Summary
GVIP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 36.94% 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: 03/06/2026

Current price: $179.94

Expense ratio: 0.45%

Assets under management
$505.0M
-0.84% 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

6.71%

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

18.46%

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

18.08%

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

36.94%

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

65.69%

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

122.68%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.132%

Best day

4.352%

31/03/2026
Worst day

-3.647%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $181.46 $181.46 $179.21 $179.94 60,900
02/06/2026 $179.90 $181.09 $179.90 $180.54 11,500
01/06/2026 $178.44 $181.06 $177.64 $180.10 21,100
29/05/2026 $178.57 $179.41 $177.81 $179.41 3,900
28/05/2026 $178.62 $180.39 $177.26 $179.37 8,100
27/05/2026 $178.83 $178.83 $177.50 $178.52 3,000
26/05/2026 $177.61 $178.75 $177.44 $177.90 21,100
22/05/2026 $175.28 $175.28 $174.26 $174.26 2,400
21/05/2026 $172.69 $174.85 $172.44 $174.32 5,400
20/05/2026 $170.40 $171.99 $169.53 $171.80 5,300