Summary
GEM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 54.83% Volatility 19.76% Sharpe 1.45
Official loaded data — not a live quote.

Goldman Sachs ActiveBeta Emerging Markets Equity ETF

Symbol: GEM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 25/09/2015

Latest date: 03/06/2026

Current price: $53.09

Expense ratio: 0.35%

Assets under management
$1.5B
-0.36% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

9.44%

Ann. -58.65% (Sharpe / Sortino numerator)

Volatility

33.90%

Sharpe ratio

-1.837

VaR 95%

-3.24%

CVaR 95%: -4.10%
Max drawdown: -6.92%
Sortino ratio: -2.726
Calmar ratio: -8.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

19.33%

Ann. 4.95% (Sharpe / Sortino numerator)

Volatility

24.83%

Sharpe ratio

0.053

VaR 95%

-2.97%

CVaR 95%: -3.60%
Max drawdown: -13.49%
Sortino ratio: 0.073
Calmar ratio: 0.37

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.41%

Ann. 14.50% (Sharpe / Sortino numerator)

Volatility

20.73%

Sharpe ratio

0.524

VaR 95%

-2.03%

CVaR 95%: -3.17%
Max drawdown: -13.49%
Sortino ratio: 0.693
Calmar ratio: 1.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

54.83%

Ann. 32.29% (Sharpe / Sortino numerator)

Volatility

19.76%

Sharpe ratio

1.450

VaR 95%

-1.72%

CVaR 95%: -3.02%
Max drawdown: -13.49%
Sortino ratio: 1.865
Calmar ratio: 2.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

72.72%

Ann. 19.85% (Sharpe / Sortino numerator)

Volatility

17.85%

Sharpe ratio

0.908

VaR 95%

-1.74%

CVaR 95%: -2.59%
Max drawdown: -16.54%
Sortino ratio: 1.231
Calmar ratio: 1.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

90.43%

Ann. 15.80% (Sharpe / Sortino numerator)

Volatility

16.43%

Sharpe ratio

0.741

VaR 95%

-1.55%

CVaR 95%: -2.34%
Max drawdown: -16.54%
Sortino ratio: 1.046
Calmar ratio: 0.96

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.182%

Best day

5.451%

08/04/2026
Worst day

-4.834%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $53.28 $53.28 $52.74 $53.09 65,900
02/06/2026 $53.27 $53.67 $53.06 $53.65 74,000
01/06/2026 $52.55 $53.56 $52.35 $53.05 117,200
29/05/2026 $52.09 $52.26 $51.87 $51.99 115,100
28/05/2026 $51.21 $52.09 $51.01 $51.95 161,700
27/05/2026 $51.99 $52.00 $51.34 $51.77 77,000
26/05/2026 $51.22 $51.82 $51.22 $51.81 75,000
22/05/2026 $49.97 $50.20 $49.79 $49.89 68,300
21/05/2026 $49.41 $50.23 $49.35 $50.14 82,600
20/05/2026 $48.86 $49.69 $48.84 $49.69 128,100