MSOS vs. GSST
MSOS (AdvisorShares Pure US Cannabis ETF) and GSST (Goldman Sachs Ultra Short Bond ETF) are both exchange-traded funds - MSOS is a Small Cap Blend Equities fund actively managed by AdvisorShares, while GSST is a Ultrashort Bond fund actively managed by Goldman Sachs. Both are actively managed. Over the past 5 years, MSOS returned -34.67%/yr vs 3.87%/yr for GSST. Their -0.02 correlation means they have often moved in opposite directions in the past. MSOS charges 0.78%/yr vs 0.16%/yr for GSST.
Performance
MSOS vs. GSST - Performance Comparison
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Returns By Period
In the year-to-date period, MSOS achieves a -10.38% return, which is significantly lower than GSST's 2.20% return.
MSOS
- 1D
- 0.48%
- 1M
- -13.50%
- 6M
- 4.96%
- YTD
- -10.38%
- 1Y
- 37.34%
- 3Y*
- -8.60%
- 5Y*
- -34.67%
- 10Y*
- —
- ALL TIME*
- -26.03%
GSST
- 1D
- 0.00%
- 1M
- 0.29%
- 6M
- 1.83%
- YTD
- 2.20%
- 1Y
- 4.20%
- 3Y*
- 5.42%
- 5Y*
- 3.87%
- 10Y*
- —
- ALL TIME*
- 3.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.41M | $9.90M | $12.31M | |
| $13.98M | $19.49M | $31.09M |
MSOS vs. GSST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MSOS AdvisorShares Pure US Cannabis ETF | -10.38% | 23.88% | -45.65% | 0.29% | -72.68% | -29.69% | 44.84% |
GSST Goldman Sachs Ultra Short Bond ETF | 2.20% | 5.20% | 6.01% | 6.08% | 0.13% | 0.05% | 0.38% |
Correlation
The correlation between MSOS and GSST is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2020 | -0.02 |
The correlation between MSOS and GSST shifts across timeframes, from -0.12 (1 year) to -0.01 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
MSOS vs. GSST — Risk / Return Rank
MSOS
GSST
MSOS vs. GSST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure US Cannabis ETF (MSOS) 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.
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.
| MSOS | GSST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.14 | ||
| Sortino ratioReturn per unit of downside risk | -14.17 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 3.70 | -2.52 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 28.66 | -27.72 |
| Martin ratioReturn relative to average drawdown | 1.64 | 175.98 | -174.34 |
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Drawdowns
MSOS vs. GSST - Drawdown Comparison
The maximum MSOS drawdown since its inception was -96.25%, which is greater than GSST's maximum drawdown of -3.51%. Use the drawdown chart below to compare losses from any high point for MSOS and GSST.
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Drawdown Indicators
| MSOS | GSST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.25% | -3.51% | -92.74% |
Max Drawdown (1Y)Largest decline over 1 year | -52.91% | -0.15% | -52.76% |
Max Drawdown (3Y)Largest decline over 3 years | -81.71% | -0.25% | -81.46% |
Max Drawdown (5Y)Largest decline over 5 years | -94.45% | -1.19% | -93.26% |
Current DrawdownCurrent decline from peak | -92.29% | 0.00% | -92.29% |
Average DrawdownAverage peak-to-trough decline | -72.23% | -0.16% | -72.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.20% | 0.03% | +30.17% |
Volatility
MSOS vs. GSST - Volatility Comparison
AdvisorShares Pure US Cannabis ETF (MSOS) has a higher volatility of 13.19% compared to Goldman Sachs Ultra Short Bond ETF (GSST) at 0.12%. This indicates that MSOS'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
| MSOS | GSST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.19% | 0.12% | +13.07% |
Volatility (6M)Calculated over the trailing 6-month period | 56.27% | 0.41% | +55.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 111.22% | 0.58% | +110.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.34% | 0.63% | +77.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.62% | 0.86% | +72.76% |
MSOS vs. GSST - Expense Ratio Comparison
MSOS has a 0.78% expense ratio, which is higher than GSST's 0.16% expense ratio.
Dividends
MSOS vs. GSST - Dividend Comparison
MSOS has not paid dividends to shareholders, while GSST's dividend yield for the trailing twelve months is around 4.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GSST Goldman Sachs Ultra Short Bond ETF | 3.91% | 4.56% | 5.45% | 4.98% | 1.97% | 0.71% | 1.12% | 1.66% |
MSOS AdvisorShares Pure US Cannabis ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.27% | 0.00% | 0.00% |
Frequently Asked Questions
MSOS and GSST have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSOS has higher volatility (13.19%) compared to GSST (0.12%). In terms of maximum drawdown, MSOS dropped -96.25% vs GSST's -3.51%.
On 5-year performance, GSST leads with 3.87% vs -34.67% for MSOS. On fees, GSST is cheaper at 0.16% per year. On volatility, GSST has been the lower-risk option at 0.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, GSST has performed better with a 3.87% return vs -34.67%. 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 0.78% for MSOS.
GSST has the higher dividend yield at 3.91%, compared with 0.00% for MSOS.
MSOS is categorized as Small Cap Blend Equities, while GSST is Ultrashort Bond. They also come from different issuers: AdvisorShares and Goldman Sachs. Their fees differ too: 0.78% for MSOS and 0.16% for GSST.
GSST currently has the higher Sharpe Ratio (7.59 vs 0.45), 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.
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