FSIG vs GSWO

Comparison between FIRST TRUST LIMITED DURATION INVESTMENT GRADE CORPORATE ETF (FSIG, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).

FSIG vs GSWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FSIG(ETF)	GSWO(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.44%	0.25%
Max Drawdown	9.03%	18.80%
Sharpe Ratio	0.47	1.52
5Y Beta	0.04	0.62
P/E Ratio	N/A	25.97
Forward P/E	N/A	20.29
PEG Ratio	N/A	0.48
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

FSIG

$1.50B

GSWO

$1.50B

Expense Ratio

FSIG

0.44%

Winner

GSWO

0.25%

Max Drawdown

Winner

FSIG

9.03%

GSWO

18.80%

Sharpe Ratio

FSIG

0.47

Winner

GSWO

1.52

5Y Beta

Winner

FSIG

0.04

GSWO

0.62

P/E Ratio

FSIG

N/A

GSWO

25.97

Forward P/E

FSIG

N/A

GSWO

20.29

PEG Ratio

FSIG

N/A

GSWO

0.48

5Y EPS CAGR

FSIG

N/A

GSWO

26.41%

Debt to Equity

FSIG

N/A

GSWO

28.65%

P/S Ratio

FSIG

N/A

GSWO

3.00

P/B Ratio

FSIG

N/A

GSWO

5.04

FSIG vs GSWO - Historical Returns

Returns include dividend reinvestment.

Period	FSIG	GSWO
1 month	+0.22%	+6.94%
3 months	+0.04%	+4.55%
6 months	+1.28%	+11.85%
1 year	+4.98%	+21.75%
5 years(CAGR)	+2.86%	+12.54%
Max(CAGR)	+2.86%	+12.54%

FSIG

+0.22%

Winner

GSWO

+6.94%

FSIG

+0.04%

Winner

GSWO

+4.55%

FSIG

+1.28%

Winner

GSWO

+11.85%

FSIG

+4.98%

Winner

GSWO

+21.75%

5Y(CAGR)

FSIG

+2.86%

Winner

GSWO

+12.54%

Max(CAGR)

FSIG

+2.86%

Winner

GSWO

+12.54%

FSIG vs GSWO - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	FSIG	GSWO
2026	+0.50%	+9.11%
2025	+6.65%	+18.96%
2024	+4.43%	+15.96%
2023	+6.02%	+16.40%
2022	-4.23%	-6.17%
2021	+0.02%	N/A

FSIG vs GSWO Drawdown Comparison

The maximum drawdown for FSIG was -6.88%, occurring on Oct 20, 2022. Recovery took 510 trading sessions.

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

The current FSIG drawdown is -0.23%.

Rank	FSIG	GSWO
#1	-6.88% Nov 19, 2021 - Dec 1, 2023	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-1.55% Feb 23, 2026 - Mar 26, 2026	-9.97% Feb 13, 2025 - May 2, 2025
#3	-1.51% Sep 24, 2024 - Feb 21, 2025	-8.93% Feb 25, 2026 - Apr 15, 2026
#4	-1.32% Feb 1, 2024 - May 21, 2024	-7.71% Jul 25, 2023 - Nov 22, 2023
#5	-1.26% Apr 3, 2025 - Apr 24, 2025	-5.68% Dec 5, 2024 - Feb 11, 2025
#6	-0.58% Dec 27, 2023 - Jan 12, 2024	-4.68% Jul 17, 2024 - Aug 15, 2024
#7	-0.57% Jan 12, 2024 - Jan 31, 2024	-4.67% Mar 28, 2024 - Jun 12, 2024
#8	-0.50% Apr 30, 2025 - May 27, 2025	-3.36% Oct 18, 2024 - Nov 7, 2024
#9	-0.47% Jun 30, 2025 - Jul 21, 2025	-2.77% Nov 12, 2025 - Nov 26, 2025
#10	-0.47% Oct 27, 2025 - Nov 24, 2025	-2.75% Nov 7, 2024 - Nov 29, 2024
#11	-0.42% Aug 2, 2024 - Aug 14, 2024	-2.26% Jul 23, 2025 - Aug 12, 2025
#12	-0.40% Sep 16, 2025 - Oct 14, 2025	-2.04% Aug 30, 2024 - Sep 13, 2024
#13	-0.37% May 21, 2024 - May 31, 2024	-1.92% Oct 6, 2025 - Oct 27, 2025
#14	-0.37% Jul 5, 2024 - Jul 11, 2024	-1.80% Jan 12, 2026 - Jan 26, 2026
#15	-0.37% Jun 4, 2025 - Jun 12, 2025	-1.72% Jul 3, 2025 - Jul 23, 2025