WRLD vs. GSLC

Last updated Apr 1, 2026

Compare and contrast key facts about World Acceptance Corporation (WRLD) and Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC).

GSLC is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. It was launched on Sep 17, 2015.

Performance

WRLD vs. GSLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in World Acceptance Corporation (WRLD) and Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC). The values are adjusted to include any dividend payments, if applicable.

WRLD vs. GSLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WRLD World Acceptance Corporation	-3.81%	24.86%	-13.86%	97.95%	-73.13%	140.10%	18.31%	-15.51%	26.68%	25.58%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	-5.21%	16.17%	24.21%	25.09%	-18.71%	27.17%	19.02%	30.74%	-4.07%	22.49%

Returns By Period

In the year-to-date period, WRLD achieves a -3.81% return, which is significantly higher than GSLC's -5.21% return. Over the past 10 years, WRLD has outperformed GSLC with an annualized return of 14.50%, while GSLC has yielded a comparatively lower 13.15% annualized return.

WRLD

• 1D: 1.28%
• 1M: 0.12%
• YTD: -3.81%
• 6M: -20.16%
• 1Y: 6.71%
• 3Y*: 17.48%
• 5Y*: 0.73%
• 10Y*: 14.50%

GSLC

• 1D: 2.88%
• 1M: -5.13%
• YTD: -5.21%
• 6M: -3.45%
• 1Y: 14.87%
• 3Y*: 16.91%
• 5Y*: 10.77%
• 10Y*: 13.15%

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

Return for Risk

WRLD vs. GSLC — Risk / Return Rank

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

WRLD

WRLD Risk / Return Rank: 44
WRLD Sharpe Ratio Rank: 46
WRLD Sortino Ratio Rank: 42
WRLD Omega Ratio Rank: 43
WRLD Calmar Ratio Rank: 44
WRLD Martin Ratio Rank: 44

GSLC

GSLC Risk / Return Rank: 54
GSLC Sharpe Ratio Rank: 48
GSLC Sortino Ratio Rank: 50
GSLC Omega Ratio Rank: 54
GSLC Calmar Ratio Rank: 54
GSLC Martin Ratio Rank: 62

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.

WRLD vs. GSLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for World Acceptance Corporation (WRLD) and Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC). 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.

	WRLD	GSLC	Difference
Sharpe ratio Return per unit of total volatility	0.14	0.82	-0.69
Sortino ratio Return per unit of downside risk	0.50	1.29	-0.79
Omega ratio Gain probability vs. loss probability	1.07	1.19	-0.12
Calmar ratio Return relative to maximum drawdown	0.09	1.27	-1.18
Martin ratio Return relative to average drawdown	0.20	5.79	-5.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WRLD vs. GSLC - Sharpe Ratio Comparison

The current WRLD Sharpe Ratio is 0.14, which is lower than the GSLC Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of WRLD and GSLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WRLD	GSLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	0.82	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.65	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.75	-0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.74	-0.51

Correlation

The correlation between WRLD and GSLC is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WRLD vs. GSLC - Dividend Comparison

WRLD has not paid dividends to shareholders, while GSLC's dividend yield for the trailing twelve months is around 1.06%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WRLD World Acceptance Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	1.06%	1.00%	1.11%	1.38%	1.61%	1.06%	1.35%	1.54%	1.89%	1.69%	1.69%	0.36%

Drawdowns

WRLD vs. GSLC - Drawdown Comparison

The maximum WRLD drawdown since its inception was -77.65%, which is greater than GSLC's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for WRLD and GSLC.

Drawdown Indicators

	WRLD	GSLC	Difference
Max Drawdown Largest peak-to-trough decline	-77.65%	-33.69%	-43.96%
Max Drawdown (1Y) Largest decline over 1 year	-37.34%	-12.27%	-25.07%
Max Drawdown (5Y) Largest decline over 5 years	-77.00%	-24.90%	-52.10%
Max Drawdown (10Y) Largest decline over 10 years	-77.00%	-33.69%	-43.31%
Current Drawdown Current decline from peak	-47.86%	-6.89%	-40.97%
Average Drawdown Average peak-to-trough decline	-33.18%	-4.45%	-28.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.39%	2.69%	+14.70%

Volatility

WRLD vs. GSLC - Volatility Comparison

World Acceptance Corporation (WRLD) has a higher volatility of 12.90% compared to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) at 5.29%. This indicates that WRLD's price experiences larger fluctuations and is considered to be riskier than GSLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WRLD	GSLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.90%	5.29%	+7.61%
Volatility (6M) Calculated over the trailing 6-month period	40.90%	9.35%	+31.55%
Volatility (1Y) Calculated over the trailing 1-year period	50.27%	18.16%	+32.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.80%	16.64%	+38.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.31%	17.67%	+37.64%