Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF

10-Year Study

GPRF.US · · US · ETF

Executive Summary: Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 3.1% and an annualized volatility of 12.9%.

1Y CAGR
+5.0%
3Y CAGR
+3.4%
5Y CAGR
+3.4%
10Y CAGR
+3.4%

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 →
3.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.20.5-3.10.7————————-0.8%
20250.81.1-1.5-0.81.11.80.81.21.40.1-0.30.36.2%
2024————————2.2-0.70.4-1.40.4%

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 12.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.0% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-08-0110000
2024-09-0110219.434073199878
2024-10-0110149.345921748341
2024-11-0110185.536199829769
2024-12-0110042.770328641687
2025-01-0110127.377043264896
2025-02-0110237.115305834383
2025-03-0110087.960417811984
2025-04-0110008.065868428706
2025-05-0110115.23578868274
2025-06-0110296.335760876718
2025-07-0110380.963701469474
2025-08-0110504.880911697845
2025-09-0110647.79536467277
2025-10-0110659.193710320704
2025-11-0110626.123649763013
2025-12-0110662.356379783538
2026-01-0110788.311283088635
2026-02-0110838.956446433082
2026-03-0110507.70396564789
2026-04-0110576.454881017828
Annual Return Matrix
YearAnnual Return
20250.061694734706299936
2026-0.008056521064010225
Total Factor Risk
0.12865736823073007
VTI.US Exposure
-0.02287675275438786
VEA.US Exposure
-0.031745984863720114
VWO.US Exposure
0.01712122149305045
QQQ.US Exposure
0.12072542007845946
VTV.US Exposure
0.24314058602830566
IJR.US Exposure
-0.01795658038588659
QUAL.US Exposure
-0.08981608846894236
SHV.US Exposure
0.47007691882476443
TLT.US Exposure
0.0010961504092878737
LQD.US Exposure
-0.027631877427179846
HYG.US Exposure
0.1573871273770554
GLD.US Exposure
0.0063051624484802195
USO.US Exposure
-0.0013239477158081335
VNQ.US Exposure
-0.0023986225812709706
BTC-USD.CC Exposure
-0.0016488669250804772
CPER.US Exposure
-0.007317387451492728
VIX.INDX Exposure
0.029891057339279915
UUP.US Exposure
0.0011622911660686237
TIP.US Exposure
0.1486111901811152
Idiosyncratic Exposure
0.007198983227902106
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
67.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.9%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.65%
Market Cap$48.0B
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
$79
Avg Yield on Cost
0.79%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$78.840.79%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 →
-1.5%
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 →
-0.3%
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 →
2.9% 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 Access U.S. Preferred Stock and Hybrid Securities ETF a high-risk investment?

Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF.US) has an annualized volatility of 12.9% and experienced a maximum drawdown of 3.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GPRF.US has generated a Compound Annual Growth Rate (CAGR) of 3.4%. It has had a positive return in 50% 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.

Run a Full Backtest on Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest