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
$1.70B
BDVL
$1.70B
Expense Ratio
Winner
GSWO
0.25%
BDVL
0.40%
Max Drawdown
GSWO
18.80%
Winner
BDVL
7.71%
Sharpe Ratio
Winner
GSWO
1.24
BDVL
0.55
5Y Beta
GSWO
0.64
Winner
BDVL
0.62
P/E Ratio
GSWO
26.58
BDVL
N/A
Forward P/E
GSWO
20.34
BDVL
N/A
PEG Ratio
GSWO
0.49
BDVL
N/A
5Y EPS CAGR
GSWO
28.66%
BDVL
N/A
Debt to Equity
GSWO
31.51%
BDVL
N/A
P/S Ratio
GSWO
3.13
BDVL
N/A
P/B Ratio
GSWO
5.46
BDVL
N/A
GSWO vs BDVL - Holdings Comparison
GSWO and BDVL have 108 common holdings. Overlap is 2.28%
GSWO's top 25 holdings weight is 36.37%. BDVL's top 25 holdings weight is 50.04%.
| Rank | GSWO | BDVL |
|---|---|---|
| #1 | NVIDIA CORP (NVDA) - 5.68% | JPY/USD PURCHASED (n/a) - 5.66% |
| #2 | APPLE INC (AAPL) - 4.88% | INR/USD PURCHASED (n/a) - 5.10% |
| #3 | MICROSOFT CORP (MSFT) - 3.10% | EUR/USD PURCHASED (n/a) - 4.67% |
| #4 | AMAZON.COM INC (AMZN) - 2.65% | HKD/USD PURCHASED (n/a) - 4.26% |
| #5 | ALPHABET INC CLASS A (GOOGL) - 2.44% | ISHARES MSCI INDIA ETF (INDA) - 2.94% |
| #6 | BROADCOM INC (AVGO) - 2.14% | USD CASH (n/a) - 2.46% |
| #7 | ALPHABET INC CLASS C (GOOG) - 2.12% | CAD/USD PURCHASED (n/a) - 2.44% |
| #8 | MICRON TECHNOLOGY INC (MU) - 1.45% | AUD/USD PURCHASED (n/a) - 1.69% |
| #9 | META PLATFORMS INC CLASS A (META) - 1.43% | ALPHABET INC CLASS C (GOOG) - 1.57% |
| #10 | TESLA INC (TSLA) - 1.36% | CHF/USD PURCHASED (n/a) - 1.51% |
| #11 | ELI LILLY AND CO (LLY) - 1.10% | CISCO SYSTEMS INC (CSCO) - 1.46% |
| #12 | JPMORGAN CHASE & CO (JPM) - 1.00% | AMAZON.COM INC (AMZN) - 1.37% |
| #13 | ADVANCED MICRO DEVICES INC (AMD) - 0.98% | INTEL CORP (INTC) - 1.34% |
| #14 | ASML HOLDING NV (n/a) - 0.78% | TJX COMPANIES INC (TJX) - 1.32% |
| #15 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.71% | ASML HOLDING NV (n/a) - 1.31% |
| #16 | VISA INC CLASS A (V) - 0.67% | HOWMET AEROSPACE INC (HWM) - 1.23% |
| #17 | WALMART INC (WMT) - 0.67% | MICROSOFT CORP (MSFT) - 1.20% |
| #18 | LAM RESEARCH CORP (LRCX) - 0.65% | SGD/USD PURCHASED (n/a) - 1.12% |
| #19 | INTEL CORP (INTC) - 0.65% | MXN/USD PURCHASED (n/a) - 1.12% |
| #20 | JOHNSON & JOHNSON (JNJ) - 0.63% | MCKESSON CORP (MCK) - 1.11% |
| #21 | ADVANTEST CORP (n/a) - 0.26% | MASTERCARD INC CLASS A (MA) - 1.07% |
| #22 | BANCO SANTANDER SA (n/a) - 0.26% | KEYSIGHT TECHNOLOGIES INC (KEYS) - 1.05% |
| #23 | RTX CORP (RTX) - 0.26% | GBP/USD PURCHASED (n/a) - 1.04% |
| #24 | PEPSICO INC (PEP) - 0.26% | SOUTHERN CO (SO) - 1.03% |
| #25 | INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 0.24% | KRW/USD PURCHASED (n/a) - 0.97% |
| Total Holdings | 721 | 524 |
GSWO vs BDVL - Historical Returns
Returns include dividend reinvestment.
1M
GSWO
-1.58%
Winner
BDVL
-0.88%
3M
Winner
GSWO
+10.39%
BDVL
+6.01%
6M
Winner
GSWO
+7.09%
BDVL
+3.97%
1Y
GSWO
+16.28%
BDVL
N/A
5Y(CAGR)
GSWO
+11.88%
BDVL
N/A
Max(CAGR)
Winner
GSWO
+11.88%
BDVL
+8.71%
GSWO vs BDVL - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | GSWO | BDVL |
|---|---|---|
| 2026 | +8.02% | +4.70% |
| 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 GSWO drawdown is -3.47%. The current BDVL drawdown is -1.53%.
| 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 | -2.31% May 26, 2026 - Jun 15, 2026 |
| #4 | -7.71% Jul 25, 2023 - Nov 22, 2023 | -1.99% Sep 17, 2025 - Oct 20, 2025 |
| #5 | -5.68% Dec 5, 2024 - Feb 11, 2025 | -1.53% Jun 15, 2026 - Jun 24, 2026 |
| #6 | -4.68% Jul 17, 2024 - Aug 15, 2024 | -1.51% May 6, 2026 - May 26, 2026 |
| #7 | -4.67% Mar 28, 2024 - Jun 12, 2024 | -1.48% Jan 12, 2026 - Jan 26, 2026 |
| #8 | -4.20% Jun 2, 2026 - Jun 10, 2026 | -1.43% Oct 27, 2025 - Nov 11, 2025 |
| #9 | -3.36% Oct 18, 2024 - Nov 7, 2024 | -1.05% Jan 27, 2026 - Feb 9, 2026 |
| #10 | -2.77% Nov 12, 2025 - Nov 26, 2025 | -0.87% Dec 11, 2025 - Dec 22, 2025 |
| #11 | -2.75% Nov 7, 2024 - Nov 29, 2024 | -0.75% Dec 26, 2025 - Jan 6, 2026 |
| #12 | -2.26% Jul 23, 2025 - Aug 12, 2025 | -0.69% Dec 5, 2025 - Dec 11, 2025 |
| #13 | -2.04% Aug 30, 2024 - Sep 13, 2024 | -0.64% Feb 11, 2026 - Feb 20, 2026 |
| #14 | -1.92% Oct 6, 2025 - Oct 27, 2025 | -0.64% Oct 20, 2025 - Oct 27, 2025 |
| #15 | -1.80% Jan 12, 2026 - Jan 26, 2026 | -0.61% Feb 20, 2026 - Feb 24, 2026 |
Correlation
Correlation between GSWO and BDVL is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Dividend Comparison (2022 - 2026)
GSWO vs BDVL dividend yield comparison.
| Year | GSWO | BDVL |
|---|---|---|
| 2026 | 0.30% | 0.87% |
| 2025 | 1.74% | 2.79% |
| 2024 | 1.75% | 0.00% |
| 2023 | 2.06% | 0.00% |
| 2022 | 1.73% | 0.00% |
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