVUS vs. ROE - Sectors Allocation Comparison

Sectors	GVUS	ROE
Financial Services	19.2%	11.7%
Technology	15.0%	36.1%
Industrials	13.1%	9.8%
Healthcare	10.8%	8.7%
Communication Services	8.5%	10.6%
Consumer Cyclical	7.3%	9.4%
Consumer Defensive	7.1%	4.7%
Energy	6.9%	3.5%
Utilities	4.3%	1.9%
Real Estate	4.0%	1.9%
Basic Materials	3.8%	1.8%

Return for Risk

GVUS vs. ROE — Risk / Return Rank

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

GVUS

GVUS Risk / Return Rank: 82
GVUS Sharpe Ratio Rank: 81
GVUS Sortino Ratio Rank: 83
GVUS Omega Ratio Rank: 80
GVUS Calmar Ratio Rank: 82
GVUS Martin Ratio Rank: 85

ROE

ROE Risk / Return Rank: 83
ROE Sharpe Ratio Rank: 84
ROE Sortino Ratio Rank: 82
ROE Omega Ratio Rank: 80
ROE Calmar Ratio Rank: 83
ROE Martin Ratio Rank: 89

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. ROE - 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 Astoria US Equal Weight Quality Kings ETF (ROE). 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.

	GVUS	ROE	Difference
Sharpe ratio: Return per unit of total volatility	2.61	2.74	-0.13
Sortino ratio: Return per unit of downside risk	3.71	3.69	+0.02
Omega ratio: Gain probability vs. loss probability	1.47	1.48	-0.01
Calmar ratio: Return relative to maximum drawdown	4.24	4.41	-0.17
Martin ratio: Return relative to average drawdown	17.70	19.92	-2.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GVUS vs. ROE - Sharpe Ratio Comparison

The current GVUS Sharpe Ratio is 2.61, which is comparable to the ROE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of GVUS and ROE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GVUS	ROE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	2.74	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	1.39	+0.16

Drawdowns

GVUS vs. ROE - Drawdown Comparison

The maximum GVUS drawdown since its inception was -15.82%, smaller than the maximum ROE drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for GVUS and ROE.

Drawdown Indicators

	GVUS	ROE	Difference
Max Drawdown Largest peak-to-trough decline	-15.82%	-19.10%	+3.28%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-8.66%	+1.98%
Current Drawdown Current decline from peak	0.00%	-0.04%	+0.04%
Average Drawdown Average peak-to-trough decline	-2.01%	-2.59%	+0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	1.91%	-0.31%

Volatility

GVUS vs. ROE - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) is 3.01%, while Astoria US Equal Weight Quality Kings ETF (ROE) has a volatility of 3.79%. This indicates that GVUS experiences smaller price fluctuations and is considered to be less risky than ROE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GVUS	ROE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	3.79%	-0.78%
Volatility (6M) Calculated over the trailing 6-month period	8.14%	10.66%	-2.52%
Volatility (1Y) Calculated over the trailing 1-year period	10.86%	13.94%	-3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.28%	15.78%	-2.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.28%	15.78%	-2.50%

GVUS vs. ROE - Expense Ratio Comparison

GVUS has a 0.12% expense ratio, which is lower than ROE's 0.49% expense ratio.

Dividends

GVUS vs. ROE - Dividend Comparison

GVUS's dividend yield for the trailing twelve months is around 1.58%, more than ROE's 0.94% yield.

Position	TTM	2025	2024	2023
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	1.58%	1.77%	2.04%	0.00%
ROE Astoria US Equal Weight Quality Kings ETF	0.94%	0.97%	1.18%	0.68%

Frequently Asked Questions

Can I hold both GVUS and ROE in my portfolio?

GVUS and ROE have a correlation of 0.84, 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 ROE?

ROE has higher volatility (3.79%) compared to GVUS (3.01%). In terms of maximum drawdown, GVUS dropped -15.82% vs ROE's -19.10%.

Which ETF is better, GVUS or ROE?

On 1-year performance, ROE leads with 37.99% vs 28.22% for GVUS. On fees, GVUS is cheaper at 0.12% per year. On volatility, GVUS has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GVUS or ROE?

Over the 1-year period, ROE has performed better with a 37.99% return vs 28.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GVUS or ROE?

GVUS is cheaper with a 0.12% expense ratio, compared with 0.49% for ROE.

Which ETF pays a higher dividend yield, GVUS or ROE?

GVUS has the higher dividend yield at 1.58%, compared with 0.94% for ROE.

What is the main difference between GVUS and ROE?

They also come from different issuers: Goldman Sachs and Astoria. Their fees differ too: 0.12% for GVUS and 0.49% for ROE.

Which has better risk-adjusted returns?

ROE currently has the higher Sharpe Ratio (2.74 vs 2.61), 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.