JUST vs. HYP
JUST (Goldman Sachs JUST U.S. Large Cap Equity ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. JUST is passively managed, while HYP is actively managed. A 0.67 correlation means they provide meaningful diversification when combined. JUST charges 0.20%/yr vs 0.85%/yr for HYP.
Performance
JUST vs. HYP - Performance Comparison
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Returns By Period
In the year-to-date period, JUST achieves a 11.11% return, which is significantly lower than HYP's 33.57% return.
JUST
- 1D
- 1.07%
- 1M
- 2.31%
- YTD
- 11.11%
- 6M
- 12.74%
- 1Y
- 27.82%
- 3Y*
- 20.91%
- 5Y*
- 13.44%
- 10Y*
- —
HYP
- 1D
- 3.85%
- 1M
- 9.54%
- YTD
- 33.57%
- 6M
- 36.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JUST vs. HYP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | 11.11% | 2.87% |
HYP Golden Eagle Dynamic Hypergrowth ETF | 33.57% | -6.61% |
Correlation
The correlation between JUST and HYP is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025 | 0.67 |
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Return for Risk
JUST vs. HYP — Risk / Return Rank
JUST
HYP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JUST vs. HYP - 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 Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JUST | HYP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | — | — |
| Martin ratioReturn relative to average drawdown | 14.38 | — | — |
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Drawdowns
JUST vs. HYP - Drawdown Comparison
The maximum JUST drawdown since its inception was -33.83%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for JUST and HYP.
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Drawdown Indicators
| JUST | HYP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.83% | -19.58% | -14.25% |
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 DrawdownCurrent decline from peak | -1.21% | -0.61% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -6.47% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | — | — |
Volatility
JUST vs. HYP - Volatility Comparison
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Volatility by Period
| JUST | HYP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 43.01% | -30.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 43.01% | -26.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.12% | 43.01% | -23.89% |
JUST vs. HYP - Expense Ratio Comparison
JUST has a 0.20% expense ratio, which is lower than HYP's 0.85% expense ratio.
Dividends
JUST vs. HYP - Dividend Comparison
JUST's dividend yield for the trailing twelve months is around 0.94%, more than HYP's 0.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
HYP Golden Eagle Dynamic Hypergrowth ETF | 0.10% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | 0.94% | 1.02% | 1.11% | 1.37% | 1.51% | 1.07% | 1.36% | 1.86% | 1.11% |
Frequently Asked Questions
JUST and HYP have a correlation of 0.67, 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 0.85% for HYP.
JUST has the higher dividend yield at 0.94%, compared with 0.10% for HYP.
They also come from different issuers: Goldman Sachs and Golden Eagle. Their fees differ too: 0.20% for JUST and 0.85% for HYP.
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