ASHR vs GSWO

Comparison between XTRACKERS HARVEST CSI 300 CHINA A-SHARES ETF (ASHR, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).

ASHR vs GSWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ASHR(ETF)	GSWO(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.65%	0.25%
Max Drawdown	61.79%	18.80%
Sharpe Ratio	1.89	1.52
5Y Beta	0.36	0.62
P/E Ratio	N/A	25.97
Forward P/E	N/A	20.29
PEG Ratio	N/A	0.48
5Y Dividends CAGR	26.63%	N/A
5Y EPS CAGR	N/A	26.41%
Debt to Equity	N/A	28.65%
P/S Ratio	N/A	3.00
P/B Ratio	N/A	5.04

Net Assets

ASHR

$1.50B

GSWO

$1.50B

Expense Ratio

ASHR

0.65%

Winner

GSWO

0.25%

Max Drawdown

ASHR

61.79%

Winner

GSWO

18.80%

Sharpe Ratio

Winner

ASHR

1.89

GSWO

1.52

5Y Beta

Winner

ASHR

0.36

GSWO

0.62

P/E Ratio

ASHR

N/A

GSWO

25.97

Forward P/E

ASHR

N/A

GSWO

20.29

PEG Ratio

ASHR

N/A

GSWO

0.48

5Y Dividends CAGR

ASHR

26.63%

GSWO

N/A

5Y EPS CAGR

ASHR

N/A

GSWO

26.41%

Debt to Equity

ASHR

N/A

GSWO

28.65%

P/S Ratio

ASHR

N/A

GSWO

3.00

P/B Ratio

ASHR

N/A

GSWO

5.04

ASHR vs GSWO - Historical Returns

Returns include dividend reinvestment.

Period	ASHR	GSWO
1 month	+6.56%	+6.94%
3 months	+4.78%	+4.55%
6 months	+9.94%	+11.85%
1 year	+38.15%	+21.75%
5 years(CAGR)	-0.17%	+12.54%
10 years(CAGR)	+5.96%	N/A
Max(CAGR)	+6.22%	+12.54%

ASHR

+6.56%

Winner

GSWO

+6.94%

Winner

ASHR

+4.78%

GSWO

+4.55%

ASHR

+9.94%

Winner

GSWO

+11.85%

Winner

ASHR

+38.15%

GSWO

+21.75%

5Y(CAGR)

ASHR

-0.17%

Winner

GSWO

+12.54%

10Y(CAGR)

ASHR

+5.96%

GSWO

N/A

Max(CAGR)

ASHR

+6.22%

Winner

GSWO

+12.54%

ASHR vs GSWO - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	ASHR	GSWO
2026	+7.23%	+9.11%
2025	+30.87%	+18.96%
2024	+14.29%	+15.96%
2023	-13.35%	+16.40%
2022	-27.39%	-6.17%
2021	-3.01%	N/A
2020	+33.50%	N/A
2019	+37.57%	N/A
2018	-29.75%	N/A
2017	+31.00%	N/A
2016	-7.74%	N/A
2015	-2.63%	N/A
2014	+54.20%	N/A
2013	-0.56%	N/A

ASHR vs GSWO Drawdown Comparison

The maximum drawdown for ASHR was -51.28%, occurring on Feb 2, 2024. This drawdown has not yet recovered.

The maximum drawdown for GSWO was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The current ASHR drawdown is -16.63%.

Rank	ASHR	GSWO
#1	-51.28% Feb 17, 2021 - Feb 2, 2024	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-50.43% Jun 12, 2015 - Jan 4, 2021	-9.97% Feb 13, 2025 - May 2, 2025
#3	-18.34% Dec 4, 2013 - Oct 8, 2014	-8.93% Feb 25, 2026 - Apr 15, 2026
#4	-11.42% Jan 7, 2015 - Mar 16, 2015	-7.71% Jul 25, 2023 - Nov 22, 2023
#5	-7.46% May 4, 2015 - May 21, 2015	-5.68% Dec 5, 2024 - Feb 11, 2025
#6	-7.34% Dec 8, 2014 - Dec 17, 2014	-4.68% Jul 17, 2024 - Aug 15, 2024
#7	-6.81% May 26, 2015 - Jun 8, 2015	-4.67% Mar 28, 2024 - Jun 12, 2024
#8	-5.41% Dec 17, 2014 - Dec 26, 2014	-3.36% Oct 18, 2024 - Nov 7, 2024
#9	-5.36% Jan 12, 2021 - Feb 9, 2021	-2.77% Nov 12, 2025 - Nov 26, 2025
#10	-5.22% Oct 8, 2014 - Oct 31, 2014	-2.75% Nov 7, 2024 - Nov 29, 2024
#11	-4.96% Apr 16, 2015 - Apr 21, 2015	-2.26% Jul 23, 2025 - Aug 12, 2025
#12	-4.17% Nov 18, 2013 - Dec 4, 2013	-2.04% Aug 30, 2024 - Sep 13, 2024
#13	-3.79% Nov 14, 2014 - Nov 21, 2014	-1.92% Oct 6, 2025 - Oct 27, 2025
#14	-3.56% Nov 28, 2014 - Dec 2, 2014	-1.80% Jan 12, 2026 - Jan 26, 2026
#15	-2.91% Mar 30, 2015 - Apr 6, 2015	-1.72% Jul 3, 2025 - Jul 23, 2025

Correlation

Correlation between ASHR and GSWO is 0.53 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.53

-101

Dividend Comparison (2014 - 2026)

ASHR vs GSWO dividend yield comparison.

Year	ASHR	GSWO
2026	0.00%	0.30%
2025	2.31%	1.74%
2024	1.13%	1.75%
2023	2.48%	2.06%
2022	1.13%	1.73%
2021	0.88%	0.00%
2020	0.81%	0.00%
2019	0.98%	0.00%
2018	1.32%	0.00%
2017	0.84%	0.00%
2016	0.73%	0.00%
2015	30.13%	0.00%
2014	0.27%	0.00%