GSWO vs BDVL
Comparison between Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF) and iShares Disciplined Volatility Equity Active ETF (BDVL, ETF).
GSWO vs BDVL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
GSWO
$1.50B
BDVL
$1.50B
Expense Ratio
Winner
GSWO
0.25%
BDVL
0.40%
Max Drawdown
GSWO
18.80%
Winner
BDVL
7.71%
Sharpe Ratio
Winner
GSWO
1.52
BDVL
0.78
5Y Beta
Winner
GSWO
0.62
BDVL
0.63
P/E Ratio
GSWO
25.97
BDVL
N/A
Forward P/E
GSWO
20.29
BDVL
N/A
PEG Ratio
GSWO
0.48
BDVL
N/A
5Y EPS CAGR
GSWO
26.41%
BDVL
N/A
Debt to Equity
GSWO
28.65%
BDVL
N/A
P/S Ratio
GSWO
3.00
BDVL
N/A
P/B Ratio
GSWO
5.04
BDVL
N/A
GSWO vs BDVL - Holdings Comparison
GSWO and BDVL have 120 common holdings. Overlap is 9.53%
GSWO's top 25 holdings weight is 37.22%. BDVL's top 25 holdings weight is 40.88%.
| Rank | GSWO | BDVL |
|---|---|---|
| #1 | NVIDIA CORP (NVDA) - 5.79% | INR/USD PURCHASED (n/a) - 4.83% |
| #2 | APPLE INC (AAPL) - 4.74% | JPY/USD PURCHASED (n/a) - 3.78% |
| #3 | MICROSOFT CORP (MSFT) - 3.76% | ISHARES MSCI INDIA ETF (INDA) - 3.18% |
| #4 | AMAZON.COM INC (AMZN) - 2.93% | USD CASH (n/a) - 3.12% |
| #5 | ALPHABET INC CLASS A (GOOGL) - 2.38% | HKD/USD PURCHASED (n/a) - 2.90% |
| #6 | BROADCOM INC (AVGO) - 2.32% | EUR/USD PURCHASED (n/a) - 2.75% |
| #7 | ALPHABET INC CLASS C (GOOG) - 2.06% | CAD/USD PURCHASED (n/a) - 1.76% |
| #8 | META PLATFORMS INC CLASS A (META) - 1.77% | MICROSOFT CORP (MSFT) - 1.39% |
| #9 | TESLA INC (TSLA) - 1.29% | ASML HOLDING NV (n/a) - 1.25% |
| #10 | JPMORGAN CHASE & CO (JPM) - 1.03% | VERIZON COMMUNICATIONS INC (VZ) - 1.24% |
| #11 | ELI LILLY AND CO (LLY) - 0.90% | ALPHABET INC CLASS C (GOOG) - 1.20% |
| #12 | WALMART INC (WMT) - 0.79% | AMPHENOL CORP CLASS A (APH) - 1.18% |
| #13 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.73% | HOWMET AEROSPACE INC (HWM) - 1.15% |
| #14 | EXXON MOBIL CORP (XOM) - 0.70% | AMAZON.COM INC (AMZN) - 1.15% |
| #15 | VISA INC CLASS A (V) - 0.69% | JOHNSON & JOHNSON (JNJ) - 1.10% |
| #16 | JOHNSON & JOHNSON (JNJ) - 0.65% | AUD/USD PURCHASED (n/a) - 1.03% |
| #17 | MICRON TECHNOLOGY INC (MU) - 0.65% | SOUTHERN CO (SO) - 0.99% |
| #18 | ASML HOLDING NV (n/a) - 0.63% | LAM RESEARCH CORP (LRCX) - 0.99% |
| #19 | MASTERCARD INC CLASS A (MA) - 0.56% | META PLATFORMS INC CLASS A (META) - 0.96% |
| #20 | COSTCO WHOLESALE CORP (COST) - 0.54% | MOTOROLA SOLUTIONS INC (MSI) - 0.96% |
| #21 | ADVANCED MICRO DEVICES INC (AMD) - 0.53% | CENCORA INC (COR) - 0.94% |
| #22 | NETFLIX INC (NFLX) - 0.47% | PROCTER & GAMBLE CO (PG) - 0.90% |
| #23 | LAM RESEARCH CORP (LRCX) - 0.46% | THB/USD PURCHASED (n/a) - 0.87% |
