Summary
GVUS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 28.23% Volatility 15.86% Sharpe 0.74
Official loaded data — not a live quote.

GOLDMAN SACHS MARKETBETA(R) RUSSELL 1000 VALUE EQUITY ETF

Symbol: GVUS

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 28/11/2023

Latest date: 20/07/2026

Current price: $63.38

Expense ratio: 0.12%

Assets under management
$417.1M
-0.01% 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

1.45%

Ann. -38.75% (Sharpe / Sortino numerator)

Volatility

15.20%

Sharpe ratio

-2.787

VaR 95%

-1.33%

CVaR 95%: -1.57%
Max drawdown: -5.87%
Sortino ratio: -4.805
Calmar ratio: -6.60

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

9.08%

Ann. 6.72% (Sharpe / Sortino numerator)

Volatility

12.79%

Sharpe ratio

0.242

VaR 95%

-1.30%

CVaR 95%: -1.47%
Max drawdown: -7.11%
Sortino ratio: 0.343
Calmar ratio: 0.95

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

15.22%

Ann. 12.68% (Sharpe / Sortino numerator)

Volatility

11.98%

Sharpe ratio

0.755

VaR 95%

-1.25%

CVaR 95%: -1.50%
Max drawdown: -7.11%
Sortino ratio: 1.122
Calmar ratio: 1.78

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

28.23%

Ann. 15.40% (Sharpe / Sortino numerator)

Volatility

15.86%

Sharpe ratio

0.742

VaR 95%

-1.25%

CVaR 95%: -2.26%
Max drawdown: -8.15%
Sortino ratio: 0.892
Calmar ratio: 1.89

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

41.64%

Ann. 12.15% (Sharpe / Sortino numerator)

Volatility

13.91%

Sharpe ratio

0.613

VaR 95%

-1.24%

CVaR 95%: -1.94%
Max drawdown: -15.82%
Sortino ratio: 0.801
Calmar ratio: 0.77

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

64.90%

Ann. 20.06% (Sharpe / Sortino numerator)

Volatility

13.51%

Sharpe ratio

1.219

VaR 95%

-1.20%

CVaR 95%: -1.84%
Max drawdown: -15.82%
Sortino ratio: 1.618
Calmar ratio: 1.27

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

0.102%

Best day

2.418%

08/04/2026
Worst day

-2.044%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $63.39 $63.40 $63.38 $63.38 258,600
17/07/2026 $63.90 $63.98 $63.68 $63.68 900
16/07/2026 $63.98 $64.05 $63.93 $64.05 1,300
15/07/2026 $63.37 $63.56 $63.37 $63.45 2,600
14/07/2026 $63.35 $63.35 $63.18 $63.24 300
13/07/2026 $63.54 $63.59 $63.49 $63.55 1,400
10/07/2026 $63.22 $63.38 $63.22 $63.38 700
09/07/2026 $63.24 $63.24 $63.20 $63.20 600
08/07/2026 $62.92 $62.95 $62.92 $62.95 300
07/07/2026 $63.72 $63.72 $63.60 $63.60 600