JDIV vs. GSWO

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Dividend Leaders ETF (JDIV) and Goldman Sachs ActiveBeta World Equity ETF (GSWO).

JDIV and GSWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JDIV is an actively managed fund by JPMorgan. It was launched on Sep 25, 2024. GSWO is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. It was launched on Mar 15, 2022.

Performance

JDIV vs. GSWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Dividend Leaders ETF (JDIV) and Goldman Sachs ActiveBeta World Equity ETF (GSWO). The values are adjusted to include any dividend payments, if applicable.

JDIV vs. GSWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JDIV JPMorgan Dividend Leaders ETF	-1.43%	18.98%	-5.27%
GSWO Goldman Sachs ActiveBeta World Equity ETF	-2.17%	18.97%	-2.09%

Returns By Period

In the year-to-date period, JDIV achieves a -1.43% return, which is significantly higher than GSWO's -2.17% return.

JDIV

• 1D: 2.66%
• 1M: -6.69%
• YTD: -1.43%
• 6M: -0.78%
• 1Y: 14.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GSWO

• 1D: 2.87%
• 1M: -5.76%
• YTD: -2.17%
• 6M: -0.46%
• 1Y: 11.32%
• 3Y*: 14.53%
• 5Y*: —
• 10Y*: —

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

JDIV vs. GSWO - Expense Ratio Comparison

JDIV has a 0.47% expense ratio, which is higher than GSWO's 0.25% expense ratio.

JDIV

JPMorgan Dividend Leaders ETF

GSWO

Goldman Sachs ActiveBeta World Equity ETF

Return for Risk

JDIV vs. GSWO — Risk / Return Rank

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

JDIV

JDIV Risk / Return Rank: 51
JDIV Sharpe Ratio Rank: 48
JDIV Sortino Ratio Rank: 49
JDIV Omega Ratio Rank: 52
JDIV Calmar Ratio Rank: 50
JDIV Martin Ratio Rank: 56

GSWO

GSWO Risk / Return Rank: 48
GSWO Sharpe Ratio Rank: 45
GSWO Sortino Ratio Rank: 44
GSWO Omega Ratio Rank: 47
GSWO Calmar Ratio Rank: 48
GSWO Martin Ratio Rank: 56

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.

JDIV vs. GSWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Dividend Leaders ETF (JDIV) 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.

	JDIV	GSWO	Difference
Sharpe ratio Return per unit of total volatility	0.89	0.84	+0.05
Sortino ratio Return per unit of downside risk	1.36	1.24	+0.12
Omega ratio Gain probability vs. loss probability	1.20	1.18	+0.02
Calmar ratio Return relative to maximum drawdown	1.31	1.24	+0.07
Martin ratio Return relative to average drawdown	5.57	5.62	-0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JDIV vs. GSWO - Sharpe Ratio Comparison

The current JDIV Sharpe Ratio is 0.89, which is comparable to the GSWO Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of JDIV and GSWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JDIV	GSWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	0.84	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.77	-0.25

Correlation

The correlation between JDIV and GSWO 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

JDIV vs. GSWO - Dividend Comparison

JDIV's dividend yield for the trailing twelve months is around 2.22%, more than GSWO's 1.83% yield.

	TTM	2025	2024	2023	2022
JDIV JPMorgan Dividend Leaders ETF	2.22%	2.15%	0.36%	0.00%	0.00%
GSWO Goldman Sachs ActiveBeta World Equity ETF	1.83%	1.74%	1.75%	2.06%	1.73%

Drawdowns

JDIV vs. GSWO - Drawdown Comparison

The maximum JDIV drawdown since its inception was -13.34%, smaller than the maximum GSWO drawdown of -17.77%. Use the drawdown chart below to compare losses from any high point for JDIV and GSWO.

Drawdown Indicators

	JDIV	GSWO	Difference
Max Drawdown Largest peak-to-trough decline	-13.34%	-17.77%	+4.43%
Max Drawdown (1Y) Largest decline over 1 year	-10.96%	-9.50%	-1.46%
Current Drawdown Current decline from peak	-6.87%	-6.31%	-0.56%
Average Drawdown Average peak-to-trough decline	-2.02%	-3.35%	+1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	2.10%	+0.49%

Volatility

JDIV vs. GSWO - Volatility Comparison

JPMorgan Dividend Leaders ETF (JDIV) and Goldman Sachs ActiveBeta World Equity ETF (GSWO) have volatilities of 5.76% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JDIV	GSWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	5.76%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	9.03%	8.20%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	15.81%	13.60%	+2.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.18%	12.98%	+1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.18%	12.98%	+1.20%