GSWO vs AOM

Comparison between Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF) and ISHARES CORE MODERATE ALLOCATION ETF (AOM, ETF).

GSWO vs AOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GSWO(ETF)	AOM(ETF)
Net Assets	$1.60B	$1.70B
Expense Ratio	0.25%	0.15%
Max Drawdown	18.80%	21.59%
Sharpe Ratio	1.55	1.78
5Y Beta	0.62	0.39
P/E Ratio	27.74	N/A
Forward P/E	21.26	N/A
PEG Ratio	0.45	N/A
5Y Dividends CAGR	N/A	14.67%
5Y EPS CAGR	28.01%	N/A
Debt to Equity	31.47%	N/A
P/S Ratio	3.15	N/A
P/B Ratio	5.63	N/A

Net Assets

GSWO

$1.60B

Winner

AOM

$1.70B

Expense Ratio

GSWO

0.25%

Winner

AOM

0.15%

Max Drawdown

Winner

GSWO

18.80%

AOM

21.59%

Sharpe Ratio

GSWO

1.55

Winner

AOM

1.78

5Y Beta

GSWO

0.62

Winner

AOM

0.39

P/E Ratio

GSWO

27.74

AOM

N/A

Forward P/E

GSWO

21.26

AOM

N/A

PEG Ratio

GSWO

0.45

AOM

N/A

5Y Dividends CAGR

GSWO

N/A

AOM

14.67%

5Y EPS CAGR

GSWO

28.01%

AOM

N/A

Debt to Equity

GSWO

31.47%

AOM

N/A

P/S Ratio

GSWO

3.15

AOM

N/A

P/B Ratio

GSWO

5.63

AOM

N/A

GSWO vs AOM - Historical Returns

Returns include dividend reinvestment.

Period	GSWO	AOM
1 month	+6.65%	+2.89%
3 months	+4.59%	+2.04%
6 months	+10.31%	+4.85%
1 year	+21.67%	+15.20%
5 years(CAGR)	+12.53%	+4.96%
10 years(CAGR)	N/A	+6.27%
Max(CAGR)	+12.53%	+6.74%

Winner

GSWO

+6.65%

AOM

+2.89%

Winner

GSWO

+4.59%

AOM

+2.04%

Winner

GSWO

+10.31%

AOM

+4.85%

Winner

GSWO

+21.67%

AOM

+15.20%

5Y(CAGR)

Winner

GSWO

+12.53%

AOM

+4.96%

10Y(CAGR)

GSWO

N/A

AOM

+6.27%

Max(CAGR)

Winner

GSWO

+12.53%

AOM

+6.74%

GSWO vs AOM - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	GSWO	AOM
2026	+9.17%	+4.11%
2025	+18.96%	+13.40%
2024	+15.96%	+8.57%
2023	+16.40%	+11.84%
2022	-6.17%	-14.50%
2021	N/A	+7.13%
2020	N/A	+9.61%
2019	N/A	+15.48%
2018	N/A	-4.21%
2017	N/A	+11.47%
2016	N/A	+6.20%
2015	N/A	-1.18%
2014	N/A	+5.12%
2013	N/A	+8.94%
2012	N/A	+7.99%
2011	N/A	+1.82%
2010	N/A	+7.03%
2009	N/A	+12.74%
2008	N/A	+7.29%

GSWO vs AOM Drawdown Comparison

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

The maximum drawdown for AOM was -19.96%, occurring on Oct 14, 2022. Recovery took 656 trading sessions.

The current AOM drawdown is -0.10%.

Rank	GSWO	AOM
#1	-17.78% Mar 29, 2022 - Jul 13, 2023	-19.96% Nov 5, 2021 - Jun 18, 2024
#2	-9.97% Feb 13, 2025 - May 2, 2025	-16.90% Feb 14, 2020 - Jul 15, 2020
#3	-8.93% Feb 25, 2026 - Apr 15, 2026	-15.69% Jan 5, 2009 - Jul 23, 2009
#4	-7.71% Jul 25, 2023 - Nov 22, 2023	-10.27% Nov 24, 2008 - Dec 8, 2008
#5	-5.68% Dec 5, 2024 - Feb 11, 2025	-8.42% Nov 19, 2008 - Nov 24, 2008
#6	-4.68% Jul 17, 2024 - Aug 15, 2024	-8.06% Jan 26, 2018 - Mar 29, 2019
#7	-4.67% Mar 28, 2024 - Jun 12, 2024	-7.85% Apr 27, 2015 - Jun 8, 2016
#8	-3.36% Oct 18, 2024 - Nov 7, 2024	-7.34% Jul 22, 2011 - Jan 27, 2012
#9	-2.77% Nov 12, 2025 - Nov 26, 2025	-6.54% Feb 14, 2025 - May 13, 2025
#10	-2.75% Nov 7, 2024 - Nov 29, 2024	-5.81% Apr 15, 2010 - Sep 20, 2010
#11	-2.26% Jul 23, 2025 - Aug 12, 2025	-5.27% May 21, 2013 - Sep 18, 2013
#12	-2.04% Aug 30, 2024 - Sep 13, 2024	-5.11% Feb 25, 2026 - Apr 17, 2026
#13	-1.92% Oct 6, 2025 - Oct 27, 2025	-4.29% Jan 14, 2010 - Mar 16, 2010
#14	-1.80% Jan 12, 2026 - Jan 26, 2026	-4.27% Apr 2, 2012 - Aug 6, 2012
#15	-1.72% Jul 3, 2025 - Jul 23, 2025	-4.07% Dec 10, 2008 - Dec 30, 2008

Correlation

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

0.99

-101

Dividend Comparison (2008 - 2026)

GSWO vs AOM dividend yield comparison.

Year	GSWO	AOM
2026	0.30%	0.63%
2025	1.74%	2.98%
2024	1.75%	3.10%
2023	2.06%	2.79%
2022	1.73%	2.27%
2021	0.00%	1.56%
2020	0.00%	2.02%
2019	0.00%	2.66%
2018	0.00%	2.53%
2017	0.00%	3.31%
2016	0.00%	2.14%
2015	0.00%	1.98%
2014	0.00%	2.08%
2013	0.00%	1.87%
2012	0.00%	2.11%
2011	0.00%	2.33%
2010	0.00%	1.72%
2009	0.00%	2.01%
2008	0.00%	0.58%