GLOV vs QLTA

Comparison between GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF) and ISHARES AAA - A RATED CORPORATE BOND ETF (QLTA, ETF).

GLOV vs QLTA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GLOV(ETF)	QLTA(ETF)
Net Assets	$1.50B	$1.60B
Expense Ratio	0.15%	0.15%
Max Drawdown	18.80%	26.32%
Sharpe Ratio	1.11	-0.50
5Y Beta	0.58	0.11
P/E Ratio	24.28	N/A
Forward P/E	19.09	N/A
PEG Ratio	0.19	N/A
5Y Dividends CAGR	N/A	10.99%
5Y EPS CAGR	19.30%	N/A
Debt to Equity	327.53%	N/A
P/S Ratio	1.85	N/A
P/B Ratio	4.40	N/A

Net Assets

GLOV

$1.50B

Winner

QLTA

$1.60B

Expense Ratio

GLOV

0.15%

QLTA

0.15%

Max Drawdown

Winner

GLOV

18.80%

QLTA

26.32%

Sharpe Ratio

Winner

GLOV

1.11

QLTA

-0.50

5Y Beta

GLOV

0.58

Winner

QLTA

0.11

P/E Ratio

GLOV

24.28

QLTA

N/A

Forward P/E

GLOV

19.09

QLTA

N/A

PEG Ratio

GLOV

0.19

QLTA

N/A

5Y Dividends CAGR

GLOV

N/A

QLTA

10.99%

5Y EPS CAGR

GLOV

19.30%

QLTA

N/A

Debt to Equity

GLOV

327.53%

QLTA

N/A

P/S Ratio

GLOV

1.85

QLTA

N/A

P/B Ratio

GLOV

4.40

QLTA

N/A

GLOV vs QLTA - Historical Returns

Returns include dividend reinvestment.

Period	GLOV	QLTA
1 month	+2.42%	-1.30%
3 months	+5.81%	-1.06%
6 months	+8.62%	-1.11%
1 year	+17.40%	+1.52%
5 years(CAGR)	N/A	-0.44%
10 years(CAGR)	N/A	+1.73%
Max(CAGR)	+11.69%	+2.43%

Winner

GLOV

+2.42%

QLTA

-1.30%

Winner

GLOV

+5.81%

QLTA

-1.06%

Winner

GLOV

+8.62%

QLTA

-1.11%

Winner

GLOV

+17.40%

QLTA

+1.52%

5Y(CAGR)

GLOV

N/A

QLTA

-0.44%

10Y(CAGR)

GLOV

N/A

QLTA

+1.73%

Max(CAGR)

Winner

GLOV

+11.69%

QLTA

+2.43%

GLOV vs QLTA - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	GLOV	QLTA
2026	+2.79%	-0.52%
2025	+18.96%	+7.38%
2024	+15.96%	+1.84%
2023	+16.40%	+6.96%
2022	-6.17%	-14.44%
2021	N/A	-1.97%
2020	N/A	+9.46%
2019	N/A	+12.41%
2018	N/A	-1.81%
2017	N/A	+5.55%
2016	N/A	+4.23%
2015	N/A	+0.13%
2014	N/A	+6.39%
2013	N/A	-2.60%
2012	N/A	+6.22%

GLOV vs QLTA Drawdown Comparison

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

The maximum drawdown for QLTA was -22.28%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current QLTA drawdown is -4.31%.

Rank	GLOV	QLTA
#1	-17.78% Mar 29, 2022 - Jul 13, 2023	-22.28% Aug 6, 2020 - Oct 20, 2022
#2	-9.97% Feb 13, 2025 - May 2, 2025	-15.24% Mar 6, 2020 - May 29, 2020
#3	-7.71% Jul 25, 2023 - Nov 22, 2023	-7.06% May 2, 2013 - May 27, 2014
#4	-5.68% Dec 5, 2024 - Feb 11, 2025	-5.63% Jul 8, 2016 - Aug 23, 2017
#5	-4.68% Jul 17, 2024 - Aug 15, 2024	-4.40% Jan 30, 2015 - Mar 15, 2016
#6	-4.67% Mar 28, 2024 - Jun 12, 2024	-4.28% Dec 29, 2017 - Jan 31, 2019
#7	-3.36% Oct 18, 2024 - Nov 7, 2024	-2.71% Sep 4, 2019 - Dec 27, 2019
#8	-2.77% Nov 12, 2025 - Nov 26, 2025	-2.24% Jul 25, 2012 - Sep 24, 2012
#9	-2.75% Nov 7, 2024 - Nov 29, 2024	-2.20% Dec 6, 2012 - Apr 8, 2013
#10	-2.26% Jul 23, 2025 - Aug 12, 2025	-1.78% Feb 28, 2012 - May 1, 2012
#11	-2.04% Aug 30, 2024 - Sep 13, 2024	-1.70% Aug 27, 2014 - Oct 7, 2014
#12	-1.92% Oct 6, 2025 - Oct 27, 2025	-1.53% Oct 17, 2014 - Jan 2, 2015
#13	-1.80% Jan 12, 2026 - Jan 26, 2026	-1.43% May 5, 2016 - Jun 3, 2016
#14	-1.72% Jul 3, 2025 - Jul 23, 2025	-1.21% Jul 3, 2019 - Aug 1, 2019
#15	-1.71% Oct 27, 2025 - Nov 11, 2025	-1.06% Sep 7, 2017 - Dec 13, 2017

Correlation

Correlation between GLOV and QLTA is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2012 - 2026)

GLOV vs QLTA dividend yield comparison.

Year	GLOV	QLTA
2026	0.00%	2.73%
2025	1.74%	4.33%
2024	1.75%	4.11%
2023	2.06%	3.39%
2022	1.73%	2.79%
2021	0.00%	1.96%
2020	0.00%	2.31%
2019	0.00%	2.99%
2018	0.00%	3.09%
2017	0.00%	2.67%
2016	0.00%	2.59%
2015	0.00%	2.99%
2014	0.00%	2.32%
2013	0.00%	2.14%
2012	0.00%	1.94%