GSWO vs SOXS

Comparison between Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF) and Direxion Daily Semiconductor Bear 3X Shares (SOXS, ETF).

GSWO vs SOXS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GSWO(ETF)	SOXS(ETF)
Net Assets	$1.70B	$1.80B
Expense Ratio	0.25%	N/A
Max Drawdown	18.80%	100.00%
Sharpe Ratio	1.24	-2.66
5Y Beta	0.64	0.00
P/E Ratio	26.58	N/A
Forward P/E	20.34	N/A
PEG Ratio	0.49	N/A
5Y EPS CAGR	28.66%	N/A
Debt to Equity	31.51%	N/A
P/S Ratio	3.13	N/A
P/B Ratio	5.46	N/A

Net Assets

GSWO

$1.70B

Winner

SOXS

$1.80B

Expense Ratio

GSWO

0.25%

SOXS

N/A

Max Drawdown

Winner

GSWO

18.80%

SOXS

100.00%

Sharpe Ratio

Winner

GSWO

1.24

SOXS

-2.66

5Y Beta

GSWO

0.64

Winner

SOXS

0.00

P/E Ratio

GSWO

26.58

SOXS

N/A

Forward P/E

GSWO

20.34

SOXS

N/A

PEG Ratio

GSWO

0.49

SOXS

N/A

5Y EPS CAGR

GSWO

28.66%

SOXS

N/A

Debt to Equity

GSWO

31.51%

SOXS

N/A

P/S Ratio

GSWO

3.13

SOXS

N/A

P/B Ratio

GSWO

5.46

SOXS

N/A

GSWO vs SOXS - Holdings Comparison

GSWO and SOXS have 0 common holdings. Overlap is 0.00%

GSWO's top 25 holdings weight is 36.37%. SOXS's top 25 holdings weight is 66.35%.

Rank	GSWO	SOXS
#1	NVIDIA CORP (NVDA) - 5.68%	GOLDMAN SACHS FS TREASURY INTMS INSTL (FTIXX) - 66.35%
#2	APPLE INC (AAPL) - 4.88%	N/A
#3	MICROSOFT CORP (MSFT) - 3.10%	N/A
#4	AMAZON.COM INC (AMZN) - 2.65%	N/A
#5	ALPHABET INC CLASS A (GOOGL) - 2.44%	N/A
#6	BROADCOM INC (AVGO) - 2.14%	N/A
#7	ALPHABET INC CLASS C (GOOG) - 2.12%	N/A
#8	MICRON TECHNOLOGY INC (MU) - 1.45%	N/A
#9	META PLATFORMS INC CLASS A (META) - 1.43%	N/A
#10	TESLA INC (TSLA) - 1.36%	N/A
#11	ELI LILLY AND CO (LLY) - 1.10%	N/A
#12	JPMORGAN CHASE & CO (JPM) - 1.00%	N/A
#13	ADVANCED MICRO DEVICES INC (AMD) - 0.98%	N/A
#14	ASML HOLDING NV (n/a) - 0.78%	N/A
#15	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.71%	N/A
#16	VISA INC CLASS A (V) - 0.67%	N/A
#17	WALMART INC (WMT) - 0.67%	N/A
#18	LAM RESEARCH CORP (LRCX) - 0.65%	N/A
#19	INTEL CORP (INTC) - 0.65%	N/A
#20	JOHNSON & JOHNSON (JNJ) - 0.63%	N/A
#21	ADVANTEST CORP (n/a) - 0.26%	N/A
#22	BANCO SANTANDER SA (n/a) - 0.26%	N/A
#23	RTX CORP (RTX) - 0.26%	N/A
#24	PEPSICO INC (PEP) - 0.26%	N/A
#25	INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 0.24%	N/A
Total Holdings	721	1

GSWO vs SOXS - Historical Returns

Returns include dividend reinvestment.

Period	GSWO	SOXS
1 month	-1.58%	-46.72%
3 months	+10.39%	-89.01%
6 months	+7.09%	-93.06%
1 year	+16.28%	-97.43%
5 years(CAGR)	+11.88%	-80.17%
10 years(CAGR)	N/A	-79.49%
Max(CAGR)	+11.88%	-71.49%

Winner

GSWO

-1.58%

SOXS

-46.72%

Winner

GSWO

+10.39%

SOXS

-89.01%

Winner

GSWO

+7.09%

SOXS

-93.06%

Winner

GSWO

+16.28%

SOXS

-97.43%

5Y(CAGR)

Winner

GSWO

+11.88%

SOXS

-80.17%

10Y(CAGR)

GSWO

N/A

SOXS

-79.49%

Max(CAGR)

Winner

GSWO

+11.88%

SOXS

-71.49%

GSWO vs SOXS - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	GSWO	SOXS
2026	+8.02%	-92.45%
2025	+18.96%	-85.29%
2024	+15.96%	-63.31%
2023	+16.40%	-85.08%
2022	-6.17%	+22.94%
2021	N/A	-81.18%
2020	N/A	-92.42%
2019	N/A	-83.37%
2018	N/A	-12.21%
2017	N/A	-69.30%
2016	N/A	-74.03%
2015	N/A	-25.17%
2014	N/A	-65.79%
2013	N/A	-67.79%
2012	N/A	-39.67%
2011	N/A	-24.71%
2010	N/A	-59.45%

GSWO vs SOXS Drawdown Comparison

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

The maximum drawdown for SOXS was -100.00%, occurring on Jun 22, 2026. This drawdown has not yet recovered.

The current GSWO drawdown is -3.47%. The current SOXS drawdown is -100.00%.

Rank	GSWO	SOXS
#1	-17.78% Mar 29, 2022 - Jul 13, 2023	-100.00% Aug 31, 2010 - Jun 22, 2026
#2	-9.97% Feb 13, 2025 - May 2, 2025	-37.46% Mar 15, 2010 - Aug 31, 2010
#3	-8.93% Feb 25, 2026 - Apr 15, 2026	N/A
#4	-7.71% Jul 25, 2023 - Nov 22, 2023	N/A
#5	-5.68% Dec 5, 2024 - Feb 11, 2025	N/A
#6	-4.68% Jul 17, 2024 - Aug 15, 2024	N/A
#7	-4.67% Mar 28, 2024 - Jun 12, 2024	N/A
#8	-4.20% Jun 2, 2026 - Jun 10, 2026	N/A
#9	-3.36% Oct 18, 2024 - Nov 7, 2024	N/A
#10	-2.77% Nov 12, 2025 - Nov 26, 2025	N/A
#11	-2.75% Nov 7, 2024 - Nov 29, 2024	N/A
#12	-2.26% Jul 23, 2025 - Aug 12, 2025	N/A
#13	-2.04% Aug 30, 2024 - Sep 13, 2024	N/A
#14	-1.92% Oct 6, 2025 - Oct 27, 2025	N/A
#15	-1.80% Jan 12, 2026 - Jan 26, 2026	N/A