| #24 | CISCO SYSTEMS INC (CSCO) - 0.43% | KRW/USD PURCHASED (n/a) - 0.63% |
| #25 | CATERPILLAR INC (CAT) - 0.42% | CHF/USD PURCHASED (n/a) - 0.63% |
| Total Holdings | 777 | 529 |
GSWO vs BDVL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
GSWO
+6.94%
BDVL
+1.94%
3M
Winner
GSWO
+4.55%
BDVL
+2.28%
6M
Winner
GSWO
+11.85%
BDVL
+7.52%
1Y
GSWO
+21.75%
BDVL
N/A
5Y(CAGR)
GSWO
+12.54%
BDVL
N/A
Max(CAGR)
Winner
GSWO
+12.54%
BDVL
+11.37%
GSWO vs BDVL - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | GSWO | BDVL |
|---|---|---|
| 2026 | +9.11% | +5.21% |
| 2025 | +18.96% | +1.98% |
| 2024 | +15.96% | N/A |
| 2023 | +16.40% | N/A |
| 2022 | -6.17% | N/A |
GSWO vs BDVL Drawdown Comparison
The maximum drawdown for GSWO was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.
The maximum drawdown for BDVL was -7.71%, occurring on Mar 27, 2026. Recovery took 47 trading sessions.
The current BDVL drawdown is -0.55%.
| Rank | GSWO | BDVL |
|---|---|---|
| #1 | -17.78% Mar 29, 2022 - Jul 13, 2023 | -7.71% Feb 27, 2026 - May 6, 2026 |
| #2 | -9.97% Feb 13, 2025 - May 2, 2025 | -3.36% Nov 12, 2025 - Dec 5, 2025 |
| #3 | -8.93% Feb 25, 2026 - Apr 15, 2026 | -1.99% Sep 17, 2025 - Oct 20, 2025 |
| #4 | -7.71% Jul 25, 2023 - Nov 22, 2023 | -1.48% Jan 12, 2026 - Jan 26, 2026 |
| #5 | -5.68% Dec 5, 2024 - Feb 11, 2025 | -1.43% Oct 27, 2025 - Nov 11, 2025 |
| #6 | -4.68% Jul 17, 2024 - Aug 15, 2024 | -1.05% Jan 27, 2026 - Feb 9, 2026 |
| #7 | -4.67% Mar 28, 2024 - Jun 12, 2024 | -0.87% Dec 11, 2025 - Dec 22, 2025 |
| #8 | -3.36% Oct 18, 2024 - Nov 7, 2024 | -0.77% May 6, 2026 - May 7, 2026 |
| #9 | -2.77% Nov 12, 2025 - Nov 26, 2025 | -0.75% Dec 26, 2025 - Jan 6, 2026 |
| #10 | -2.75% Nov 7, 2024 - Nov 29, 2024 | -0.69% Dec 5, 2025 - Dec 11, 2025 |
| #11 | -2.26% Jul 23, 2025 - Aug 12, 2025 | -0.64% Feb 11, 2026 - Feb 20, 2026 |
| #12 | -2.04% Aug 30, 2024 - Sep 13, 2024 | -0.64% Oct 20, 2025 - Oct 27, 2025 |
| #13 | -1.92% Oct 6, 2025 - Oct 27, 2025 | -0.61% Feb 20, 2026 - Feb 24, 2026 |
| #14 | -1.80% Jan 12, 2026 - Jan 26, 2026 | -0.33% Sep 15, 2025 - Sep 17, 2025 |
| #15 | -1.72% Jul 3, 2025 - Jul 23, 2025 | -0.33% Jan 6, 2026 - Jan 9, 2026 |
Correlation
Correlation between GSWO and BDVL is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.
0.93
-101
Dividend Comparison (2022 - 2026)
GSWO vs BDVL dividend yield comparison.
| Year | GSWO | BDVL |
|---|---|---|
| 2026 | 0.30% | 0.00% |
| 2025 | 1.74% | 2.79% |
| 2024 | 1.75% | 0.00% |
| 2023 | 2.06% | 0.00% |
| 2022 | 1.73% | 0.00% |
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