Goldman Sachs Equal Weight U.S. Large Cap Equity ETF

10-Year Study

GSEW.US · · US · ETF

Executive Summary: Goldman Sachs Equal Weight U.S. Large Cap Equity ETF has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 24.8% and an annualized volatility of 13.3%.

1Y CAGR
+16.4%
3Y CAGR
+17.4%
5Y CAGR
+8.0%
10Y CAGR
+11.2%

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 →
24.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +31.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.62.8-5.75.5————————4.9%
20254.1-1.0-4.2-1.75.24.11.22.11.4-0.50.60.412.0%
2024-0.34.74.3-4.72.70.34.22.62.2-0.77.6-6.216.9%
20237.2-2.7-0.2-0.4-2.37.33.6-2.8-4.7-3.79.96.717.8%
2022-6.5-1.62.3-8.5-0.1-9.19.2-2.7-9.58.96.0-5.1-17.5%
2021-1.14.44.74.91.22.01.72.4-4.25.9-2.54.125.4%
2020-0.5-9.3-16.014.45.51.45.24.3-2.0-1.113.34.116.3%
201910.23.51.13.7-6.17.21.4-2.72.61.04.12.431.0%
20184.4-4.2-0.50.01.40.83.12.3-0.1-7.32.3-9.7-8.1%
2017—————————1.33.71.16.2%

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 13.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 93.4% of variance. Idiosyncratic stock-specific factors contribute 2.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-09-0110000
2017-10-0110133.584703896988
2017-11-0110505.210276860354
2017-12-0110617.797927028278
2018-01-0111089.451904494039
2018-02-0110625.456003653599
2018-03-0110567.226773749784
2018-04-0110567.226773749784
2018-05-0110716.684581924714
2018-06-0110807.467599373987
2018-07-0111140.66355145392
2018-08-0111398.448334437953
2018-09-0111389.954831271687
2018-10-0110562.966098390969
2018-11-0110802.427192576957
2018-12-019756.723791277034
2019-01-0110750.463661730226
2019-02-0111128.661256815689
2019-03-0111250.912007307199
2019-04-0111666.286083464682
2019-05-0110949.685044194064
2019-06-0111732.953121432034
2019-07-0111897.977710819889
2019-08-0111580.292844850153
2019-09-0111883.134965942445
2019-10-0112003.631320697972
2019-11-0112490.545756311649
2019-12-0112784.838679134944
2020-01-0112725.606937381997
2020-02-0111544.42519869228
2020-03-019695.681958685374
2020-04-0111088.031679374433
2020-05-0111692.74125726125
2020-06-0111851.890013311131
2020-07-0112468.852513798463
2020-08-0113000.824287520398
2020-09-0112740.39398715671
2020-10-0112601.796724014059
2020-11-0114280.140797219701
2020-12-0114866.025430383908
2021-01-0114704.036224094818
2021-02-0115346.924794902785
2021-03-0116064.472650919806
2021-04-0116848.46476449326
2021-05-0117054.787272555124
2021-06-0117387.59335891595
2021-07-0117677.37497841815
2021-08-0118109.485432945883
2021-09-0117346.65745840968
2021-10-0118374.232103771115
2021-11-0117912.352616834403
2021-12-0118646.135595297106
2022-01-0117441.14420019048
2022-02-0117154.230878478855
2022-03-0117551.838216865595
2022-04-0116059.125921057763
2022-05-0116047.374254381812
2022-06-0114583.289241377006
2022-07-0115922.895699781122
2022-08-0115494.73959754719
2022-09-0114029.735615347343
2022-10-0115277.389459144859
2022-11-0116201.315518326475
2022-12-0115375.190059538067
2023-01-0116489.704760260433
2023-02-0116046.566675392236
2023-03-0116009.390194320216
2023-04-0115945.702844348896
2023-05-0115578.36579429571
2023-06-0116711.816829946143
2023-07-0117310.567031840892
2023-08-0116821.396944566666
2023-09-0116026.599981063668
2023-10-0115438.988799714842
2023-11-0116973.750898083534
2023-12-0118111.43476154142
2024-01-0118052.035934480282
2024-02-0118902.77862867518
2024-03-0119714.47905585662
2024-04-0118788.46443032264
2024-05-0119286.68497179043
2024-06-0119345.220524759257
2024-07-0120156.781714183875
2024-08-0120678.756216965845
2024-09-0121132.086505633564
2024-10-0120975.249096346965
2024-11-0122565.42782193162
2024-12-0121170.404736311535
2025-01-0122042.2280268896
2025-02-0121822.900712340364
2025-03-0120911.64528902974
2025-04-0120562.38129981231
2025-05-0121634.92974062791
2025-06-0122516.66675949184
2025-07-0122781.775448484812
2025-08-0123259.50019214811
2025-09-0123579.30147202157
2025-10-0123462.84301221394
2025-11-0123600.103592891082
2025-12-0123703.83572172499
2026-01-0124318.431180346313
2026-02-0124993.177349915622
2026-03-0123575.73698544687
2026-04-0124867.863368773982
Annual Return Matrix
YearAnnual Return
2018-0.08109724273046537
20190.3103618543106843
20200.1627855308526882
20210.25427846754433925
2022-0.17542216825796497
20230.17796493515902334
20240.16889716441823044
20250.11966851918839838
20260.049107142857142794
Total Factor Risk
0.1329058187877791
VTI.US Exposure
0.9342088454055062
VEA.US Exposure
0.04402824515323341
VWO.US Exposure
-0.007149158182527498
QQQ.US Exposure
-0.2303920761216305
VTV.US Exposure
0.022496316318646216
IJR.US Exposure
0.08017668034674937
QUAL.US Exposure
0.045719482337139544
SHV.US Exposure
0.007101504501855227
TLT.US Exposure
0.01775037642181833
LQD.US Exposure
0.025901861714926373
HYG.US Exposure
-0.0035078892956866546
GLD.US Exposure
-0.0007773578664810271
USO.US Exposure
-0.0014351575815075232
VNQ.US Exposure
0.08173170453178406
BTC-USD.CC Exposure
0.013449845915044454
CPER.US Exposure
0.012226288013330481
VIX.INDX Exposure
-0.035840635122166606
UUP.US Exposure
-0.009169310106198203
TIP.US Exposure
-0.018678217694306103
Idiosyncratic Exposure
0.022158651310470425
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.3%

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 →0.00%
Market Cap$0
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
$75
Avg Yield on Cost
0.75%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$75.190.75%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 →
+2.5%
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 →
+5.1%
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 →
0.6% 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 Equal Weight U.S. Large Cap Equity ETF a high-risk investment?

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW.US) has an annualized volatility of 13.3% and experienced a maximum drawdown of 24.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, GSEW.US has generated a Compound Annual Growth Rate (CAGR) of 11.2%. It has had a positive return in 78% 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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