Summary
GEM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 30.66% Volatility 19.76% Sharpe 1.45
Official loaded data — not a live quote.

GOLDMAN SACHS ACTIVEBETA(R) EMERGING MARKETS EQUITY ETF

Symbol: GEM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 25/09/2015

Latest date: 20/07/2026

Current price: $48.53

Expense ratio: 0.35%

Assets under management
$1.7B
-0.41% 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

-10.28%

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

1.02%

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

11.36%

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

30.66%

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

54.62%

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

69.89%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.118%

Best day

5.451%

08/04/2026
Worst day

-6.496%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $48.73 $49.00 $48.40 $48.53 225,400
17/07/2026 $47.48 $48.73 $47.41 $48.32 326,800
16/07/2026 $49.12 $49.30 $48.83 $49.03 117,700
15/07/2026 $50.18 $50.21 $49.35 $49.82 99,800
14/07/2026 $49.94 $50.17 $49.74 $50.05 166,800
13/07/2026 $49.62 $49.75 $49.14 $49.27 75,900
10/07/2026 $50.65 $51.04 $50.46 $51.04 96,800
09/07/2026 $50.76 $51.02 $50.66 $50.97 155,200
08/07/2026 $49.66 $50.61 $49.62 $50.61 63,000
07/07/2026 $50.37 $50.55 $49.84 $50.20 81,500