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TEMP vs. GSWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEMP vs. GSWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Climate Change Solutions ETF (TEMP) and Goldman Sachs ActiveBeta World Equity ETF (GSWO). The values are adjusted to include any dividend payments, if applicable.

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TEMP vs. GSWO - Yearly Performance Comparison


2026 (YTD)2025202420232022
TEMP
JPMorgan Climate Change Solutions ETF
0.00%18.26%8.50%10.19%-9.47%
GSWO
Goldman Sachs ActiveBeta World Equity ETF
-1.23%18.97%15.29%16.28%-6.15%

Returns By Period


TEMP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

GSWO

1D
0.96%
1M
-4.41%
YTD
-1.23%
6M
0.51%
1Y
11.88%
3Y*
14.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEMP vs. GSWO - Expense Ratio Comparison

TEMP has a 0.49% expense ratio, which is higher than GSWO's 0.25% expense ratio.


Return for Risk

TEMP vs. GSWO — Risk / Return Rank

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

TEMP

GSWO
GSWO Risk / Return Rank: 4646
Overall Rank
GSWO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GSWO Sortino Ratio Rank: 4444
Sortino Ratio Rank
GSWO Omega Ratio Rank: 4646
Omega Ratio Rank
GSWO Calmar Ratio Rank: 4444
Calmar Ratio Rank
GSWO Martin Ratio Rank: 5353
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.

TEMP vs. GSWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Climate Change Solutions ETF (TEMP) and Goldman Sachs ActiveBeta World Equity ETF (GSWO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TEMP vs. GSWO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TEMPGSWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

Correlation

The correlation between TEMP and GSWO is 0.77, 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.


Dividends

TEMP vs. GSWO - Dividend Comparison

TEMP has not paid dividends to shareholders, while GSWO's dividend yield for the trailing twelve months is around 1.81%.


TTM20252024202320222021
TEMP
JPMorgan Climate Change Solutions ETF
0.00%0.00%1.53%1.11%1.07%0.06%
GSWO
Goldman Sachs ActiveBeta World Equity ETF
1.81%1.74%1.75%2.06%1.73%0.00%

Drawdowns

TEMP vs. GSWO - Drawdown Comparison


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Drawdown Indicators


TEMPGSWODifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

Current Drawdown

Current decline from peak

-5.41%

Average Drawdown

Average peak-to-trough decline

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

TEMP vs. GSWO - Volatility Comparison


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Volatility by Period


TEMPGSWODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.98%