Goldman Sachs MarketBeta International Equity ETF

10-Year Study

GSID.US · · US · ETF

Executive Summary: Goldman Sachs MarketBeta International Equity ETF has compounded at 12.8% annually over the last 10 years, with a maximum drawdown of 28.0% and an annualized volatility of 14.3%.

1Y CAGR
+22.4%
3Y CAGR
+17.7%
5Y CAGR
+8.1%
10Y CAGR
+12.8%

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 →
28.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +31.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.94.8-8.36.1————————7.0%
20254.92.70.13.64.72.8-2.44.92.11.00.82.831.8%
2024-0.43.23.3-3.34.8-1.52.53.40.6-5.40.0-3.13.6%
20238.5-2.93.12.7-4.14.92.4-3.7-3.7-3.18.35.217.6%
2022-3.7-3.20.3-6.81.8-8.84.9-5.8-9.35.513.4-1.7-14.8%
2021-1.22.62.32.73.7-1.40.81.5-3.23.1-4.64.410.7%
2020—————3.41.65.1-2.2-3.814.35.625.6%

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 14.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 99.4% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-05-0110000
2020-06-0110343.966659624728
2020-07-0110513.933434481169
2020-08-0111054.56221552171
2020-09-0110814.688202193243
2020-10-0110398.34505313005
2020-11-0111887.687491597688
2020-12-0112555.23577231311
2021-01-0112398.657824919133
2021-02-0112715.133490450857
2021-03-0113006.724593465264
2021-04-0113357.550283552317
2021-05-0113855.076917167604
2021-06-0113664.450742558636
2021-07-0113773.097785081882
2021-08-0113985.563112682896
2021-09-0113537.750731858549
2021-10-0113951.898991173799
2021-11-0113307.945775248778
2021-12-0113895.243399554985
2022-01-0113377.935322086352
2022-02-0112945.651786228711
2022-03-0112981.20900014541
2022-04-0112102.347708946643
2022-05-0112322.742075762106
2022-06-0111232.540337958148
2022-07-0111788.176677650259
2022-08-0111106.032380111004
2022-09-0110076.437035472161
2022-10-0110626.174608966674
2022-11-0112049.533174386734
2022-12-0111843.37815481106
2023-01-0112848.610223247722
2023-02-0112469.744816630679
2023-03-0112851.244090945254
2023-04-0113202.097217154158
2023-05-0112657.572506811017
2023-06-0113278.506816504472
2023-07-0113597.973019317773
2023-08-0113098.937399000777
2023-09-0112620.259381095962
2023-10-0112231.48953449132
2023-11-0113241.522924251609
2023-12-0113931.596261005314
2024-01-0113869.371136651089
2024-02-0114317.924292765367
2024-03-0114783.350663816967
2024-04-0114298.280029521266
2024-05-0114979.134829333603
2024-06-0114751.963740421363
2024-07-0115123.448830260944
2024-08-0115638.397401250537
2024-09-0115738.40206539125
2024-10-0114896.387485836101
2024-11-0114896.908772151239
2024-12-0114433.540110238337
2025-01-0115142.242573727717
2025-02-0115555.540313265637
2025-03-0115576.803307698849
2025-04-0116137.405585445686
2025-05-0116900.34926183114
2025-06-0117378.31394056787
2025-07-0116965.729540198034
2025-08-0117801.790481311884
2025-09-0118172.095817911948
2025-10-0118359.072988314954
2025-11-0118498.283870578325
2025-12-0119019.542749593256
2026-01-0119957.035033183984
2026-02-0120911.81207353978
2026-03-0119175.105560478813
2026-04-0120347.560791586984
Annual Return Matrix
YearAnnual Return
20210.10672898952617582
2022-0.14766673643224126
20230.17631946551887911
20240.03602916994070293
20250.317732351476397
20260.06982386798032403
Total Factor Risk
0.1430902889042148
VTI.US Exposure
-0.03005589865222071
VEA.US Exposure
0.9938204165881629
VWO.US Exposure
0.01852263536356676
QQQ.US Exposure
0.014409420033055818
VTV.US Exposure
0.013945612841099025
IJR.US Exposure
-0.01815088439771816
QUAL.US Exposure
0.01865011404225997
SHV.US Exposure
0.0003614922975069019
TLT.US Exposure
-0.018237504351522323
LQD.US Exposure
0.019112121377889688
HYG.US Exposure
-0.010947159072119912
GLD.US Exposure
-0.01849272496818044
USO.US Exposure
0.0051820910194778184
VNQ.US Exposure
-0.013857259538488655
BTC-USD.CC Exposure
-0.002029982170740059
CPER.US Exposure
-0.000986777934624343
VIX.INDX Exposure
0.0005068139670560245
UUP.US Exposure
0.019596267664565008
TIP.US Exposure
0.004057728260740042
Idiosyncratic Exposure
0.004593477630234564
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.3%

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 →14.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.39%
Market Cap$60.4B
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
$66
Avg Yield on Cost
0.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$65.570.66%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 →
+2.1%
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 →
+8.7%
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 →
3.0% 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 MarketBeta International Equity ETF a high-risk investment?

Goldman Sachs MarketBeta International Equity ETF (GSID.US) has an annualized volatility of 14.3% and experienced a maximum drawdown of 28.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, GSID.US has generated a Compound Annual Growth Rate (CAGR) of 12.8%. It has had a positive return in 83% 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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