Summary
GVIP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 23.80% Volatility 23.27% Sharpe 0.88
Official loaded data — not a live quote.

GOLDMAN SACHS HEDGE INDUSTRY VIP ETF

Symbol: GVIP

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 01/11/2016

Latest date: 20/07/2026

Current price: $172.53

Expense ratio: 0.45%

Assets under management
$598.6M
-0.97% 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

-10.02%

Ann. -39.96% (Sharpe / Sortino numerator)

Volatility

29.13%

Sharpe ratio

-1.496

VaR 95%

-2.48%

CVaR 95%: -3.10%
Max drawdown: -9.02%
Sortino ratio: -2.375
Calmar ratio: -4.43

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

4.07%

Ann. -18.59% (Sharpe / Sortino numerator)

Volatility

22.80%

Sharpe ratio

-0.974

VaR 95%

-2.42%

CVaR 95%: -2.95%
Max drawdown: -13.67%
Sortino ratio: -1.499
Calmar ratio: -1.36

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

10.29%

Ann. -7.25% (Sharpe / Sortino numerator)

Volatility

20.70%

Sharpe ratio

-0.526

VaR 95%

-2.42%

CVaR 95%: -2.95%
Max drawdown: -13.67%
Sortino ratio: -0.754
Calmar ratio: -0.53

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

23.80%

Ann. 24.11% (Sharpe / Sortino numerator)

Volatility

23.27%

Sharpe ratio

0.880

VaR 95%

-2.05%

CVaR 95%: -3.51%
Max drawdown: -13.67%
Sortino ratio: 1.114
Calmar ratio: 1.76

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

55.65%

Ann. 17.52% (Sharpe / Sortino numerator)

Volatility

21.13%

Sharpe ratio

0.657

VaR 95%

-2.17%

CVaR 95%: -3.27%
Max drawdown: -23.29%
Sortino ratio: 0.829
Calmar ratio: 0.75

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

98.38%

Ann. 25.18% (Sharpe / Sortino numerator)

Volatility

18.92%

Sharpe ratio

1.139

VaR 95%

-1.78%

CVaR 95%: -2.86%
Max drawdown: -23.29%
Sortino ratio: 1.467
Calmar ratio: 1.08

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

0.095%

Best day

4.352%

31/03/2026
Worst day

-6.013%

23/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $174.21 $174.62 $172.53 $172.53 5,200
17/07/2026 $170.19 $174.55 $169.52 $172.54 6,900
16/07/2026 $176.63 $176.99 $173.50 $173.98 10,000
15/07/2026 $180.11 $180.11 $176.03 $178.53 8,600
14/07/2026 $179.49 $180.11 $179.09 $179.42 22,000
13/07/2026 $179.24 $179.53 $177.04 $177.26 6,300
10/07/2026 $182.83 $182.83 $179.96 $181.37 11,600
09/07/2026 $181.26 $182.85 $180.98 $181.65 6,600
08/07/2026 $176.65 $178.27 $175.84 $178.27 4,400
07/07/2026 $179.96 $180.06 $177.18 $178.20 5,100