ISRA vs. GSWO
ISRA (VanEck Israel ETF) and GSWO (Goldman Sachs ActiveBeta World Equity ETF) are both Global Equities funds - ISRA tracks the BlueStar Israel Global Index while GSWO tracks the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, ISRA returned 26.30%/yr vs 18.70%/yr for GSWO. A 0.66 correlation means they provide meaningful diversification when combined. ISRA charges 0.59%/yr vs 0.25%/yr for GSWO.
Performance
ISRA vs. GSWO - Performance Comparison
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Returns By Period
In the year-to-date period, ISRA achieves a 14.05% return, which is significantly higher than GSWO's 11.00% return.
ISRA
- 1D
- -2.47%
- 1M
- -1.80%
- YTD
- 14.05%
- 6M
- 17.88%
- 1Y
- 41.95%
- 3Y*
- 26.30%
- 5Y*
- 9.13%
- 10Y*
- 10.83%
GSWO
- 1D
- -0.71%
- 1M
- 4.81%
- YTD
- 11.00%
- 6M
- 11.56%
- 1Y
- 20.17%
- 3Y*
- 18.70%
- 5Y*
- —
- 10Y*
- —
ISRA vs. GSWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ISRA VanEck Israel ETF | 14.05% | 36.98% | 26.03% | -0.08% | -19.48% |
GSWO Goldman Sachs ActiveBeta World Equity ETF | 11.00% | 18.97% | 15.29% | 16.28% | -6.15% |
Correlation
The correlation between ISRA and GSWO is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.66 |
The correlation between ISRA and GSWO shifts across timeframes, from 0.55 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ISRA vs. GSWO — Risk / Return Rank
ISRA
GSWO
ISRA vs. GSWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Israel ETF (ISRA) and Goldman Sachs ActiveBeta World Equity ETF (GSWO). 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.
| ISRA | GSWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 2.27 | +1.56 |
| Martin ratioReturn relative to average drawdown | 14.53 | 10.87 | +3.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISRA | GSWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.88 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.99 | -0.52 |
Drawdowns
ISRA vs. GSWO - Drawdown Comparison
The maximum ISRA drawdown since its inception was -45.02%, which is greater than GSWO's maximum drawdown of -17.77%. Use the drawdown chart below to compare losses from any high point for ISRA and GSWO.
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Drawdown Indicators
| ISRA | GSWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.02% | -17.77% | -27.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -8.93% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -9.97% | -17.77% |
Max Drawdown (5Y)Largest decline over 5 years | -45.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.02% | — | — |
Current DrawdownCurrent decline from peak | -4.73% | -0.71% | -4.02% |
Average DrawdownAverage peak-to-trough decline | -11.19% | -3.25% | -7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.86% | +1.04% |
Volatility
ISRA vs. GSWO - Volatility Comparison
VanEck Israel ETF (ISRA) has a higher volatility of 5.30% compared to Goldman Sachs ActiveBeta World Equity ETF (GSWO) at 3.22%. This indicates that ISRA's price experiences larger fluctuations and is considered to be riskier than GSWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISRA | GSWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 3.22% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 9.02% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.84% | 10.75% | +10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 12.96% | +8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.91% | 12.96% | +7.95% |
ISRA vs. GSWO - Expense Ratio Comparison
ISRA has a 0.59% expense ratio, which is higher than GSWO's 0.25% expense ratio.
Dividends
ISRA vs. GSWO - Dividend Comparison
ISRA's dividend yield for the trailing twelve months is around 1.30%, less than GSWO's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.61% | 1.74% | 1.75% | 2.06% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISRA VanEck Israel ETF | 1.30% | 1.48% | 1.21% | 1.89% | 1.36% | 1.28% | 0.17% | 1.38% | 0.76% | 1.58% | 1.62% | 1.31% |
Frequently Asked Questions
ISRA and GSWO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISRA has higher volatility (5.30%) compared to GSWO (3.22%). In terms of maximum drawdown, ISRA dropped -45.02% vs GSWO's -17.77%.
On 3-year performance, ISRA leads with 26.30% vs 18.70% for GSWO. On fees, GSWO is cheaper at 0.25% per year. On volatility, GSWO has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ISRA has performed better with a 26.30% return vs 18.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSWO is cheaper with a 0.25% expense ratio, compared with 0.59% for ISRA.
GSWO has the higher dividend yield at 1.61%, compared with 1.30% for ISRA.
ISRA tracks BlueStar Israel Global Index, while GSWO tracks Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. They also come from different issuers: VanEck and Goldman Sachs. Their fees differ too: 0.59% for ISRA and 0.25% for GSWO.
ISRA currently has the higher Sharpe Ratio (2.02 vs 1.88), 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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