EMGF vs GSWO
Comparison between ISHARES EMERGING MARKETS EQUITY FACTOR ETF (EMGF, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).
EMGF vs GSWO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EMGF
$1.50B
GSWO
$1.50B
Expense Ratio
EMGF
0.26%
Winner
GSWO
0.25%
Max Drawdown
EMGF
43.35%
Winner
GSWO
18.80%
Sharpe Ratio
Winner
EMGF
2.33
GSWO
1.52
5Y Beta
EMGF
0.77
Winner
GSWO
0.62
P/E Ratio
EMGF
N/A
GSWO
25.97
Forward P/E
EMGF
N/A
GSWO
20.29
PEG Ratio
EMGF
N/A
GSWO
0.48
5Y Dividends CAGR
EMGF
8.92%
GSWO
N/A
5Y EPS CAGR
EMGF
N/A
GSWO
26.41%
Debt to Equity
EMGF
N/A
GSWO
28.65%
P/S Ratio
EMGF
N/A
GSWO
3.00
P/B Ratio
EMGF
N/A
GSWO
5.04
EMGF vs GSWO - Holdings Comparison
EMGF and GSWO have 2 common holdings. Overlap is -0.23%
EMGF's top 25 holdings weight is 39.90%. GSWO's top 25 holdings weight is 37.22%.
| Rank | EMGF | GSWO |
|---|---|---|
| #1 | n/a (n/a) - 11.42% | NVIDIA CORP (NVDA) - 5.79% |
| #2 | SAMSUNG ELECTRONICS CO LTD (n/a) - 6.55% | APPLE INC (AAPL) - 4.74% |
| #3 | SK HYNIX INC (n/a) - 3.57% | MICROSOFT CORP (MSFT) - 3.76% |
| #4 | TENCENT HOLDINGS LTD (n/a) - 3.05% | AMAZON.COM INC (AMZN) - 2.93% |
| #5 | n/a (n/a) - 2.39% | ALPHABET INC CLASS A (GOOGL) - 2.38% |
| #6 | MEDIATEK INC (n/a) - 1.33% | BROADCOM INC (AVGO) - 2.32% |
| #7 | DELTA ELECTRONICS INC (n/a) - 1.19% | ALPHABET INC CLASS C (GOOG) - 2.06% |
| #8 | CHINA CONSTRUCTION BANK CORP CLASS H (n/a) - 1.02% | META PLATFORMS INC CLASS A (META) - 1.77% |
| #9 | n/a (n/a) - 0.80% | TESLA INC (TSLA) - 1.29% |
| #10 | PDD HOLDINGS INC ADR (PDD) - 0.72% | JPMORGAN CHASE & CO (JPM) - 1.03% |
| #11 | HON HAI PRECISION INDUSTRY CO LTD (n/a) - 0.65% | ELI LILLY AND CO (LLY) - 0.90% |
| #12 | VALE SA (n/a) - 0.65% | WALMART INC (WMT) - 0.79% |
| #13 | HYUNDAI MOTOR CO (n/a) - 0.61% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.73% |
| #14 | ICICI BANK LTD (n/a) - 0.60% | EXXON MOBIL CORP (XOM) - 0.70% |
| #15 | ACCTON TECHNOLOGY CORP (n/a) - 0.57% | VISA INC CLASS A (V) - 0.69% |
| #16 | BANK OF CHINA LTD CLASS H (n/a) - 0.57% | JOHNSON & JOHNSON (JNJ) - 0.65% |
| #17 | HDFC BANK LTD (n/a) - 0.50% | MICRON TECHNOLOGY INC (MU) - 0.65% |
| #18 | HANA FINANCIAL GROUP INC (n/a) - 0.50% | ASML HOLDING NV (n/a) - 0.63% |
| #19 | RELIANCE INDUSTRIES LTD (n/a) - 0.48% | MASTERCARD INC CLASS A (MA) - 0.56% |
| #20 | SK SQUARE (n/a) - 0.48% | COSTCO WHOLESALE CORP (COST) - 0.54% |
| #21 | KB FINANCIAL GROUP INC (n/a) - 0.47% | ADVANCED MICRO DEVICES INC (AMD) - 0.53% |
| #22 | YUANTA FINANCIAL HOLDINGS CO LTD (n/a) - 0.47% | NETFLIX INC (NFLX) - 0.47% |
| #23 | n/a (n/a) - 0.45% | LAM RESEARCH CORP (LRCX) - 0.46% |
| #24 | PETROLEO BRASILEIRO SA PETROBRAS (n/a) - 0.43% | CISCO SYSTEMS INC (CSCO) - 0.43% |
| #25 | NU HOLDINGS LTD ORDINARY SHARES CLASS A (NU) - 0.43% | CATERPILLAR INC (CAT) - 0.42% |
| Total Holdings | 633 | 777 |
EMGF vs GSWO - Historical Returns
Returns include dividend reinvestment.
