Goldman Sachs Nasdaq-100 Core Premium Income ETF

10-Year Study

GPIQ.US · · US · ETF

Executive Summary: Goldman Sachs Nasdaq-100 Core Premium Income ETF has compounded at 24.2% annually over the last 10 years, with a maximum drawdown of 8.8% and an annualized volatility of 15.8%.

1Y CAGR
+23.3%
3Y CAGR
+24.2%
5Y CAGR
+24.2%
10Y CAGR
+24.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
8.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +23.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.6-2.4-4.89.0————————2.9%
20252.4-2.2-6.81.37.65.22.21.34.44.1-0.60.019.8%
20242.04.41.5-3.85.44.4-1.51.62.5-0.45.00.423.2%
2023——————————8.64.113.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 75.3% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-10-0110000
2023-11-0110858.227774904346
2023-12-0111305.861906123404
2024-01-0111527.719327552919
2024-02-0112034.239160115778
2024-03-0112220.469607846288
2024-04-0111753.303285455908
2024-05-0112391.729659054035
2024-06-0112937.281748645113
2024-07-0112743.405476081098
2024-08-0112946.212586055688
2024-09-0113271.03164022218
2024-10-0113216.225853810543
2024-11-0113878.392834769871
2024-12-0113931.592355460178
2025-01-0114263.89660788805
2025-02-0113956.682226027286
2025-03-0113010.04558582117
2025-04-0113173.531310937708
2025-05-0114176.290875446944
2025-06-0114914.241473138416
2025-07-0115244.843083901686
2025-08-0115443.570278944106
2025-09-0116129.188739434785
2025-10-0116792.287354512482
2025-11-0116687.076949765647
2025-12-0116688.683215486973
2026-01-0116963.611656349083
2026-02-0116550.094609050986
2026-03-0115760.068876674131
2026-04-0117177.405623857543
Annual Return Matrix
YearAnnual Return
20240.23224504873128193
20250.19790206242621022
20260.029284659673870506
Total Factor Risk
0.1577227908716088
VTI.US Exposure
-0.022826676966456027
VEA.US Exposure
0.02230815255713843
VWO.US Exposure
0.0025033112275096837
QQQ.US Exposure
0.7528330060602481
VTV.US Exposure
0.08485353229278168
IJR.US Exposure
-0.03155889996680828
QUAL.US Exposure
-0.09738649452875826
SHV.US Exposure
0.22575030699101287
TLT.US Exposure
0.021745218674647692
LQD.US Exposure
-0.029923755264182856
HYG.US Exposure
0.0952830070226567
GLD.US Exposure
0.000986324641389633
USO.US Exposure
-0.00148035507266604
VNQ.US Exposure
-0.03531511027002979
BTC-USD.CC Exposure
0.0016062162627442497
CPER.US Exposure
-0.006721828210878822
VIX.INDX Exposure
0.026291294653985685
UUP.US Exposure
-0.0038343058129960057
TIP.US Exposure
-0.007395018828993116
Idiosyncratic Exposure
0.002282074537654756
Value Score
40.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →23.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →10.10%
Market Cap$568.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$284
Avg Yield on Cost
2.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$284.192.84%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Goldman Sachs Nasdaq-100 Core Premium Income ETF a high-risk investment?

Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ.US) has an annualized volatility of 15.8% and experienced a maximum drawdown of 8.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of GPIQ.US?

Over the past 10 years, GPIQ.US has generated a Compound Annual Growth Rate (CAGR) of 24.2%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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