PSTR vs. GPIX

Last updated Jun 4, 2026

PSTR (PeakShares Sector Rotation ETF) and GPIX (Goldman Sachs S&P 500 Premium Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PSTR returned 18.81% vs 25.55% for GPIX. Their correlation of 0.87 suggests significant overlap in exposure. PSTR charges 1.07%/yr vs 0.29%/yr for GPIX.

Performance

PSTR vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PeakShares Sector Rotation ETF (PSTR) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSTR achieves a 8.92% return, which is significantly lower than GPIX's 9.91% return.

PSTR

• 1D: -0.69%
• 1M: 3.34%
• YTD: 8.92%
• 6M: 9.55%
• 1Y: 18.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GPIX

• 1D: -0.48%
• 1M: 4.27%
• YTD: 9.91%
• 6M: 10.34%
• 1Y: 25.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSTR vs. GPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PSTR PeakShares Sector Rotation ETF	8.92%	10.31%	13.42%
GPIX Goldman Sachs S&P 500 Premium Income ETF	9.91%	16.25%	16.41%

Correlation

The correlation between PSTR and GPIX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since May 1, 2024	0.87

The correlation between PSTR and GPIX has been stable across timeframes, ranging from 0.87 to 0.87 - a consistent structural relationship.

PSTR vs. GPIX - Sectors Allocation Comparison

Sectors	PSTR	GPIX
Technology	37.5%	35.5%
Healthcare	11.8%	8.4%
Financial Services	9.7%	11.6%
Communication Services	9.5%	11.5%
Consumer Cyclical	7.6%	10.1%
Industrials	7.4%	8.4%
Consumer Defensive	6.1%	4.9%
Energy	3.8%	3.5%
Utilities	3.1%	2.4%
Real Estate	1.9%	2.0%
Basic Materials	1.7%	1.8%

Return for Risk

PSTR vs. GPIX — Risk / Return Rank

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

PSTR

PSTR Risk / Return Rank: 70
PSTR Sharpe Ratio Rank: 69
PSTR Sortino Ratio Rank: 72
PSTR Omega Ratio Rank: 73
PSTR Calmar Ratio Rank: 58
PSTR Martin Ratio Rank: 80

GPIX

GPIX Risk / Return Rank: 75
GPIX Sharpe Ratio Rank: 76
GPIX Sortino Ratio Rank: 75
GPIX Omega Ratio Rank: 79
GPIX Calmar Ratio Rank: 66
GPIX Martin Ratio Rank: 82

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.

PSTR vs. GPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.

	PSTR	GPIX	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.52	-0.29
Sortino ratio: Return per unit of downside risk	3.23	3.48	-0.26
Omega ratio: Gain probability vs. loss probability	1.42	1.48	-0.06
Calmar ratio: Return relative to maximum drawdown	2.83	3.33	-0.50
Martin ratio: Return relative to average drawdown	15.34	16.77	-1.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSTR vs. GPIX - Sharpe Ratio Comparison

The current PSTR Sharpe Ratio is 2.23, which is comparable to the GPIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of PSTR and GPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSTR	GPIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	2.52	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	1.78	-0.50

Drawdowns

PSTR vs. GPIX - Drawdown Comparison

The maximum PSTR drawdown since its inception was -14.73%, smaller than the maximum GPIX drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for PSTR and GPIX.

Drawdown Indicators

	PSTR	GPIX	Difference
Max Drawdown Largest peak-to-trough decline	-14.73%	-17.50%	+2.77%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-7.71%	+1.03%
Current Drawdown Current decline from peak	-0.84%	-0.48%	-0.36%
Average Drawdown Average peak-to-trough decline	-1.57%	-1.48%	-0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.23%	1.53%	-0.30%

Volatility

PSTR vs. GPIX - Volatility Comparison

PeakShares Sector Rotation ETF (PSTR) has a higher volatility of 2.41% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 2.26%. This indicates that PSTR's price experiences larger fluctuations and is considered to be riskier than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSTR	GPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.41%	2.26%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	7.25%	7.89%	-0.64%
Volatility (1Y) Calculated over the trailing 1-year period	8.47%	10.17%	-1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.51%	13.80%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.51%	13.80%	-1.29%

PSTR vs. GPIX - Expense Ratio Comparison

PSTR has a 1.07% expense ratio, which is higher than GPIX's 0.29% expense ratio.

Dividends

PSTR vs. GPIX - Dividend Comparison

PSTR's dividend yield for the trailing twelve months is around 4.67%, less than GPIX's 8.00% yield.

Position	TTM	2025	2024	2023
GPIX Goldman Sachs S&P 500 Premium Income ETF	8.00%	8.01%	7.45%	1.40%
PSTR PeakShares Sector Rotation ETF	4.67%	4.96%	1.57%	0.00%

Frequently Asked Questions

Can I hold both PSTR and GPIX in my portfolio?

PSTR and GPIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSTR or GPIX?

PSTR has higher volatility (2.41%) compared to GPIX (2.26%). In terms of maximum drawdown, PSTR dropped -14.73% vs GPIX's -17.50%.

Which ETF is better, PSTR or GPIX?

On 1-year performance, GPIX leads with 25.55% vs 18.81% for PSTR. On fees, GPIX is cheaper at 0.29% per year. On volatility, GPIX has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSTR or GPIX?

Over the 1-year period, GPIX has performed better with a 25.55% return vs 18.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSTR or GPIX?

GPIX is cheaper with a 0.29% expense ratio, compared with 1.07% for PSTR.

Which ETF pays a higher dividend yield, PSTR or GPIX?

GPIX has the higher dividend yield at 8.00%, compared with 4.67% for PSTR.

What is the main difference between PSTR and GPIX?

They also come from different issuers: PeakShares and Goldman Sachs. Their fees differ too: 1.07% for PSTR and 0.29% for GPIX.

Which has better risk-adjusted returns?

GPIX currently has the higher Sharpe Ratio (2.52 vs 2.23), 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.