Summary
GSLC
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.02% Volatility 18.09% Sharpe 0.59
Official loaded data — not a live quote.

GOLDMAN SACHS ACTIVEBETA(R) U.S. LARGE CAP EQUITY ETF

Symbol: GSLC

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 17/09/2015

Latest date: 20/07/2026

Current price: $141.53

Expense ratio: 0.09%

Assets under management
$15.4B
-0.64% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.29%

Ann. -40.07% (Sharpe / Sortino numerator)

Volatility

17.96%

Sharpe ratio

-2.432

VaR 95%

-1.67%

CVaR 95%: -1.72%
Max drawdown: -7.64%
Sortino ratio: -4.533
Calmar ratio: -5.24

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

4.17%

Ann. -17.75% (Sharpe / Sortino numerator)

Volatility

14.45%

Sharpe ratio

-1.480

VaR 95%

-1.67%

CVaR 95%: -1.80%
Max drawdown: -9.74%
Sortino ratio: -2.256
Calmar ratio: -1.82

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

8.54%

Ann. -6.11% (Sharpe / Sortino numerator)

Volatility

13.36%

Sharpe ratio

-0.729

VaR 95%

-1.54%

CVaR 95%: -1.86%
Max drawdown: -9.74%
Sortino ratio: -1.028
Calmar ratio: -0.63

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

16.02%

Ann. 14.36% (Sharpe / Sortino numerator)

Volatility

18.09%

Sharpe ratio

0.593

VaR 95%

-1.59%

CVaR 95%: -2.61%
Max drawdown: -9.74%
Sortino ratio: 0.737
Calmar ratio: 1.47

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

32.61%

Ann. 11.98% (Sharpe / Sortino numerator)

Volatility

16.10%

Sharpe ratio

0.519

VaR 95%

-1.57%

CVaR 95%: -2.35%
Max drawdown: -18.66%
Sortino ratio: 0.659
Calmar ratio: 0.64

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

63.94%

Ann. 17.23% (Sharpe / Sortino numerator)

Volatility

14.66%

Sharpe ratio

0.928

VaR 95%

-1.44%

CVaR 95%: -2.09%
Max drawdown: -18.66%
Sortino ratio: 1.225
Calmar ratio: 0.92

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.062%

Best day

2.878%

31/03/2026
Worst day

-2.582%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $142.44 $142.66 $141.47 $141.53 203,100
17/07/2026 $141.52 $142.56 $141.50 $141.82 1,456,800
16/07/2026 $143.31 $143.72 $142.66 $143.16 198,600
15/07/2026 $143.45 $143.80 $142.87 $143.58 294,100
14/07/2026 $143.05 $143.45 $142.68 $143.11 239,100
13/07/2026 $143.25 $143.65 $142.59 $142.81 158,500
10/07/2026 $143.10 $143.80 $142.55 $143.73 132,300
09/07/2026 $142.11 $143.16 $142.06 $143.06 127,900
08/07/2026 $141.66 $141.99 $140.82 $141.87 148,000
07/07/2026 $142.68 $142.93 $142.00 $142.34 196,600