Summary
GSEW
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 15.89% Volatility 17.68% Sharpe 0.49
Official loaded data — not a live quote.

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%

Assets under management
$1.8B
-0.16% 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

1.77%

Ann. -43.30% (Sharpe / Sortino numerator)

Volatility

16.85%

Sharpe ratio

-2.785

VaR 95%

-1.58%

CVaR 95%: -1.70%
Max drawdown: -7.04%
Sortino ratio: -5.257
Calmar ratio: -6.15

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%

CVaR 95%: -1.67%
Max drawdown: -8.01%
Sortino ratio: -0.604
Calmar ratio: -0.29

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%

CVaR 95%: -1.74%
Max drawdown: -8.01%
Sortino ratio: -0.302
Calmar ratio: 0.10

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%

CVaR 95%: -2.50%
Max drawdown: -8.16%
Sortino ratio: 0.612
Calmar ratio: 1.50

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%

CVaR 95%: -2.14%
Max drawdown: -18.18%
Sortino ratio: 0.600
Calmar ratio: 0.58

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

54.10%

Ann. 14.12% (Sharpe / Sortino numerator)

Volatility

14.38%

Sharpe ratio

0.730

VaR 95%

-1.38%

CVaR 95%: -1.96%
Max drawdown: -18.18%
Sortino ratio: 1.010
Calmar ratio: 0.78

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

0.062%

Best day

2.452%

06/02/2026
Worst day

-2.336%

10/10/2025
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