Summary
GSEE
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 29.95% Volatility 19.62% Sharpe 1.43
Official loaded data — not a live quote.

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%

Assets under management
$142.3M
0.92% 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

-7.09%

Ann. -60.33% (Sharpe / Sortino numerator)

Volatility

33.12%

Sharpe ratio

-1.931

VaR 95%

-3.82%

CVaR 95%: -3.94%
Max drawdown: -7.26%
Sortino ratio: -3.172
Calmar ratio: -8.31

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%

CVaR 95%: -3.49%
Max drawdown: -13.05%
Sortino ratio: -0.046
Calmar ratio: 0.22

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

10.55%

Ann. 11.85% (Sharpe / Sortino numerator)

Volatility

20.61%

Sharpe ratio

0.399

VaR 95%

-1.97%

CVaR 95%: -3.14%
Max drawdown: -13.05%
Sortino ratio: 0.553
Calmar ratio: 0.91

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%

CVaR 95%: -2.96%
Max drawdown: -13.05%
Sortino ratio: 1.869
Calmar ratio: 2.43

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%

CVaR 95%: -2.56%
Max drawdown: -17.39%
Sortino ratio: 1.183
Calmar ratio: 1.08

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%

CVaR 95%: -2.33%
Max drawdown: -17.39%
Sortino ratio: 1.045
Calmar ratio: 0.90

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.115%

Best day

5.351%

08/04/2026
Worst day

-6.119%

05/06/2026
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