Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta World Equity ETF

10-Year Study

GSWO.US · · US · ETF

Executive Summary: Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta World Equity ETF has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 16.7% and an annualized volatility of 11.9%.

1Y CAGR
+15.5%
3Y CAGR
+17.7%
5Y CAGR
+11.2%
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 →
16.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.01
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 →
2025 · +19.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 4.7%
% 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.
20261.72.0-6.17.4————————4.7%
20253.61.8-0.91.13.32.5-0.23.11.4-0.72.30.219.0%
20241.83.12.8-4.43.71.43.53.81.4-2.54.7-4.315.3%
20233.4-2.53.02.7-2.75.21.5-1.5-2.9-1.37.23.816.3%
2022———-5.2-0.4-5.95.9-3.8-7.98.06.2-3.4-7.8%

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 11.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 36.1% of variance. Idiosyncratic stock-specific factors contribute 2.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-03-0110000
2022-04-019475.677094348564
2022-05-019433.12379442934
2022-06-018874.121223394632
2022-07-019398.877306350634
2022-08-019044.181536964039
2022-09-018329.617351553961
2022-10-018995.869526995864
2022-11-019550.897059235722
2022-12-019224.918397040125
2023-01-019542.30995619813
2023-02-019299.450374443559
2023-03-019580.786293250843
2023-04-019836.743118214086
2023-05-019566.313075074724
2023-06-0110066.25064658083
2023-07-0110217.123753659711
2023-08-0110058.963075456939
2023-09-019764.30058427974
2023-10-019639.698406671949
2023-11-0110335.941740200637
2023-12-0110726.998922152941
2024-01-0110918.692619932779
2024-02-0111253.181942112222
2024-03-0111572.433615578075
2024-04-0111064.571447500184
2024-05-0111468.90423978657
2024-06-0111624.211043982787
2024-07-0112028.798646448327
2024-08-0112481.85114498954
2024-09-0112660.625966686117
2024-10-0112339.233887715347
2024-11-0112916.098652308963
2024-12-0112367.110121315125
2025-01-0112814.964492201534
2025-02-0113045.134527034086
2025-03-0112930.750237610491
2025-04-0113073.826153207168
2025-05-0113505.525558735018
2025-06-0113842.28269150896
2025-07-0113819.55362352815
2025-08-0114254.259789170057
2025-09-0114459.713236624377
2025-10-0114353.380948862145
2025-11-0114682.086079974722
2025-12-0114712.637820455651
2026-01-0114970.098025475922
2026-02-0115273.322138672793
2026-03-0114345.813086541179
2026-04-0115410.868673381763
Annual Return Matrix
YearAnnual Return
20230.1628285975510384
20240.1528956244952253
20250.18965851165972336
20260.047457897179751685
Total Factor Risk
0.11934693516218325
VTI.US Exposure
0.07301932101912195
VEA.US Exposure
0.14172278159910462
VWO.US Exposure
-0.015334487976938092
QQQ.US Exposure
0.09257443516315993
VTV.US Exposure
0.36140563806515213
IJR.US Exposure
-0.12023827022368129
QUAL.US Exposure
-0.014257673141634739
SHV.US Exposure
0.3076757101037588
TLT.US Exposure
-0.021206680863776108
LQD.US Exposure
-0.02429053786065679
HYG.US Exposure
0.02126480271591659
GLD.US Exposure
0.005532103551934347
USO.US Exposure
0.015964640283116335
VNQ.US Exposure
0.036979598142023146
BTC-USD.CC Exposure
0.0031455757926843074
CPER.US Exposure
-0.026133633660692514
VIX.INDX Exposure
0.029610169890701393
UUP.US Exposure
0.030470180148766818
TIP.US Exposure
0.08016514093102292
Idiosyncratic Exposure
0.021931186320916146
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
11.9%

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 →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
$48
Avg Yield on Cost
0.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$47.90.48%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 →
+3.5%
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 →
+6.2%
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 ETF Trust - Goldman Sachs ActiveBeta World Equity ETF a high-risk investment?

Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta World Equity ETF (GSWO.US) has an annualized volatility of 11.9% and experienced a maximum drawdown of 16.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, GSWO.US has generated a Compound Annual Growth Rate (CAGR) of 11.2%. 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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