GSJY vs MSOX

Comparison between GOLDMAN SACHS ACTIVEBETA(R) JAPAN EQUITY ETF (GSJY, ETF) and ADVISORSHARES MSOS DAILY LEVERAGED ETF (MSOX, ETF).

GSJY vs MSOX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GSJY(ETF)	MSOX(ETF)
Net Assets	$81M	$82M
Expense Ratio	0.25%	N/A
Max Drawdown	33.95%	99.75%
Sharpe Ratio	1.08	1.14
5Y Beta	0.87	1.79
5Y Dividends CAGR	8.39%	N/A

Net Assets

GSJY

$81M

Winner

MSOX

$82M

Expense Ratio

GSJY

0.25%

MSOX

N/A

Max Drawdown

Winner

GSJY

33.95%

MSOX

99.75%

Sharpe Ratio

GSJY

1.08

Winner

MSOX

1.14

5Y Beta

Winner

GSJY

0.87

MSOX

1.79

5Y Dividends CAGR

GSJY

8.39%

MSOX

N/A

GSJY vs MSOX - Historical Returns

Returns include dividend reinvestment.

Period	GSJY	MSOX
1 month	+0.69%	+10.41%
3 months	+3.55%	+63.16%
6 months	+10.46%	-1.47%
1 year	+27.21%	+48.71%
5 years(CAGR)	+8.12%	N/A
10 years(CAGR)	+8.82%	N/A
Max(CAGR)	+8.89%	-73.07%

GSJY

+0.69%

Winner

MSOX

+10.41%

GSJY

+3.55%

Winner

MSOX

+63.16%

Winner

GSJY

+10.46%

MSOX

-1.47%

GSJY

+27.21%

Winner

MSOX

+48.71%

5Y(CAGR)

GSJY

+8.12%

MSOX

N/A

10Y(CAGR)

GSJY

+8.82%

MSOX

N/A

Max(CAGR)

Winner

GSJY

+8.89%

MSOX

-73.07%

GSJY vs MSOX - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	GSJY	MSOX
2026	+9.36%	-12.20%
2025	+26.37%	-55.91%
2024	+9.79%	-86.58%
2023	+18.94%	-37.69%
2022	-16.16%	-79.25%
2021	+1.34%	N/A
2020	+12.82%	N/A
2019	+17.56%	N/A
2018	-11.81%	N/A
2017	+24.83%	N/A
2016	+5.78%	N/A

GSJY vs MSOX Drawdown Comparison

The maximum drawdown for GSJY was -32.54%, occurring on Oct 14, 2022. Recovery took 621 trading sessions.

The maximum drawdown for MSOX was -99.75%, occurring on Mar 30, 2026. This drawdown has not yet recovered.

The current GSJY drawdown is -5.56%. The current MSOX drawdown is -99.41%.

Rank	GSJY	MSOX
#1	-32.54% Sep 15, 2021 - Mar 6, 2024	-99.75% Aug 29, 2022 - Mar 30, 2026
#2	-28.41% Jan 26, 2018 - Nov 5, 2020	-3.09% Aug 25, 2022 - Aug 29, 2022
#3	-14.96% Mar 19, 2025 - May 5, 2025	N/A
#4	-14.08% Feb 11, 2026 - Mar 20, 2026	N/A
#5	-11.64% Jul 16, 2024 - Aug 23, 2024	N/A
#6	-9.13% Sep 26, 2024 - Mar 19, 2025	N/A
#7	-8.77% Feb 16, 2021 - Sep 3, 2021	N/A
#8	-7.27% Mar 22, 2024 - Jul 16, 2024	N/A
#9	-6.02% Apr 22, 2016 - Aug 9, 2016	N/A
#10	-5.99% Oct 6, 2025 - Oct 27, 2025	N/A
#11	-5.40% Nov 12, 2025 - Dec 11, 2025	N/A
#12	-5.35% Sep 23, 2016 - Feb 13, 2017	N/A
#13	-5.18% Mar 22, 2016 - Apr 14, 2016	N/A
#14	-5.17% Aug 30, 2024 - Sep 26, 2024	N/A
#15	-4.73% Jun 27, 2025 - Jul 23, 2025	N/A

Correlation

Correlation between GSJY and MSOX is -0.61 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.61

-101