Goldman Sachs ActiveBeta Emerging Markets Equity ETF

Symbol: GEM

Exchange: NYSE ARCA

Sector: Technology

Category: Diversified Emerging Mkts

Inception Date: 25/09/2015

Latest Date: 02/04/2026

Current Price: $43.13

Expense Ratio: 0.35%

Assets Under Management
$1.5B
2.08% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-7.74%

Volatility

33.90%

Sharpe Ratio

-1.837

VaR 95%

-3.24%

CVaR 95%: -4.10%
Max Drawdown: -6.92%
Sortino Ratio: -2.726
Calmar Ratio: -8.48
Return

1.20%

Volatility

24.83%

Sharpe Ratio

0.053

VaR 95%

-2.97%

CVaR 95%: -3.60%
Max Drawdown: -13.49%
Sortino Ratio: 0.073
Calmar Ratio: 0.37
Return

6.95%

Volatility

20.73%

Sharpe Ratio

0.524

VaR 95%

-2.03%

CVaR 95%: -3.17%
Max Drawdown: -13.49%
Sortino Ratio: 0.693
Calmar Ratio: 1.07
Return

32.15%

Volatility

19.76%

Sharpe Ratio

1.450

VaR 95%

-1.72%

CVaR 95%: -3.02%
Max Drawdown: -13.49%
Sortino Ratio: 1.865
Calmar Ratio: 2.39
Return

43.43%

Volatility

17.85%

Sharpe Ratio

0.908

VaR 95%

-1.74%

CVaR 95%: -2.59%
Max Drawdown: -16.54%
Sortino Ratio: 1.231
Calmar Ratio: 1.20
Return

55.01%

Volatility

16.43%

Sharpe Ratio

0.741

VaR 95%

-1.55%

CVaR 95%: -2.34%
Max Drawdown: -16.54%
Sortino Ratio: 1.046
Calmar Ratio: 0.96

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.119%

Best Day

6.97%

09/04/2025
Worst Day

-5.183%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $42.25 $43.42 $42.25 $43.13 106,200
01/04/2026 $43.45 $44.01 $43.42 $43.62 147,600
31/03/2026 $41.80 $43.24 $41.80 $43.20 152,300
30/03/2026 $42.18 $42.18 $41.44 $41.73 241,800
27/03/2026 $42.14 $42.48 $41.90 $42.02 89,200
26/03/2026 $42.86 $43.05 $42.23 $42.27 177,400
25/03/2026 $43.64 $43.93 $43.47 $43.56 53,000
24/03/2026 $42.74 $43.33 $42.69 $42.92 89,800
23/03/2026 $43.32 $44.08 $43.10 $43.77 105,500
20/03/2026 $43.33 $43.38 $42.24 $42.44 149,800