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JUST vs. GSST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JUST vs. GSST - 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 Goldman Sachs Ultra Short Bond ETF (GSST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JUST achieves a 12.23% return, which is significantly higher than GSST's 1.56% return.


JUST

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

GSST

1D
0.01%
1M
0.31%
YTD
1.56%
6M
1.89%
1Y
4.58%
3Y*
5.52%
5Y*
3.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUST vs. GSST - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JUST
Goldman Sachs JUST U.S. Large Cap Equity ETF
12.23%17.60%23.73%24.86%-17.88%26.89%19.59%12.87%
GSST
Goldman Sachs Ultra Short Bond ETF
1.56%5.20%6.01%6.08%0.13%0.05%1.74%2.65%

Correlation

The correlation between JUST and GSST is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2019

0.02

The correlation between JUST and GSST shifts across timeframes, from 0.02 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JUST vs. GSST — 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

GSST
GSST Risk / Return Rank: 9999
Overall Rank
GSST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GSST Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSST Omega Ratio Rank: 9999
Omega Ratio Rank
GSST Calmar Ratio Rank: 9999
Calmar Ratio Rank
GSST Martin Ratio Rank: 9999
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.

JUST vs. GSST - 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 Goldman Sachs Ultra Short Bond ETF (GSST). 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.


JUSTGSSTDifference
Sharpe ratioReturn per unit of total volatility

-5.43

Sortino ratioReturn per unit of downside risk

-13.04

Omega ratioGain probability vs. loss probability

1.45

3.93

-2.48

Calmar ratioReturn relative to maximum drawdown

3.39

29.79

-26.40

Martin ratioReturn relative to average drawdown

15.75

184.28

-168.54

JUST vs. GSST - Sharpe Ratio Comparison

The current JUST Sharpe Ratio is 2.50, which is lower than the GSST Sharpe Ratio of 7.93. The chart below compares the historical Sharpe Ratios of JUST and GSST, 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


JUSTGSSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

7.93

-5.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

5.99

-5.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

3.79

-3.00

Drawdowns

JUST vs. GSST - Drawdown Comparison

The maximum JUST drawdown since its inception was -33.83%, which is greater than GSST's maximum drawdown of -3.51%. Use the drawdown chart below to compare losses from any high point for JUST and GSST.


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Drawdown Indicators


JUSTGSSTDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-3.51%

-30.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-0.15%

-8.61%

Max Drawdown (3Y)

Largest decline over 3 years

-19.34%

-0.25%

-19.09%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

-1.19%

-23.53%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-5.10%

-0.16%

-4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

0.02%

+1.86%

Volatility

JUST vs. GSST - Volatility Comparison

Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) has a higher volatility of 2.87% compared to Goldman Sachs Ultra Short Bond ETF (GSST) at 0.13%. This indicates that JUST's price experiences larger fluctuations and is considered to be riskier than GSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUSTGSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

0.13%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

0.41%

+8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

0.58%

+11.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

0.63%

+16.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

0.86%

+18.25%

JUST vs. GSST - Expense Ratio Comparison

JUST has a 0.20% expense ratio, which is higher than GSST's 0.16% 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%.


Dividends

JUST vs. GSST - Dividend Comparison

JUST's dividend yield for the trailing twelve months is around 0.93%, less than GSST's 4.32% yield.


PositionTTM20252024202320222021202020192018
GSST
Goldman Sachs Ultra Short Bond ETF
4.32%4.56%5.45%4.98%1.97%0.71%1.12%1.66%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 GSST have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JUST has higher volatility (2.87%) compared to GSST (0.13%). In terms of maximum drawdown, JUST dropped -33.83% vs GSST's -3.51%.

On 5-year performance, JUST leads with 13.36% vs 3.75% for GSST. On fees, GSST is cheaper at 0.16% per year. On volatility, GSST has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JUST has performed better with a 13.36% return vs 3.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSST is cheaper with a 0.16% expense ratio, compared with 0.20% for JUST.

GSST has the higher dividend yield at 4.32%, compared with 0.93% for JUST.

JUST is categorized as Large Cap Growth Equities, while GSST is Ultrashort Bond. Their fees differ too: 0.20% for JUST and 0.16% for GSST.

GSST currently has the higher Sharpe Ratio (7.93 vs 2.50), 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.

Portfolio Optimizer

Find the right allocation for JUST and GSST

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