VMOT vs. GSWO
VMOT (Alpha Architect Value Momentum Trend ETF) and GSWO (Goldman Sachs ActiveBeta World Equity ETF) are both exchange-traded funds - VMOT is a Momentum fund tracking the Alpha Architect Value Momentum Trend Index, while GSWO is a Global Equities fund tracking the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, VMOT returned 19.57%/yr vs 18.70%/yr for GSWO. A 0.59 correlation means they provide meaningful diversification when combined. VMOT charges 1.75%/yr vs 0.25%/yr for GSWO.
Performance
VMOT vs. GSWO - Performance Comparison
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Returns By Period
In the year-to-date period, VMOT achieves a 17.28% return, which is significantly higher than GSWO's 11.00% return.
VMOT
- 1D
- -0.37%
- 1M
- 3.80%
- YTD
- 17.28%
- 6M
- 20.07%
- 1Y
- 34.59%
- 3Y*
- 19.57%
- 5Y*
- 6.94%
- 10Y*
- —
GSWO
- 1D
- -0.71%
- 1M
- 4.81%
- YTD
- 11.00%
- 6M
- 11.56%
- 1Y
- 20.17%
- 3Y*
- 18.70%
- 5Y*
- —
- 10Y*
- —
VMOT vs. GSWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 17.28% | 18.54% | 12.07% | -0.74% | -3.27% |
GSWO Goldman Sachs ActiveBeta World Equity ETF | 11.00% | 18.97% | 15.29% | 16.28% | -6.15% |
Correlation
The correlation between VMOT and GSWO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.59 |
Over the past year, VMOT and GSWO have become more correlated (0.79) than their long-term average of 0.59, meaning their price movements have been converging.
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Return for Risk
VMOT vs. GSWO — Risk / Return Rank
VMOT
GSWO
VMOT vs. GSWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) 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.
| VMOT | GSWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.27 | +0.93 |
| Martin ratioReturn relative to average drawdown | 13.42 | 10.87 | +2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VMOT | GSWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.88 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.99 | -0.64 |
Drawdowns
VMOT vs. GSWO - Drawdown Comparison
The maximum VMOT drawdown since its inception was -34.71%, which is greater than GSWO's maximum drawdown of -17.77%. Use the drawdown chart below to compare losses from any high point for VMOT and GSWO.
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Drawdown Indicators
| VMOT | GSWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -17.77% | -16.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -8.93% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -20.23% | -9.97% | -10.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | — | — |
Current DrawdownCurrent decline from peak | -0.55% | -0.71% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -13.32% | -3.25% | -10.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.86% | +0.72% |
Volatility
VMOT vs. GSWO - Volatility Comparison
Alpha Architect Value Momentum Trend ETF (VMOT) has a higher volatility of 5.00% compared to Goldman Sachs ActiveBeta World Equity ETF (GSWO) at 3.22%. This indicates that VMOT's price experiences larger fluctuations and is considered to be riskier than GSWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VMOT | GSWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 3.22% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 9.02% | +3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 10.75% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 12.96% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.90% | 12.96% | +1.94% |
VMOT vs. GSWO - Expense Ratio Comparison
VMOT has a 1.75% expense ratio, which is higher than GSWO's 0.25% expense ratio.
Dividends
VMOT vs. GSWO - Dividend Comparison
VMOT's dividend yield for the trailing twelve months is around 1.75%, more than GSWO's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.61% | 1.74% | 1.75% | 2.06% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMOT Alpha Architect Value Momentum Trend ETF | 1.75% | 2.05% | 2.54% | 4.13% | 2.24% | 0.82% | 0.00% | 1.76% | 0.93% | 0.81% |
Frequently Asked Questions
VMOT and GSWO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VMOT has higher volatility (5.00%) compared to GSWO (3.22%). In terms of maximum drawdown, VMOT dropped -34.71% vs GSWO's -17.77%.
On 3-year performance, VMOT leads with 19.57% vs 18.70% for GSWO. On fees, GSWO is cheaper at 0.25% per year. On volatility, GSWO has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VMOT has performed better with a 19.57% return vs 18.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSWO is cheaper with a 0.25% expense ratio, compared with 1.75% for VMOT.
VMOT has the higher dividend yield at 1.75%, compared with 1.61% for GSWO.
VMOT is categorized as Momentum, while GSWO is Global Equities. VMOT tracks Alpha Architect Value Momentum Trend Index, while GSWO tracks Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. They also come from different issuers: Alpha Architect and Goldman Sachs. Their fees differ too: 1.75% for VMOT and 0.25% for GSWO.
VMOT currently has the higher Sharpe Ratio (2.28 vs 1.88), 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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