GSWO vs QVML
Comparison between Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF) and INVESCO S&P 500 QVM MULTI-FACTOR ETF (QVML, ETF).
GSWO vs QVML - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
GSWO
$1.60B
QVML
$1.60B
Expense Ratio
GSWO
0.25%
Winner
QVML
0.11%
Max Drawdown
Winner
GSWO
18.80%
QVML
24.47%
Sharpe Ratio
GSWO
1.55
Winner
QVML
2.03
5Y Beta
Winner
GSWO
0.62
QVML
0.97
P/E Ratio
Winner
GSWO
27.74
QVML
27.78
Forward P/E
Winner
GSWO
21.26
QVML
21.62
PEG Ratio
GSWO
0.45
QVML
N/A
5Y EPS CAGR
Winner
GSWO
28.01%
QVML
27.90%
Debt to Equity
Winner
GSWO
31.47%
QVML
49.51%
P/S Ratio
Winner
GSWO
3.15
QVML
3.42
P/B Ratio
GSWO
5.63
Winner
QVML
5.29
GSWO vs QVML - Holdings Comparison
GSWO and QVML have 229 common holdings. Overlap is 46.03%
GSWO's top 25 holdings weight is 36.76%. QVML's top 25 holdings weight is 51.76%.
| Rank | GSWO | QVML |
|---|---|---|
| #1 | NVIDIA CORP (NVDA) - 5.79% | NVIDIA CORP (NVDA) - 7.76% |
| #2 | APPLE INC (AAPL) - 4.87% | APPLE INC (AAPL) - 7.24% |
| #3 | MICROSOFT CORP (MSFT) - 3.51% | ALPHABET INC CLASS C (GOOG) - 6.91% |
| #4 | AMAZON.COM INC (AMZN) - 3.07% | MICROSOFT CORP (MSFT) - 4.85% |
| #5 | ALPHABET INC CLASS A (GOOGL) - 2.72% | AMAZON.COM INC (AMZN) - 4.47% |
| #6 | ALPHABET INC CLASS C (GOOG) - 2.35% | BROADCOM INC (AVGO) - 3.21% |
| #7 | BROADCOM INC (AVGO) - 2.28% | META PLATFORMS INC CLASS A (META) - 2.22% |
| #8 | META PLATFORMS INC CLASS A (META) - 1.56% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.50% |
| #9 | TESLA INC (TSLA) - 1.30% | JPMORGAN CHASE & CO (JPM) - 1.50% |
| #10 | JPMORGAN CHASE & CO (JPM) - 1.01% | ELI LILLY AND CO (LLY) - 1.41% |
| #11 | ELI LILLY AND CO (LLY) - 0.94% | MICRON TECHNOLOGY INC (MU) - 1.20% |
| #12 | MICRON TECHNOLOGY INC (MU) - 0.87% | EXXON MOBIL CORP (XOM) - 1.13% |
| #13 | WALMART INC (WMT) - 0.77% | WALMART INC (WMT) - 1.01% |
| #14 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.72% | ADVANCED MICRO DEVICES INC (AMD) - 0.96% |
| #15 | ADVANCED MICRO DEVICES INC (AMD) - 0.71% | VISA INC CLASS A (V) - 0.96% |
| #16 | VISA INC CLASS A (V) - 0.69% | JOHNSON & JOHNSON (JNJ) - 0.95% |
| #17 | EXXON MOBIL CORP (XOM) - 0.68% | COSTCO WHOLESALE CORP (COST) - 0.78% |
| #18 | ASML HOLDING NV (n/a) - 0.64% | INTEL CORP (INTC) - 0.78% |
| #19 | JOHNSON & JOHNSON (JNJ) - 0.63% | CATERPILLAR INC (CAT) - 0.76% |
| #20 | COSTCO WHOLESALE CORP (COST) - 0.52% | MASTERCARD INC CLASS A (MA) - 0.72% |
| #21 | SHELL PLC (n/a) - 0.23% | BLACKROCK INC (BLK) - 0.29% |
| #22 | VERIZON COMMUNICATIONS INC (VZ) - 0.23% | GILEAD SCIENCES INC (GILD) - 0.29% |
| #23 | AMERICAN EXPRESS CO (AXP) - 0.23% | ARISTA NETWORKS INC (ANET) - 0.29% |
| #24 | TEXAS INSTRUMENTS INC (TXN) - 0.22% | AMERICAN EXPRESS CO (AXP) - 0.29% |
| #25 | PEPSICO INC (PEP) - 0.22% | INTUITIVE SURGICAL INC (ISRG) - 0.28% |
| Total Holdings | 738 | 412 |
GSWO vs QVML - Historical Returns
Returns include dividend reinvestment.
