Summary
GSUS
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 16.93% Volatility 18.38% Sharpe 0.75
Official loaded data — not a live quote.

GOLDMAN SACHS MARKETBETA U.S. EQUITY ETF

Symbol: GSUS

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 12/05/2020

Latest date: 15/10/2026

Current price: $106.76

Expense ratio: 0.07%

Assets under management
$3.4B
0.80% 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

2.21%

Ann. -39.49% (Sharpe / Sortino numerator)

Volatility

18.12%

Sharpe ratio

-2.379

VaR 95%

-1.71%

CVaR 95%: -1.73%
Max drawdown: -7.60%
Sortino ratio: -4.469
Calmar ratio: -5.20

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

2.62%

Ann. -16.86% (Sharpe / Sortino numerator)

Volatility

14.60%

Sharpe ratio

-1.404

VaR 95%

-1.55%

CVaR 95%: -1.78%
Max drawdown: -9.52%
Sortino ratio: -2.128
Calmar ratio: -1.77

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

11.14%

Ann. -4.78% (Sharpe / Sortino numerator)

Volatility

13.72%

Sharpe ratio

-0.613

VaR 95%

-1.55%

CVaR 95%: -1.89%
Max drawdown: -9.52%
Sortino ratio: -0.852
Calmar ratio: -0.50

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

16.93%

Ann. 17.35% (Sharpe / Sortino numerator)

Volatility

18.38%

Sharpe ratio

0.747

VaR 95%

-1.56%

CVaR 95%: -2.63%
Max drawdown: -9.52%
Sortino ratio: 0.927
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

36.74%

Ann. 13.85% (Sharpe / Sortino numerator)

Volatility

16.33%

Sharpe ratio

0.626

VaR 95%

-1.56%

CVaR 95%: -2.38%
Max drawdown: -19.07%
Sortino ratio: 0.785
Calmar ratio: 0.73

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

84.56%

Ann. 18.84% (Sharpe / Sortino numerator)

Volatility

14.90%

Sharpe ratio

1.021

VaR 95%

-1.44%

CVaR 95%: -2.12%
Max drawdown: -19.07%
Sortino ratio: 1.334
Calmar ratio: 0.99

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

2.953%

31/03/2026
Worst day

-2.733%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $105.91 $106.88 $105.85 $106.76 57,300
14/10/2026 $107.04 $107.41 $106.14 $106.43 46,600
13/10/2026 $107.60 $107.70 $107.41 $107.60 36,100
12/10/2026 $107.77 $107.83 $107.54 $107.70 80,500
09/10/2026 $107.44 $107.83 $107.28 $107.72 90,000
08/10/2026 $107.14 $107.50 $106.65 $107.06 111,400
07/10/2026 $107.24 $107.69 $107.13 $107.60 72,100
06/10/2026 $107.54 $108.19 $107.54 $107.89 40,500
05/10/2026 $106.69 $107.48 $106.64 $107.23 398,300
02/10/2026 $106.54 $106.91 $106.34 $106.50 64,800