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USD=X vs. GPIX
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. GPIX - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

GPIX

1D
0.29%
1M
0.38%
YTD
8.17%
6M
8.56%
1Y
22.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. GPIX - Yearly Performance Comparison


2026 (YTD)202520242023
USD=X
USD Cash
0.00%0.00%0.00%0.00%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.17%16.25%21.77%13.45%

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Return for Risk

USD=X vs. GPIX — Risk / Return Rank

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

USD=X

GPIX
GPIX Risk / Return Rank: 7676
Overall Rank
GPIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7979
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
GPIX Martin Ratio Rank: 8282
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.

USD=X vs. GPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


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

USD=X vs. GPIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XGPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.71

Drawdowns

USD=X vs. GPIX - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum GPIX drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for USD=X and GPIX.


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Drawdown Indicators


USD=XGPIXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-17.50%

+17.50%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-7.71%

+7.71%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-2.06%

+2.06%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.48%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.54%

-1.54%

Volatility

USD=X vs. GPIX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Goldman Sachs S&P 500 Premium Income ETF (GPIX) has a volatility of 3.07%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.07%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

8.22%

-8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.40%

-10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

13.84%

-13.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

13.84%

-13.84%

Frequently Asked Questions


GPIX has higher volatility (3.07%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs GPIX's -17.50%.

Portfolio Optimizer

Find the right allocation for USD=X and GPIX

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