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: 17/07/2026
Current price: $94.34
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
1.77%
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
4.72%
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
9.08%
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
15.89%
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
31.65%
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
54.10%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.062%
Best day
2.452%
Worst day
-2.336%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $94.49 | $95.19 | $94.18 | $94.34 | 50,300 |
| 16/07/2026 | $94.39 | $95.01 | $94.39 | $95.01 | 59,500 |
| 15/07/2026 | $94.99 | $95.05 | $94.27 | $94.49 | 40,800 |
| 14/07/2026 | $95.29 | $95.30 | $94.67 | $94.76 | 48,500 |
| 13/07/2026 | $95.10 | $95.44 | $94.75 | $94.97 | 38,200 |
| 10/07/2026 | $95.24 | $95.36 | $94.91 | $95.10 | 74,100 |
| 09/07/2026 | $94.58 | $95.29 | $94.58 | $94.93 | 32,300 |
| 08/07/2026 | $94.68 | $94.68 | $93.88 | $94.28 | 74,100 |
| 07/07/2026 | $95.67 | $95.80 | $95.06 | $95.20 | 31,000 |
| 06/07/2026 | $95.37 | $95.56 | $95.14 | $95.50 | 47,200 |