GSWO vs VTWG

Comparison between Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF) and VANGUARD RUSSELL 2000 GROWTH INDEX FUND ETF SHARES (VTWG, ETF).

GSWO vs VTWG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GSWO(ETF)	VTWG(ETF)
Net Assets	$1.60B	$1.60B
Expense Ratio	0.25%	0.06%
Max Drawdown	18.80%	42.40%
Sharpe Ratio	1.55	1.60
5Y Beta	0.62	1.21
P/E Ratio	27.74	86.13
Forward P/E	21.26	18.03
PEG Ratio	0.45	N/A
5Y Dividends CAGR	N/A	12.75%
5Y EPS CAGR	28.01%	N/A
Debt to Equity	31.47%	N/A
P/S Ratio	3.15	2.07
P/B Ratio	5.63	4.13

Net Assets

GSWO

$1.60B

VTWG

$1.60B

Expense Ratio

GSWO

0.25%

Winner

VTWG

0.06%

Max Drawdown

Winner

GSWO

18.80%

VTWG

42.40%

Sharpe Ratio

GSWO

1.55

Winner

VTWG

1.60

5Y Beta

Winner

GSWO

0.62

VTWG

1.21

P/E Ratio

Winner

GSWO

27.74

VTWG

86.13

Forward P/E

GSWO

21.26

Winner

VTWG

18.03

PEG Ratio

GSWO

0.45

VTWG

N/A

5Y Dividends CAGR

GSWO

N/A

VTWG

12.75%

5Y EPS CAGR

GSWO

28.01%

VTWG

N/A

Debt to Equity

GSWO

31.47%

VTWG

N/A

P/S Ratio

GSWO

3.15

Winner

VTWG

2.07

P/B Ratio

GSWO

5.63

Winner

VTWG

4.13

GSWO vs VTWG - Holdings Comparison

GSWO and VTWG have 1 common holdings. Overlap is 0.00%

GSWO's top 25 holdings weight is 36.76%. VTWG's top 25 holdings weight is 18.61%.

Rank	GSWO	VTWG
#1	NVIDIA CORP (NVDA) - 5.79%	BLOOM ENERGY CORP CLASS A (BE) - 2.16%
#2	APPLE INC (AAPL) - 4.87%	FABRINET (FN) - 1.25%
#3	MICROSOFT CORP (MSFT) - 3.51%	CREDO TECHNOLOGY GROUP HOLDING LTD (CRDO) - 1.09%
#4	AMAZON.COM INC (AMZN) - 3.07%	KRATOS DEFENSE & SECURITY SOLUTIONS INC (KTOS) - 0.95%
#5	ALPHABET INC CLASS A (GOOGL) - 2.72%	SLBBH1142 (n/a) - 0.88%
#6	ALPHABET INC CLASS C (GOOG) - 2.35%	IONQ INC CLASS A (IONQ) - 0.82%
#7	BROADCOM INC (AVGO) - 2.28%	STERLING INFRASTRUCTURE INC (STRL) - 0.81%
#8	META PLATFORMS INC CLASS A (META) - 1.56%	ADVANCED ENERGY INDUSTRIES INC (AEIS) - 0.80%
#9	TESLA INC (TSLA) - 1.30%	NEXTPOWER INC CLASS A (NXT) - 0.78%
#10	JPMORGAN CHASE & CO (JPM) - 1.01%	ENSIGN GROUP INC (ENSG) - 0.76%
#11	ELI LILLY AND CO (LLY) - 0.94%	MODINE MANUFACTURING CO (MOD) - 0.76%
#12	MICRON TECHNOLOGY INC (MU) - 0.87%	DYCOM INDUSTRIES INC (DY) - 0.75%
#13	WALMART INC (WMT) - 0.77%	GUARDANT HEALTH INC (GH) - 0.72%
#14	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.72%	SPX TECHNOLOGIES INC (SPXC) - 0.69%
#15	ADVANCED MICRO DEVICES INC (AMD) - 0.71%	RAMBUS INC (RMBS) - 0.68%
#16	VISA INC CLASS A (V) - 0.69%	BRIDGEBIO PHARMA INC (BBIO) - 0.67%
#17	EXXON MOBIL CORP (XOM) - 0.68%	AEROVIRONMENT INC (AVAV) - 0.61%
#18	ASML HOLDING NV (n/a) - 0.64%	CHART INDUSTRIES INC (GTLS) - 0.60%
#19	JOHNSON & JOHNSON (JNJ) - 0.63%	INTERDIGITAL INC (IDCC) - 0.60%
#20	COSTCO WHOLESALE CORP (COST) - 0.52%	MOOG INC CLASS A (MOG-A) - 0.60%
#21	SHELL PLC (n/a) - 0.23%	n/a (MIR) - 0.33%
#22	VERIZON COMMUNICATIONS INC (VZ) - 0.23%	OPTION CARE HEALTH INC (OPCH) - 0.33%
#23	AMERICAN EXPRESS CO (AXP) - 0.23%	KYMERA THERAPEUTICS INC ORDINARY SHARES (KYMR) - 0.33%
#24	TEXAS INSTRUMENTS INC (TXN) - 0.22%	NUVALENT INC CLASS A (NUVL) - 0.32%
#25	PEPSICO INC (PEP) - 0.22%	FRONTDOOR INC (FTDR) - 0.32%
Total Holdings	738	1087

GSWO vs VTWG - Historical Returns

Returns include dividend reinvestment.

