Summary
GGUS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.22% Volatility 21.64% Sharpe 0.60
Official loaded data — not a live quote.

GOLDMAN SACHS MARKETBETA(R) RUSSELL 1000 GROWTH EQUITY ETF

Symbol: GGUS

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 28/11/2023

Latest date: 20/07/2026

Current price: $64.96

Expense ratio: 0.12%

Assets under management
$450.3M
-1.43% 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

-2.38%

Ann. -42.33% (Sharpe / Sortino numerator)

Volatility

22.14%

Sharpe ratio

-2.076

VaR 95%

-2.16%

CVaR 95%: -2.21%
Max drawdown: -9.14%
Sortino ratio: -3.747
Calmar ratio: -4.63

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

1.61%

Ann. -28.79% (Sharpe / Sortino numerator)

Volatility

18.18%

Sharpe ratio

-1.783

VaR 95%

-2.06%

CVaR 95%: -2.25%
Max drawdown: -12.97%
Sortino ratio: -2.804
Calmar ratio: -2.22

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

5.28%

Ann. -15.85% (Sharpe / Sortino numerator)

Volatility

17.16%

Sharpe ratio

-1.135

VaR 95%

-2.03%

CVaR 95%: -2.34%
Max drawdown: -15.01%
Sortino ratio: -1.627
Calmar ratio: -1.06

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

10.22%

Ann. 16.66% (Sharpe / Sortino numerator)

Volatility

21.64%

Sharpe ratio

0.602

VaR 95%

-1.88%

CVaR 95%: -3.04%
Max drawdown: -15.01%
Sortino ratio: 0.802
Calmar ratio: 1.11

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

31.65%

Ann. 13.52% (Sharpe / Sortino numerator)

Volatility

19.99%

Sharpe ratio

0.495

VaR 95%

-2.06%

CVaR 95%: -2.95%
Max drawdown: -22.59%
Sortino ratio: 0.646
Calmar ratio: 0.60

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

64.19%

Ann. 23.35% (Sharpe / Sortino numerator)

Volatility

19.20%

Sharpe ratio

1.029

VaR 95%

-1.86%

CVaR 95%: -2.79%
Max drawdown: -22.59%
Sortino ratio: 1.363
Calmar ratio: 1.03

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

0.044%

Best day

3.652%

31/03/2026
Worst day

-3.082%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $65.90 $65.90 $64.96 $64.96 16,500
17/07/2026 $64.54 $65.56 $64.54 $65.03 12,400
16/07/2026 $66.49 $66.71 $65.60 $65.86 11,900
15/07/2026 $67.32 $67.32 $66.50 $67.22 14,200
14/07/2026 $66.94 $67.34 $66.67 $67.25 9,200
13/07/2026 $67.27 $67.27 $66.31 $66.31 12,300
10/07/2026 $67.33 $67.67 $67.08 $67.66 7,900
09/07/2026 $67.12 $67.49 $66.86 $67.31 13,900
08/07/2026 $66.07 $66.46 $65.51 $66.46 12,600
07/07/2026 $66.41 $66.62 $65.80 $66.28 12,000