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GXUS vs. VPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXUS vs. VPL - 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 Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

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GXUS vs. VPL - Yearly Performance Comparison


2026 (YTD)202520242023
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
2.30%31.47%4.61%6.23%
VPL
Vanguard FTSE Pacific ETF
8.11%32.66%1.68%6.88%

Returns By Period

In the year-to-date period, GXUS achieves a 2.30% return, which is significantly lower than VPL's 8.11% return.


GXUS

1D
3.21%
1M
-8.13%
YTD
2.30%
6M
7.21%
1Y
26.93%
3Y*
5Y*
10Y*

VPL

1D
3.52%
1M
-10.28%
YTD
8.11%
6M
14.30%
1Y
39.82%
3Y*
16.85%
5Y*
6.86%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXUS vs. VPL - Expense Ratio Comparison

GXUS has a 0.18% expense ratio, which is higher than VPL's 0.08% 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%.


Return for Risk

GXUS vs. VPL — Risk / Return Rank

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

GXUS
GXUS Risk / Return Rank: 7979
Overall Rank
GXUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GXUS Sortino Ratio Rank: 7878
Sortino Ratio Rank
GXUS Omega Ratio Rank: 7878
Omega Ratio Rank
GXUS Calmar Ratio Rank: 8181
Calmar Ratio Rank
GXUS Martin Ratio Rank: 7878
Martin Ratio Rank

VPL
VPL Risk / Return Rank: 9191
Overall Rank
VPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPL Omega Ratio Rank: 9191
Omega Ratio Rank
VPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
VPL Martin Ratio Rank: 9191
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. VPL - 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 Vanguard FTSE Pacific ETF (VPL). 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.


GXUSVPLDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.95

-0.42

Sortino ratio

Return per unit of downside risk

2.01

2.58

-0.57

Omega ratio

Gain probability vs. loss probability

1.30

1.38

-0.08

Calmar ratio

Return relative to maximum drawdown

2.29

2.91

-0.62

Martin ratio

Return relative to average drawdown

8.39

11.94

-3.55

GXUS vs. VPL - Sharpe Ratio Comparison

The current GXUS Sharpe Ratio is 1.53, which is comparable to the VPL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of GXUS and VPL, 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


GXUSVPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.95

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.30

+0.74

Correlation

The correlation between GXUS and VPL is 0.85, 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

GXUS vs. VPL - Dividend Comparison

GXUS's dividend yield for the trailing twelve months is around 2.47%, less than VPL's 3.28% yield.


TTM20252024202320222021202020192018201720162015
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
2.47%2.66%2.87%1.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPL
Vanguard FTSE Pacific ETF
3.28%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Drawdowns

GXUS vs. VPL - Drawdown Comparison

The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for GXUS and VPL.


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Drawdown Indicators


GXUSVPLDifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-55.49%

+41.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-13.33%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-8.61%

-10.28%

+1.67%

Average Drawdown

Average peak-to-trough decline

-2.84%

-11.71%

+8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.25%

-0.13%

Volatility

GXUS vs. VPL - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) is 8.53%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 10.59%. This indicates that GXUS experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXUSVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.53%

10.59%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

14.73%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

20.49%

-2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

16.81%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

17.10%

-2.19%