Goldman Sachs ActiveBeta® International Equity ETF

10-Year Study

GSIE.US · · US · ETF

Executive Summary: Goldman Sachs ActiveBeta® International Equity ETF has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 28.2% and an annualized volatility of 13.8%.

1Y CAGR
+21.7%
3Y CAGR
+18.4%
5Y CAGR
+8.4%
10Y CAGR
+9.3%

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 →
28.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.84.6-7.56.1————————6.5%
20254.12.80.34.55.22.7-1.64.11.80.51.43.132.5%
2024-0.42.63.1-3.25.1-2.23.03.71.3-5.00.7-3.05.2%
20238.3-3.02.63.0-4.34.82.9-3.3-3.3-3.47.84.917.0%
2022-4.4-3.10.6-6.71.3-8.75.4-5.9-9.76.312.1-2.0-15.9%
2021-0.71.53.13.33.8-0.41.01.3-3.73.4-3.94.313.3%
2020-2.5-8.6-14.16.65.63.22.84.7-1.3-3.813.04.57.5%
20197.52.31.02.9-4.75.8-1.8-1.52.43.11.52.922.8%
20184.8-4.6-0.31.4-0.5-1.42.1-1.90.6-8.90.6-5.7-13.4%
20173.11.23.32.63.70.52.70.32.11.11.11.926.2%
2016———1.7-0.2-2.03.9-0.41.8-2.6-2.22.32.2%

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 13.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 96.7% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110168.855434550504
2016-05-0110152.35959854794
2016-06-019952.167414050822
2016-07-0110342.942558189197
2016-08-0110301.355968396329
2016-09-0110484.678624813156
2016-10-0110213.37817638266
2016-11-019987.988468930173
2016-12-0110219.036942131112
2017-01-0110537.849669015588
2017-02-0110667.894512064917
2017-03-0111018.097373478538
2017-04-0111300.181507580612
2017-05-0111712.790945974803
2017-06-0111768.844757633997
2017-07-0112091.98163570361
2017-08-0112130.258381379457
2017-09-0112383.941917574206
2017-10-0112524.823830877644
2017-11-0112663.57036087978
2017-12-0112898.248985692933
2018-01-0113517.349989323084
2018-02-0112898.248985692933
2018-03-0112865.631005765537
2018-04-0113046.711509715993
2018-05-0112986.333546871665
2018-06-0112807.868887465302
2018-07-0113082.479180012813
2018-08-0112838.351484091394
2018-09-0112916.186205423874
2018-10-0111766.976297245355
2018-11-0111841.287636130686
2018-12-0111169.282511210762
2019-01-0112010.516762758916
2019-02-0112288.009822763186
2019-03-0112406.95067264574
2019-04-0112760.78368567158
2019-05-0112163.677130044844
2019-06-0112868.994234465088
2019-07-0112631.16591928251
2019-08-0112442.718342942559
2019-09-0112738.735853085629
2019-10-0113130.471919709587
2019-11-0113328.582105487934
2019-12-0113719.517403373906
2020-01-0113374.813153961137
2020-02-0112218.289557975657
2020-03-0110493.273542600897
2020-04-0111184.977578475336
2020-05-0111812.887038223362
2020-06-0112193.946188340808
2020-07-0112537.90305359812
2020-08-0113129.45761264147
2020-09-0112965.139867606236
2020-10-0112476.937860345934
2020-11-0114102.765321375187
2020-12-0114742.47277386291
2021-01-0114645.419602818707
2021-02-0114867.285927824045
2021-03-0115326.82041426436
2021-04-0115827.834721332481
2021-05-0116421.631432842198
2021-06-0116354.847320093957
2021-07-0116523.382447149263
2021-08-0116738.789237668163
2021-09-0116117.873158231903
2021-10-0116669.762972453558
2021-11-0116014.093529788597
2021-12-0116699.925261584453
2022-01-0115970.745248772157
2022-02-0115478.325859491779
2022-03-0115567.745035233824
2022-04-0114530.856288703824
2022-05-0114716.367713004485
2022-06-0113430.06619688234
2022-07-0114150.6512919069
2022-08-0113309.203502028615
2022-09-0112022.955370489004
2022-10-0112785.660901131752
2022-11-0114330.397181294042
2022-12-0114050.928891736068
2023-01-0115217.755712150332
2023-02-0114763.719837710869
2023-03-0115143.711296177664
2023-04-0115600.843476404016
2023-05-0114922.538970745249
2023-06-0115634.47576339953
2023-07-0116088.298099508864
2023-08-0115564.70211402947
2023-09-0115044.629510997225
2023-10-0114538.650437753577
2023-11-0115670.88404868674
2023-12-0116437.433269271834
2024-01-0116377.055306427505
2024-02-0116799.80781550288
2024-03-0117325.859491778774
2024-04-0116765.00106769165
2024-05-0117618.940849882554
2024-06-0117231.20862694854
2024-07-0117748.398462524023
2024-08-0118408.979286781978
2024-09-0118639.920990817853
2024-10-0117707.185564808886
2024-11-0117836.002562459962
2024-12-0117296.5513559684
2025-01-0118007.31368780696
2025-02-0118510.516762758918
2025-03-0118561.499039077513
2025-04-0119394.512064915652
2025-05-0120394.191757420456
2025-06-0120950.619261157382
2025-07-0120612.53469997865
2025-08-0121452.434336963484
2025-09-0121834.93487080931
2025-10-0121938.500960922487
2025-11-0122238.57569933803
2025-12-0122923.339739483235
2026-01-0123804.185351270557
2026-02-0124903.907751441384
2026-03-0123024.77044629511
2026-04-0124418.108050395047
Annual Return Matrix
YearAnnual Return
20170.2621785260914311
2018-0.1340466040312901
20190.22832575768438468
20200.07456205203234312
20210.13277640174394167
2022-0.15862324701188846
20230.16984673368743408
20240.05226595129682443
20250.3253127324467049
20260.06520726595249204
Total Factor Risk
0.13829300842569303
VTI.US Exposure
0.1591102781770522
VEA.US Exposure
0.9671907662305977
VWO.US Exposure
-0.009186673517274303
QQQ.US Exposure
-0.07764581897638935
VTV.US Exposure
-0.038595927364725904
IJR.US Exposure
-0.02038168211879991
QUAL.US Exposure
0.008237890845430841
SHV.US Exposure
0.0004941850638098439
TLT.US Exposure
-0.010762761947449908
LQD.US Exposure
-0.003664308490247021
HYG.US Exposure
0.018152249206818242
GLD.US Exposure
-0.018338904805399403
USO.US Exposure
0.005679261645702245
VNQ.US Exposure
-0.02204598709950662
BTC-USD.CC Exposure
-0.0020158704088480777
CPER.US Exposure
-0.0048019363153989835
VIX.INDX Exposure
0.0007779123227299844
UUP.US Exposure
0.027901486526489674
TIP.US Exposure
0.012601598718869058
Idiosyncratic Exposure
0.0072942423065397045
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.8%

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 →14.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.43%
Market Cap$39.6B
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
$76
Avg Yield on Cost
0.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$76.340.76%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 →
+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 →
2.2% 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 →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Goldman Sachs ActiveBeta® International Equity ETF a high-risk investment?

Goldman Sachs ActiveBeta® International Equity ETF (GSIE.US) has an annualized volatility of 13.8% and experienced a maximum drawdown of 28.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, GSIE.US has generated a Compound Annual Growth Rate (CAGR) of 9.3%. It has had a positive return in 80% 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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