1M
GSWO
+6.65%
Winner
QVML
+8.43%
3M
GSWO
+4.59%
Winner
QVML
+7.26%
6M
Winner
GSWO
+10.31%
QVML
+8.99%
1Y
GSWO
+21.67%
Winner
QVML
+27.67%
5Y(CAGR)
GSWO
+12.53%
Winner
QVML
+13.57%
Max(CAGR)
GSWO
+12.53%
Winner
QVML
+13.57%
GSWO vs QVML - Annual Returns (2021 - 2026)
Returns include dividend reinvestment.
| Year | GSWO | QVML |
|---|---|---|
| 2026 | +9.17% | +8.88% |
| 2025 | +18.96% | +17.77% |
| 2024 | +15.96% | +26.36% |
| 2023 | +16.40% | +22.75% |
| 2022 | -6.17% | -16.67% |
| 2021 | N/A | +12.57% |
GSWO vs QVML Drawdown Comparison
The maximum drawdown for GSWO was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.
The maximum drawdown for QVML was -23.53%, occurring on Oct 12, 2022. Recovery took 488 trading sessions.
| Rank | GSWO | QVML |
|---|---|---|
| #1 | -17.78% Mar 29, 2022 - Jul 13, 2023 | -23.53% Jan 4, 2022 - Dec 13, 2023 |
| #2 | -9.97% Feb 13, 2025 - May 2, 2025 | -18.72% Feb 19, 2025 - Jun 27, 2025 |
| #3 | -8.93% Feb 25, 2026 - Apr 15, 2026 | -8.73% Feb 2, 2026 - Apr 14, 2026 |
| #4 | -7.71% Jul 25, 2023 - Nov 22, 2023 | -8.54% Jul 16, 2024 - Sep 19, 2024 |
| #5 | -5.68% Dec 5, 2024 - Feb 11, 2025 | -5.36% Mar 28, 2024 - May 14, 2024 |
| #6 | -4.68% Jul 17, 2024 - Aug 15, 2024 | -4.97% Sep 3, 2021 - Oct 20, 2021 |
| #7 | -4.67% Mar 28, 2024 - Jun 12, 2024 | -4.65% Oct 28, 2025 - Dec 11, 2025 |
| #8 | -3.36% Oct 18, 2024 - Nov 7, 2024 | -4.19% Dec 4, 2024 - Jan 22, 2025 |
| #9 | -2.77% Nov 12, 2025 - Nov 26, 2025 | -3.68% Nov 24, 2021 - Dec 8, 2021 |
| #10 | -2.75% Nov 7, 2024 - Nov 29, 2024 | -2.99% Dec 15, 2021 - Dec 23, 2021 |
| #11 | -2.26% Jul 23, 2025 - Aug 12, 2025 | -2.90% Jul 12, 2021 - Jul 23, 2021 |
| #12 | -2.04% Aug 30, 2024 - Sep 13, 2024 | -2.83% Oct 8, 2025 - Oct 24, 2025 |
| #13 | -1.92% Oct 6, 2025 - Oct 27, 2025 | -2.72% Jul 25, 2025 - Aug 12, 2025 |
| #14 | -1.80% Jan 12, 2026 - Jan 26, 2026 | -2.68% Oct 14, 2024 - Nov 6, 2024 |
| #15 | -1.72% Jul 3, 2025 - Jul 23, 2025 | -2.66% Jan 12, 2026 - Jan 28, 2026 |
Correlation
Correlation between GSWO and QVML is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (2021 - 2026)
GSWO vs QVML dividend yield comparison.
| Year | GSWO | QVML |
|---|---|---|
| 2026 | 0.30% | 0.26% |
| 2025 | 1.74% | 1.10% |
| 2024 | 1.75% | 1.15% |
| 2023 | 2.06% | 1.43% |
| 2022 | 1.73% | 1.72% |
| 2021 | 0.00% | 0.62% |
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