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GXUS vs. PATN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXUS vs. PATN - 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 Pacer Nasdaq International Patent Leaders ETF (PATN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXUS achieves a 14.90% return, which is significantly lower than PATN's 40.52% return.


GXUS

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

PATN

1D
-0.39%
1M
16.77%
YTD
40.52%
6M
44.04%
1Y
73.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXUS vs. PATN - Yearly Performance Comparison


Correlation

The correlation between GXUS and PATN 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 Sep 18, 2024

0.85

The correlation between GXUS and PATN has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

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Return for Risk

GXUS vs. PATN — Risk / Return Rank

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

GXUS
GXUS Risk / Return Rank: 5858
Overall Rank
GXUS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GXUS Sortino Ratio Rank: 5656
Sortino Ratio Rank
GXUS Omega Ratio Rank: 5757
Omega Ratio Rank
GXUS Calmar Ratio Rank: 5757
Calmar Ratio Rank
GXUS Martin Ratio Rank: 6060
Martin Ratio Rank

PATN
PATN Risk / Return Rank: 9191
Overall Rank
PATN Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PATN Sortino Ratio Rank: 9191
Sortino Ratio Rank
PATN Omega Ratio Rank: 9191
Omega Ratio Rank
PATN Calmar Ratio Rank: 8888
Calmar Ratio Rank
PATN Martin Ratio Rank: 9090
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.

GXUS vs. PATN - 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 Pacer Nasdaq International Patent Leaders ETF (PATN). 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.


GXUSPATNDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

1.35

1.60

-0.26

Calmar ratioReturn relative to maximum drawdown

2.78

5.11

-2.32

Martin ratioReturn relative to average drawdown

10.51

20.70

-10.19

GXUS vs. PATN - Sharpe Ratio Comparison

The current GXUS Sharpe Ratio is 1.95, which is lower than the PATN Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of GXUS and PATN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GXUSPATNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

3.47

-1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

2.28

-1.03

Drawdowns

GXUS vs. PATN - Drawdown Comparison

The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum PATN drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for GXUS and PATN.


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Drawdown Indicators


GXUSPATNDifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-16.77%

+2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-14.40%

+2.94%

Current Drawdown

Current decline from peak

-0.98%

-0.39%

-0.59%

Average Drawdown

Average peak-to-trough decline

-2.80%

-3.15%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.55%

-0.52%

Volatility

GXUS vs. PATN - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) is 5.42%, while Pacer Nasdaq International Patent Leaders ETF (PATN) has a volatility of 8.84%. This indicates that GXUS experiences smaller price fluctuations and is considered to be less risky than PATN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXUSPATNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

8.84%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

18.16%

-5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

21.18%

-4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

20.85%

-5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

20.85%

-5.63%

GXUS vs. PATN - Expense Ratio Comparison

GXUS has a 0.18% expense ratio, which is lower than PATN's 0.65% expense ratio.


Dividends

GXUS vs. PATN - Dividend Comparison

GXUS's dividend yield for the trailing twelve months is around 2.19%, more than PATN's 1.60% yield.


PositionTTM202520242023
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
2.19%2.66%2.87%1.28%
PATN
Pacer Nasdaq International Patent Leaders ETF
1.60%2.25%0.30%0.00%

Frequently Asked Questions


GXUS and PATN 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.

PATN has higher volatility (8.84%) compared to GXUS (5.42%). In terms of maximum drawdown, GXUS dropped -13.90% vs PATN's -16.77%.

On 1-year performance, PATN leads with 73.16% vs 31.75% for GXUS. On fees, GXUS is cheaper at 0.18% per year. On volatility, GXUS has been the lower-risk option at 5.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PATN has performed better with a 73.16% return vs 31.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXUS is cheaper with a 0.18% expense ratio, compared with 0.65% for PATN.

GXUS has the higher dividend yield at 2.19%, compared with 1.60% for PATN.

GXUS tracks Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net, while PATN tracks Nasdaq International Patent Leaders Index. They also come from different issuers: Goldman Sachs and Pacer. Their fees differ too: 0.18% for GXUS and 0.65% for PATN.

PATN currently has the higher Sharpe Ratio (3.47 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.

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