EUSA vs GSWO

Comparison between ISHARES MSCI USA EQUAL WEIGHTED ETF (EUSA, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).

EUSA vs GSWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EUSA(ETF)	GSWO(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.09%	0.25%
Max Drawdown	39.16%	18.80%
Sharpe Ratio	1.23	1.52
5Y Beta	0.82	0.62
P/E Ratio	26.40	25.97
Forward P/E	16.45	20.29
PEG Ratio	N/A	0.48
5Y Dividends CAGR	14.26%	N/A
5Y EPS CAGR	11.96%	26.41%
Debt to Equity	38.63%	28.65%
P/S Ratio	2.11	3.00
P/B Ratio	3.24	5.04

Net Assets

EUSA

$1.50B

GSWO

$1.50B

Expense Ratio

Winner

EUSA

0.09%

GSWO

0.25%

Max Drawdown

EUSA

39.16%

Winner

GSWO

18.80%

Sharpe Ratio

EUSA

1.23

Winner

GSWO

1.52

5Y Beta

EUSA

0.82

Winner

GSWO

0.62

P/E Ratio

EUSA

26.40

Winner

GSWO

25.97

Forward P/E

Winner

EUSA

16.45

GSWO

20.29

PEG Ratio

EUSA

N/A

GSWO

0.48

5Y Dividends CAGR

EUSA

14.26%

GSWO

N/A

5Y EPS CAGR

EUSA

11.96%

Winner

GSWO

26.41%

Debt to Equity

EUSA

38.63%

Winner

GSWO

28.65%

P/S Ratio

Winner

EUSA

2.11

GSWO

3.00

P/B Ratio

Winner

EUSA

3.24

GSWO

5.04

EUSA vs GSWO - Holdings Comparison

EUSA and GSWO have 284 common holdings. Overlap is 29.37%

EUSA's top 25 holdings weight is 9.89%. GSWO's top 25 holdings weight is 37.22%.

Rank	EUSA	GSWO
#1	UNITED THERAPEUTICS CORP (UTHR) - 0.44%	NVIDIA CORP (NVDA) - 5.79%
#2	NETFLIX INC (NFLX) - 0.44%	APPLE INC (AAPL) - 4.74%
#3	TEXAS INSTRUMENTS INC (TXN) - 0.44%	MICROSOFT CORP (MSFT) - 3.76%
#4	SYNOPSYS INC (SNPS) - 0.44%	AMAZON.COM INC (AMZN) - 2.93%
#5	NUCOR CORP (NUE) - 0.44%	ALPHABET INC CLASS A (GOOGL) - 2.38%
#6	NVIDIA CORP (NVDA) - 0.44%	BROADCOM INC (AVGO) - 2.32%
#7	STEEL DYNAMICS INC (STLD) - 0.44%	ALPHABET INC CLASS C (GOOG) - 2.06%
#8	STATE STREET CORP (STT) - 0.44%	META PLATFORMS INC CLASS A (META) - 1.77%
#9	QUANTA SERVICES INC (PWR) - 0.44%	TESLA INC (TSLA) - 1.29%
#10	ROCKET LAB CORP (RKLB) - 0.44%	JPMORGAN CHASE & CO (JPM) - 1.03%
#11	GARMIN LTD (GRMN) - 0.44%	ELI LILLY AND CO (LLY) - 0.90%
#12	MARVELL TECHNOLOGY INC (MRVL) - 0.37%	WALMART INC (WMT) - 0.79%
#13	ANNALY CAPITAL MANAGEMENT INC (NLY) - 0.36%	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.73%
#14	ALTRIA GROUP INC (MO) - 0.36%	EXXON MOBIL CORP (XOM) - 0.70%
#15	AMETEK INC (AME) - 0.36%	VISA INC CLASS A (V) - 0.69%
#16	BLACKROCK INC (BLK) - 0.36%	JOHNSON & JOHNSON (JNJ) - 0.65%
#17	JACK HENRY & ASSOCIATES INC (JKHY) - 0.36%	MICRON TECHNOLOGY INC (MU) - 0.65%
#18	THE HARTFORD INSURANCE GROUP INC (HIG) - 0.36%	ASML HOLDING NV (n/a) - 0.63%
#19	AFLAC INC (AFL) - 0.36%	MASTERCARD INC CLASS A (MA) - 0.56%
#20	VERALTO CORP (VLTO) - 0.36%	COSTCO WHOLESALE CORP (COST) - 0.54%
#21	AMERICAN WATER WORKS CO INC (AWK) - 0.36%	ADVANCED MICRO DEVICES INC (AMD) - 0.53%
#22	VENTAS INC (VTR) - 0.36%	NETFLIX INC (NFLX) - 0.47%
#23	FIRST CITIZENS BANCSHARES INC CLASS A (FCNCA) - 0.36%	LAM RESEARCH CORP (LRCX) - 0.46%
#24	FISERV INC (FISV) - 0.36%	CISCO SYSTEMS INC (CSCO) - 0.43%
#25	EDISON INTERNATIONAL (EIX) - 0.36%	CATERPILLAR INC (CAT) - 0.42%
Total Holdings	490	777

EUSA vs GSWO - Historical Returns

Returns include dividend reinvestment.

