PortfoliosLab logoPortfoliosLab logo
JUST vs. GQGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JUST vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JUST achieves a 12.23% return, which is significantly higher than GQGU's 6.44% return.


JUST

1D
0.53%
1M
4.51%
YTD
12.23%
6M
12.64%
1Y
29.54%
3Y*
22.47%
5Y*
13.36%
10Y*

GQGU

1D
-0.15%
1M
-1.69%
YTD
6.44%
6M
7.69%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUST vs. GQGU - Yearly Performance Comparison


2026 (YTD)2025
JUST
Goldman Sachs JUST U.S. Large Cap Equity ETF
12.23%9.47%
GQGU
GQG US Equity ETF
6.44%-1.14%

Correlation

The correlation between JUST and GQGU is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

-0.09

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JUST vs. GQGU — Risk / Return Rank

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

JUST
JUST Risk / Return Rank: 7676
Overall Rank
JUST Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JUST Sortino Ratio Rank: 7878
Sortino Ratio Rank
JUST Omega Ratio Rank: 7676
Omega Ratio Rank
JUST Calmar Ratio Rank: 6969
Calmar Ratio Rank
JUST Martin Ratio Rank: 8181
Martin Ratio Rank

GQGU
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.

JUST vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and GQG US Equity ETF (GQGU). 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.


JUSTGQGUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

3.39

Martin ratioReturn relative to average drawdown

15.75

JUST vs. GQGU - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


JUSTGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.58

+0.20

Drawdowns

JUST vs. GQGU - Drawdown Comparison

The maximum JUST drawdown since its inception was -33.83%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for JUST and GQGU.


Loading charts...

Drawdown Indicators


JUSTGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-6.65%

-27.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

Current Drawdown

Current decline from peak

-0.22%

-4.80%

+4.58%

Average Drawdown

Average peak-to-trough decline

-5.10%

-2.55%

-2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

Volatility

JUST vs. GQGU - Volatility Comparison


Loading charts...

Volatility by Period


JUSTGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

10.12%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

10.12%

+6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

10.12%

+8.99%

JUST vs. GQGU - Expense Ratio Comparison

JUST has a 0.20% expense ratio, which is lower than GQGU's 0.49% expense ratio.


Dividends

JUST vs. GQGU - Dividend Comparison

JUST's dividend yield for the trailing twelve months is around 0.93%, less than GQGU's 0.96% yield.


PositionTTM20252024202320222021202020192018
GQGU
GQG US Equity ETF
0.96%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JUST
Goldman Sachs JUST U.S. Large Cap Equity ETF
0.93%1.02%1.11%1.37%1.51%1.07%1.36%1.86%1.11%

Frequently Asked Questions


JUST and GQGU have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JUST is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JUST is cheaper with a 0.20% expense ratio, compared with 0.49% for GQGU.

GQGU has the higher dividend yield at 0.96%, compared with 0.93% for JUST.

They also come from different issuers: Goldman Sachs and GQG Partners. Their fees differ too: 0.20% for JUST and 0.49% for GQGU.

Portfolio Optimizer

Find the right allocation for JUST and GQGU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer