GXUS vs. GVUS

Last updated Jun 4, 2026

GXUS (Goldman Sachs MarketBeta(R) Total International Equity ETF) and GVUS (Goldman Sachs MarketBeta Russell 1000 Value Equity ETF) are both exchange-traded funds - GXUS is a Foreign Large Cap Equities fund tracking the Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net, while GVUS is a Large Cap Value Equities fund tracking the Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross. Both are passively managed. Over the past year, GXUS returned 31.75% vs 28.22% for GVUS. A 0.65 correlation means they provide meaningful diversification when combined. GXUS charges 0.18%/yr vs 0.12%/yr for GVUS.

Performance

GXUS vs. GVUS - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with GXUS having a 14.90% return and GVUS slightly lower at 14.24%.

GXUS

• 1D: -0.98%
• 1M: 5.14%
• YTD: 14.90%
• 6M: 17.66%
• 1Y: 31.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GVUS

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

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

GXUS vs. GVUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF	14.90%	31.47%	4.61%	4.81%
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	14.24%	15.90%	14.08%	5.51%

Correlation

The correlation between GXUS and GVUS is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (All Time) Calculated using the full available price history since Dec 1, 2023	0.65

The correlation between GXUS and GVUS has been stable across timeframes, ranging from 0.65 to 0.66 - a consistent structural relationship.

Return for Risk

GXUS vs. GVUS — Risk / Return Rank

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

GXUS

GXUS Risk / Return Rank: 58
GXUS Sharpe Ratio Rank: 58
GXUS Sortino Ratio Rank: 56
GXUS Omega Ratio Rank: 57
GXUS Calmar Ratio Rank: 57
GXUS Martin Ratio Rank: 60

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

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.

GXUS vs. GVUS - Risk-Adjusted Trends Comparison

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

	GXUS	GVUS	Difference
Sharpe ratio Return per unit of total volatility	1.95	2.61	-0.66
Sortino ratio Return per unit of downside risk	2.67	3.71	-1.04
Omega ratio Gain probability vs. loss probability	1.35	1.47	-0.12
Calmar ratio Return relative to maximum drawdown	2.78	4.24	-1.46
Martin ratio Return relative to average drawdown	10.51	17.70	-7.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GXUS vs. GVUS - Sharpe Ratio Comparison

The current GXUS Sharpe Ratio is 1.95, which is comparable to the GVUS Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of GXUS and GVUS, 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

	GXUS	GVUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	2.61	-0.66
Sharpe Ratio (All Time) Calculated using the full available price history	1.25	1.55	-0.30

Drawdowns

GXUS vs. GVUS - Drawdown Comparison

The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum GVUS drawdown of -15.82%. Use the drawdown chart below to compare losses from any high point for GXUS and GVUS.

Drawdown Indicators

	GXUS	GVUS	Difference
Max Drawdown Largest peak-to-trough decline	-13.90%	-15.82%	+1.92%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-6.68%	-4.78%
Current Drawdown Current decline from peak	-0.98%	0.00%	-0.98%
Average Drawdown Average peak-to-trough decline	-2.80%	-2.01%	-0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	1.60%	+1.43%

Volatility

GXUS vs. GVUS - Volatility Comparison

Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has a higher volatility of 5.42% compared to Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) at 3.01%. This indicates that GXUS's price experiences larger fluctuations and is considered to be riskier than GVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GXUS	GVUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	3.01%	+2.41%
Volatility (6M) Calculated over the trailing 6-month period	13.11%	8.14%	+4.97%
Volatility (1Y) Calculated over the trailing 1-year period	16.33%	10.86%	+5.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.22%	13.28%	+1.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.22%	13.28%	+1.94%

GXUS vs. GVUS - Expense Ratio Comparison

GXUS has a 0.18% expense ratio, which is higher than GVUS's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

GXUS vs. GVUS - Dividend Comparison

GXUS's dividend yield for the trailing twelve months is around 2.19%, more than GVUS's 1.58% yield.

Position	TTM	2025	2024	2023
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	1.58%	1.77%	2.04%	0.00%
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF	2.19%	2.66%	2.87%	1.28%

Frequently Asked Questions

Can I hold both GXUS and GVUS in my portfolio?

GXUS and GVUS have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GXUS or GVUS?

GXUS has higher volatility (5.42%) compared to GVUS (3.01%). In terms of maximum drawdown, GXUS dropped -13.90% vs GVUS's -15.82%.

Which ETF is better, GXUS or GVUS?

On 1-year performance, GXUS leads with 31.75% 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, GXUS or GVUS?

Over the 1-year period, GXUS has performed better with a 31.75% return vs 28.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GXUS or GVUS?

GVUS is cheaper with a 0.12% expense ratio, compared with 0.18% for GXUS.

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

GXUS has the higher dividend yield at 2.19%, compared with 1.58% for GVUS.

What is the main difference between GXUS and GVUS?

GXUS is categorized as Foreign Large Cap Equities, while GVUS is Large Cap Value Equities. GXUS tracks Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net, while GVUS tracks Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross. Their fees differ too: 0.18% for GXUS and 0.12% for GVUS.

Which has better risk-adjusted returns?

GVUS currently has the higher Sharpe Ratio (2.61 vs 1.95), 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.