1M
Winner
EMGF
+13.57%
GSWO
+6.94%
3M
Winner
EMGF
+13.72%
GSWO
+4.55%
6M
Winner
EMGF
+28.31%
GSWO
+11.85%
1Y
Winner
EMGF
+57.77%
GSWO
+21.75%
5Y(CAGR)
EMGF
+10.19%
Winner
GSWO
+12.54%
10Y(CAGR)
EMGF
+11.25%
GSWO
N/A
Max(CAGR)
EMGF
+10.94%
Winner
GSWO
+12.54%
EMGF vs GSWO - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | EMGF | GSWO |
|---|---|---|
| 2026 | +23.17% | +9.11% |
| 2025 | +31.60% | +18.96% |
| 2024 | +10.60% | +15.96% |
| 2023 | +9.82% | +16.40% |
| 2022 | -17.42% | -6.17% |
| 2021 | +6.36% | N/A |
| 2020 | +8.58% | N/A |
| 2019 | +20.35% | N/A |
| 2018 | -21.27% | N/A |
| 2017 | +40.88% | N/A |
| 2016 | +8.11% | N/A |
| 2015 | +0.00% | N/A |
EMGF vs GSWO Drawdown Comparison
The maximum drawdown for EMGF was -40.25%, occurring on Mar 23, 2020. Recovery took 740 trading sessions.
The maximum drawdown for GSWO was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.
| Rank | EMGF | GSWO |
|---|---|---|
| #1 | -40.25% Jan 26, 2018 - Jan 5, 2021 | -17.78% Mar 29, 2022 - Jul 13, 2023 |
| #2 | -28.57% Jun 4, 2021 - Jul 11, 2024 | -9.97% Feb 13, 2025 - May 2, 2025 |
| #3 | -17.64% Oct 7, 2024 - Jun 4, 2025 | -8.93% Feb 25, 2026 - Apr 15, 2026 |
| #4 | -13.92% Dec 23, 2015 - Mar 21, 2016 | -7.71% Jul 25, 2023 - Nov 22, 2023 |
| #5 | -13.54% Feb 25, 2026 - Apr 17, 2026 | -5.68% Dec 5, 2024 - Feb 11, 2025 |
| #6 | -10.21% Sep 6, 2016 - Feb 2, 2017 | -4.68% Jul 17, 2024 - Aug 15, 2024 |
| #7 | -9.39% Jul 12, 2024 - Sep 24, 2024 | -4.67% Mar 28, 2024 - Jun 12, 2024 |
| #8 | -8.69% Apr 20, 2016 - Jul 12, 2016 | -3.36% Oct 18, 2024 - Nov 7, 2024 |
| #9 | -8.02% Feb 17, 2021 - Jun 1, 2021 | -2.77% Nov 12, 2025 - Nov 26, 2025 |
| #10 | -5.12% Nov 22, 2017 - Dec 28, 2017 | -2.75% Nov 7, 2024 - Nov 29, 2024 |
| #11 | -5.04% Oct 29, 2025 - Jan 2, 2026 | -2.26% Jul 23, 2025 - Aug 12, 2025 |
| #12 | -4.75% Jan 21, 2021 - Feb 9, 2021 | -2.04% Aug 30, 2024 - Sep 13, 2024 |
| #13 | -4.38% Oct 8, 2025 - Oct 20, 2025 | -1.92% Oct 6, 2025 - Oct 27, 2025 |
| #14 | -3.99% Feb 23, 2017 - Mar 16, 2017 | -1.80% Jan 12, 2026 - Jan 26, 2026 |
| #15 | -3.92% Sep 19, 2017 - Oct 5, 2017 | -1.72% Jul 3, 2025 - Jul 23, 2025 |
Correlation
Correlation between EMGF and GSWO is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (2016 - 2026)
EMGF vs GSWO dividend yield comparison.
| Year | EMGF | GSWO |
|---|---|---|
| 2026 | 0.00% | 0.30% |
| 2025 | 2.52% | 1.74% |
| 2024 | 3.42% | 1.75% |
| 2023 | 5.94% | 2.06% |
| 2022 | 4.04% | 1.73% |
| 2021 | 2.48% | 0.00% |
| 2020 | 1.95% | 0.00% |
| 2019 | 2.63% | 0.00% |
| 2018 | 2.73% | 0.00% |
| 2017 | 1.94% | 0.00% |
| 2016 | 2.04% | 0.00% |
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