Period	EUSA	GSWO
1 month	+4.04%	+6.94%
3 months	+1.92%	+4.55%
6 months	+8.07%	+11.85%
1 year	+18.68%	+21.75%
5 years(CAGR)	+7.25%	+12.54%
10 years(CAGR)	+11.60%	N/A
Max(CAGR)	+11.97%	+12.54%

EUSA

+4.04%

Winner

GSWO

+6.94%

EUSA

+1.92%

Winner

GSWO

+4.55%

EUSA

+8.07%

Winner

GSWO

+11.85%

EUSA

+18.68%

Winner

GSWO

+21.75%

5Y(CAGR)

EUSA

+7.25%

Winner

GSWO

+12.54%

10Y(CAGR)

EUSA

+11.60%

GSWO

N/A

Max(CAGR)

EUSA

+11.97%

Winner

GSWO

+12.54%

EUSA vs GSWO - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	EUSA	GSWO
2026	+5.40%	+9.11%
2025	+10.51%	+18.96%
2024	+15.10%	+15.96%
2023	+17.98%	+16.40%
2022	-17.00%	-6.17%
2021	+27.66%	N/A
2020	+14.76%	N/A
2019	+30.16%	N/A
2018	-9.19%	N/A
2017	+18.05%	N/A
2016	+16.33%	N/A
2015	-2.10%	N/A
2014	+14.92%	N/A
2013	+28.94%	N/A
2012	+13.92%	N/A
2011	+2.25%	N/A
2010	+15.55%	N/A

EUSA vs GSWO Drawdown Comparison

The maximum drawdown for EUSA was -39.16%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.

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

The current EUSA drawdown is -0.82%.

Rank	EUSA	GSWO
#1	-39.16% Feb 20, 2020 - Nov 9, 2020	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-25.23% Nov 16, 2021 - Feb 29, 2024	-9.97% Feb 13, 2025 - May 2, 2025
#3	-20.76% Sep 20, 2018 - Apr 12, 2019	-8.93% Feb 25, 2026 - Apr 15, 2026
#4	-18.67% May 21, 2015 - Jul 11, 2016	-7.71% Jul 25, 2023 - Nov 22, 2023
#5	-18.23% May 10, 2011 - Feb 16, 2012	-5.68% Dec 5, 2024 - Feb 11, 2025
#6	-18.20% Nov 29, 2024 - Jul 22, 2025	-4.68% Jul 17, 2024 - Aug 15, 2024
#7	-10.27% May 13, 2010 - Oct 15, 2010	-4.67% Mar 28, 2024 - Jun 12, 2024
#8	-10.00% Mar 27, 2012 - Aug 17, 2012	-3.36% Oct 18, 2024 - Nov 7, 2024
#9	-9.17% Jan 26, 2018 - Aug 20, 2018	-2.77% Nov 12, 2025 - Nov 26, 2025
#10	-8.08% Sep 19, 2014 - Oct 31, 2014	-2.75% Nov 7, 2024 - Nov 29, 2024
#11	-7.82% Feb 26, 2026 - Apr 17, 2026	-2.26% Jul 23, 2025 - Aug 12, 2025
#12	-7.75% Sep 14, 2012 - Jan 2, 2013	-2.04% Aug 30, 2024 - Sep 13, 2024
#13	-7.26% Jul 24, 2019 - Oct 28, 2019	-1.92% Oct 6, 2025 - Oct 27, 2025
#14	-6.81% Apr 30, 2019 - Jun 20, 2019	-1.80% Jan 12, 2026 - Jan 26, 2026
#15	-6.21% Mar 28, 2024 - Jul 15, 2024	-1.72% Jul 3, 2025 - Jul 23, 2025

Correlation

Correlation between EUSA and GSWO is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2010 - 2026)

EUSA vs GSWO dividend yield comparison.

Year	EUSA	GSWO
2026	0.32%	0.30%
2025	1.63%	1.74%
2024	1.47%	1.75%
2023	1.53%	2.06%
2022	1.73%	1.73%
2021	1.23%	0.00%
2020	1.45%	0.00%
2019	1.49%	0.00%
2018	2.01%	0.00%
2017	1.50%	0.00%
2016	1.59%	0.00%
2015	2.21%	0.00%
2014	1.91%	0.00%
2013	1.97%	0.00%
2012	2.07%	0.00%
2011	1.10%	0.00%
2010	1.48%	0.00%