Summary
GSUS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.09% 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: 20/07/2026

Current price: $102.54

Expense ratio: 0.07%

Assets under management
$3.2B
-0.81% 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

-0.28%

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

5.24%

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

10.25%

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

19.09%

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

37.76%

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

71.78%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.073%

Best day

2.953%

31/03/2026
Worst day

-2.733%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $103.38 $103.46 $102.48 $102.54 328,000
17/07/2026 $102.35 $103.22 $102.35 $102.67 48,700
16/07/2026 $103.78 $104.22 $103.33 $103.72 47,200
15/07/2026 $104.35 $104.35 $103.69 $104.28 54,600
14/07/2026 $103.56 $104.09 $103.47 $103.87 118,500
13/07/2026 $104.03 $104.18 $103.40 $103.52 63,000
10/07/2026 $103.97 $104.38 $103.50 $104.35 81,700
09/07/2026 $103.25 $103.93 $103.25 $103.88 33,200
08/07/2026 $102.78 $103.12 $102.27 $103.12 60,800
07/07/2026 $103.60 $103.60 $103.05 $103.35 59,500