Period	GSWO	VTWG
1 month	+6.65%	+12.33%
3 months	+4.59%	+10.00%
6 months	+10.31%	+15.43%
1 year	+21.67%	+38.16%
5 years(CAGR)	+12.53%	+6.04%
10 years(CAGR)	N/A	+11.80%
Max(CAGR)	+12.53%	+11.90%

GSWO

+6.65%

Winner

VTWG

+12.33%

GSWO

+4.59%

Winner

VTWG

+10.00%

GSWO

+10.31%

Winner

VTWG

+15.43%

GSWO

+21.67%

Winner

VTWG

+38.16%

5Y(CAGR)

Winner

GSWO

+12.53%

VTWG

+6.04%

10Y(CAGR)

GSWO

N/A

VTWG

+11.80%

Max(CAGR)

Winner

GSWO

+12.53%

VTWG

+11.90%

GSWO vs VTWG - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	GSWO	VTWG
2026	+9.17%	+14.02%
2025	+18.96%	+12.58%
2024	+15.96%	+16.28%
2023	+16.40%	+19.64%
2022	-6.17%	-27.33%
2021	N/A	+4.39%
2020	N/A	+34.55%
2019	N/A	+28.92%
2018	N/A	-10.03%
2017	N/A	+21.89%
2016	N/A	+14.43%
2015	N/A	+0.17%
2014	N/A	+7.43%
2013	N/A	+39.98%
2012	N/A	+13.18%
2011	N/A	-4.95%
2010	N/A	+21.68%

GSWO vs VTWG Drawdown Comparison

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

The maximum drawdown for VTWG was -42.07%, occurring on Jun 16, 2022. Recovery took 1169 trading sessions.

The current VTWG drawdown is -0.41%.

Rank	GSWO	VTWG
#1	-17.78% Mar 29, 2022 - Jul 13, 2023	-42.07% Feb 9, 2021 - Oct 6, 2025
#2	-9.97% Feb 13, 2025 - May 2, 2025	-40.36% Feb 19, 2020 - Aug 7, 2020
#3	-8.93% Feb 25, 2026 - Apr 15, 2026	-29.43% Apr 29, 2011 - Sep 14, 2012
#4	-7.71% Jul 25, 2023 - Nov 22, 2023	-28.77% Jun 23, 2015 - Dec 8, 2016
#5	-5.68% Dec 5, 2024 - Feb 11, 2025	-28.53% Aug 31, 2018 - Jan 14, 2020
#6	-4.68% Jul 17, 2024 - Aug 15, 2024	-14.88% Jan 22, 2026 - Apr 17, 2026
#7	-4.67% Mar 28, 2024 - Jun 12, 2024	-14.50% Mar 4, 2014 - Dec 24, 2014
#8	-3.36% Oct 18, 2024 - Nov 7, 2024	-11.04% Sep 14, 2012 - Jan 2, 2013
#9	-2.77% Nov 12, 2025 - Nov 26, 2025	-10.08% Oct 15, 2025 - Dec 10, 2025
#10	-2.75% Nov 7, 2024 - Nov 29, 2024	-8.87% Jan 26, 2018 - Mar 9, 2018
#11	-2.26% Jul 23, 2025 - Aug 12, 2025	-7.87% Sep 2, 2020 - Oct 7, 2020
#12	-2.04% Aug 30, 2024 - Sep 13, 2024	-7.69% Jan 22, 2014 - Feb 24, 2014
#13	-1.92% Oct 6, 2025 - Oct 27, 2025	-7.51% Oct 12, 2020 - Nov 5, 2020
#14	-1.80% Jan 12, 2026 - Jan 26, 2026	-7.28% Mar 12, 2018 - May 16, 2018
#15	-1.72% Jul 3, 2025 - Jul 23, 2025	-6.12% Jul 25, 2017 - Sep 18, 2017

Correlation

Correlation between GSWO and VTWG is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2010 - 2026)

GSWO vs VTWG dividend yield comparison.

Year	GSWO	VTWG
2026	0.30%	0.12%
2025	1.74%	0.64%
2024	1.75%	0.55%
2023	2.06%	0.79%
2022	1.73%	0.71%
2021	0.00%	0.54%
2020	0.00%	0.48%
2019	0.00%	0.72%
2018	0.00%	0.72%
2017	0.00%	0.64%
2016	0.00%	0.96%
2015	0.00%	0.72%
2014	0.00%	0.62%
2013	0.00%	0.56%
2012	0.00%	0.81%
2011	0.00%	0.30%
2010	0.00%	0.27%