GOLDMAN SACHS EQUAL WEIGHT U.S. LARGE CAP EQUITY ETF
Symbol: GSEW
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 12/09/2017
Latest date: 15/10/2026
Current price: $95.79
Expense ratio: 0.09%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.35%
Ann. -43.30% (Sharpe / Sortino numerator)
Volatility
16.85%
Sharpe ratio
-2.785
VaR 95%
-1.58%
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
1.79%
Ann. -2.32% (Sharpe / Sortino numerator)
Volatility
14.75%
Sharpe ratio
-0.404
VaR 95%
-1.58%
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
8.50%
Ann. 0.84% (Sharpe / Sortino numerator)
Volatility
13.68%
Sharpe ratio
-0.204
VaR 95%
-1.54%
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
14.43%
Ann. 12.23% (Sharpe / Sortino numerator)
Volatility
17.68%
Sharpe ratio
0.487
VaR 95%
-1.52%
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
25.47%
Ann. 10.59% (Sharpe / Sortino numerator)
Volatility
15.40%
Sharpe ratio
0.452
VaR 95%
-1.49%
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
66.27%
Ann. 14.12% (Sharpe / Sortino numerator)
Volatility
14.38%
Sharpe ratio
0.730
VaR 95%
-1.38%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.057%
Best day
2.452%
Worst day
-1.81%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $94.70 | $95.84 | $94.69 | $95.79 | 92,500 |
| 14/10/2026 | $94.83 | $95.00 | $94.14 | $94.78 | 215,200 |
| 13/10/2026 | $95.62 | $95.62 | $95.01 | $95.44 | 45,500 |
| 12/10/2026 | $95.77 | $95.77 | $95.33 | $95.49 | 50,700 |
| 09/10/2026 | $95.42 | $95.69 | $95.17 | $95.63 | 53,500 |
| 08/10/2026 | $94.25 | $95.02 | $94.20 | $95.02 | 68,400 |
| 07/10/2026 | $94.73 | $94.84 | $94.29 | $94.60 | 69,600 |
| 06/10/2026 | $95.01 | $95.67 | $95.01 | $95.39 | 911,800 |
| 05/10/2026 | $94.26 | $94.96 | $93.83 | $94.75 | 315,800 |
| 02/10/2026 | $94.40 | $94.55 | $93.96 | $94.20 | 105,600 |