GOLDMAN SACHS MARKETBETA EMERGING MARKETS EQUITY ETF
Symbol: GSEE
Exchange: BATS
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 12/05/2020
Latest date: 17/07/2026
Current price: $65.28
Expense ratio: 0.36%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-7.09%
Ann. -60.33% (Sharpe / Sortino numerator)
Volatility
33.12%
Sharpe ratio
-1.931
VaR 95%
-3.82%
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
-0.49%
Ann. 2.86% (Sharpe / Sortino numerator)
Volatility
24.03%
Sharpe ratio
-0.032
VaR 95%
-2.85%
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
10.55%
Ann. 11.85% (Sharpe / Sortino numerator)
Volatility
20.61%
Sharpe ratio
0.399
VaR 95%
-1.97%
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
29.95%
Ann. 31.68% (Sharpe / Sortino numerator)
Volatility
19.62%
Sharpe ratio
1.430
VaR 95%
-1.59%
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
49.45%
Ann. 18.85% (Sharpe / Sortino numerator)
Volatility
17.64%
Sharpe ratio
0.863
VaR 95%
-1.66%
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
64.16%
Ann. 15.63% (Sharpe / Sortino numerator)
Volatility
16.49%
Sharpe ratio
0.728
VaR 95%
-1.56%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.115%
Best day
5.351%
Worst day
-6.119%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $64.69 | $65.28 | $64.69 | $65.28 | 1,000 |
| 16/07/2026 | $66.85 | $66.85 | $66.10 | $66.16 | 1,000 |
| 15/07/2026 | $68.26 | $68.26 | $67.30 | $67.52 | 2,300 |
| 14/07/2026 | $67.31 | $67.59 | $67.21 | $67.59 | 2,000 |
| 13/07/2026 | $67.51 | $67.51 | $66.58 | $66.58 | 1,900 |
| 10/07/2026 | $69.00 | $69.00 | $69.00 | $69.00 | 100 |
| 09/07/2026 | $68.61 | $69.05 | $68.61 | $68.84 | 1,000 |
| 08/07/2026 | $67.88 | $68.24 | $67.88 | $68.24 | 900 |
| 07/07/2026 | $67.55 | $67.84 | $67.55 | $67.76 | 1,600 |
| 06/07/2026 | $69.23 | $69.72 | $69.22 | $69.68 | 2,600 |