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JUST vs. USSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JUST and USSG is 0.98, 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.


Performance

JUST vs. USSG - 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 Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JUST:

0.43

USSG:

0.38

Sortino Ratio

JUST:

0.77

USSG:

0.68

Omega Ratio

JUST:

1.11

USSG:

1.10

Calmar Ratio

JUST:

0.46

USSG:

0.39

Martin Ratio

JUST:

1.73

USSG:

1.38

Ulcer Index

JUST:

5.08%

USSG:

5.68%

Daily Std Dev

JUST:

19.24%

USSG:

20.14%

Max Drawdown

JUST:

-33.83%

USSG:

-34.10%

Current Drawdown

JUST:

-8.31%

USSG:

-8.55%

Returns By Period

In the year-to-date period, JUST achieves a -3.55% return, which is significantly higher than USSG's -4.24% return.


JUST

YTD

-3.55%

1M

7.55%

6M

-5.36%

1Y

8.05%

5Y*

15.16%

10Y*

N/A

USSG

YTD

-4.24%

1M

8.05%

6M

-6.96%

1Y

7.22%

5Y*

15.47%

10Y*

N/A

*Annualized

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JUST vs. USSG - Expense Ratio Comparison

JUST has a 0.20% expense ratio, which is higher than USSG's 0.10% 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%.


Risk-Adjusted Performance

JUST vs. USSG — Risk-Adjusted Performance Rank

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

JUST
The Risk-Adjusted Performance Rank of JUST is 5656
Overall Rank
The Sharpe Ratio Rank of JUST is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of JUST is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JUST is 5757
Omega Ratio Rank
The Calmar Ratio Rank of JUST is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JUST is 5656
Martin Ratio Rank

USSG
The Risk-Adjusted Performance Rank of USSG is 5050
Overall Rank
The Sharpe Ratio Rank of USSG is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of USSG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of USSG is 5050
Omega Ratio Rank
The Calmar Ratio Rank of USSG is 5353
Calmar Ratio Rank
The Martin Ratio Rank of USSG is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JUST vs. USSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). 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.


The current JUST Sharpe Ratio is 0.43, which is comparable to the USSG Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of JUST and USSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

JUST vs. USSG - Dividend Comparison

JUST's dividend yield for the trailing twelve months is around 1.16%, less than USSG's 1.21% yield.


TTM2024202320222021202020192018
JUST
Goldman Sachs JUST U.S. Large Cap Equity ETF
1.16%1.11%1.37%1.51%1.07%1.36%1.86%1.11%
USSG
Xtrackers MSCI USA ESG Leaders Equity ETF
1.21%1.13%1.60%1.52%1.14%1.42%1.21%0.00%

Drawdowns

JUST vs. USSG - Drawdown Comparison

The maximum JUST drawdown since its inception was -33.83%, roughly equal to the maximum USSG drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for JUST and USSG. For additional features, visit the drawdowns tool.


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Volatility

JUST vs. USSG - Volatility Comparison

Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) have volatilities of 6.62% and 6.96%, 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.


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