WMTI vs. GS

Last updated Jun 24, 2026

WMTI (REX WMT Growth & Income ETF) is Derivative Income fund actively managed by REX, while GS (The Goldman Sachs Group, Inc.) is a stock. At a correlation of -0.01, they often move in opposite directions.

Performance

WMTI vs. GS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX WMT Growth & Income ETF (WMTI) and The Goldman Sachs Group, Inc. (GS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WMTI achieves a 4.67% return, which is significantly lower than GS's 25.72% return.

WMTI

• 1D: 1.68%
• 1M: -0.68%
• YTD: 4.67%
• 6M: 5.48%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GS

• 1D: -1.08%
• 1M: 10.29%
• YTD: 25.72%
• 6M: 22.55%
• 1Y: 72.59%
• 3Y*: 55.10%
• 5Y*: 27.35%
• 10Y*: 25.22%

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

WMTI vs. GS - Yearly Performance Comparison

	2026 (YTD)	2025
WMTI REX WMT Growth & Income ETF	4.67%	9.99%
GS The Goldman Sachs Group, Inc.	25.72%	12.46%

Correlation

The correlation between WMTI and GS is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	-0.01

Return for Risk

WMTI vs. GS — Risk / Return Rank

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

WMTI

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

GS

GS Risk / Return Rank: 90
GS Sharpe Ratio Rank: 93
GS Sortino Ratio Rank: 90
GS Omega Ratio Rank: 90
GS Calmar Ratio Rank: 87
GS Martin Ratio Rank: 91

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.

WMTI vs. GS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX WMT Growth & Income ETF (WMTI) and The Goldman Sachs Group, Inc. (GS). 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.

	WMTI	GS	Difference
Sharpe ratio: Return per unit of total volatility	—	2.57	—
Sortino ratio: Return per unit of downside risk	—	3.17	—
Omega ratio: Gain probability vs. loss probability	—	1.41	—
Calmar ratio: Return relative to maximum drawdown	—	3.76	—
Martin ratio: Return relative to average drawdown	—	12.47	—

Drawdowns

WMTI vs. GS - Drawdown Comparison

The maximum WMTI drawdown since its inception was -17.24%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for WMTI and GS.

Drawdown Indicators

	WMTI	GS	Difference
Max Drawdown Largest peak-to-trough decline	-17.24%	-78.84%	+61.60%
Max Drawdown (1Y) Largest decline over 1 year	—	-19.42%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-30.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.75%	—
Current Drawdown Current decline from peak	-11.61%	-1.08%	-10.53%
Average Drawdown Average peak-to-trough decline	-4.39%	-22.63%	+18.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.84%	—

Volatility

Volatility by Period

	WMTI	GS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.15%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.25%	—
Volatility (1Y) Calculated over the trailing 1-year period	27.50%	28.43%	-0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.50%	28.04%	-0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.50%	29.78%	-2.28%

Dividends

WMTI vs. GS - Dividend Comparison

WMTI's dividend yield for the trailing twelve months is around 22.65%, more than GS's 1.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GS The Goldman Sachs Group, Inc.	1.55%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
WMTI REX WMT Growth & Income ETF	22.65%	3.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WMTI and GS in my portfolio?

WMTI and GS have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.