JSI vs GSWO

Comparison between JANUS HENDERSON SECURITIZED INCOME ETF (JSI, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).

JSI vs GSWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JSI(ETF)	GSWO(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.50%	0.25%
Max Drawdown	3.64%	18.80%
Sharpe Ratio	0.54	1.52
5Y Beta	0.02	0.62
P/E Ratio	N/A	25.97
Forward P/E	N/A	20.29
PEG Ratio	N/A	0.48
5Y EPS CAGR	N/A	26.41%
Debt to Equity	N/A	28.65%
P/S Ratio	N/A	3.00
P/B Ratio	N/A	5.04

Net Assets

JSI

$1.50B

GSWO

$1.50B

Expense Ratio

JSI

0.50%

Winner

GSWO

0.25%

Max Drawdown

Winner

JSI

3.64%

GSWO

18.80%

Sharpe Ratio

JSI

0.54

Winner

GSWO

1.52

5Y Beta

Winner

JSI

0.02

GSWO

0.62

P/E Ratio

JSI

N/A

GSWO

25.97

Forward P/E

JSI

N/A

GSWO

20.29

PEG Ratio

JSI

N/A

GSWO

0.48

5Y EPS CAGR

JSI

N/A

GSWO

26.41%

Debt to Equity

JSI

N/A

GSWO

28.65%

P/S Ratio

JSI

N/A

GSWO

3.00

P/B Ratio

JSI

N/A

GSWO

5.04

JSI vs GSWO - Historical Returns

Returns include dividend reinvestment.

Period	JSI	GSWO
1 month	+0.35%	+6.94%
3 months	+0.12%	+4.55%
6 months	+2.11%	+11.85%
1 year	+5.23%	+21.75%
5 years(CAGR)	N/A	+12.54%
Max(CAGR)	+7.34%	+12.54%

JSI

+0.35%

Winner

GSWO

+6.94%

JSI

+0.12%

Winner

GSWO

+4.55%

JSI

+2.11%

Winner

GSWO

+11.85%

JSI

+5.23%

Winner

GSWO

+21.75%

5Y(CAGR)

JSI

N/A

GSWO

+12.54%

Max(CAGR)

JSI

+7.34%

Winner

GSWO

+12.54%

JSI vs GSWO - Annual Returns (2022 - 2026)

Returns include dividend reinvestment.

Year	JSI	GSWO
2026	+0.97%	+9.11%
2025	+6.30%	+18.96%
2024	+7.38%	+15.96%
2023	+3.39%	+16.40%
2022	N/A	-6.17%

JSI vs GSWO Drawdown Comparison

The maximum drawdown for JSI was -2.31%, occurring on Apr 11, 2025. Recovery took 23 trading sessions.

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

The current JSI drawdown is -0.37%.

Rank	JSI	GSWO
#1	-2.31% Apr 3, 2025 - May 7, 2025	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-1.68% Feb 27, 2026 - Mar 26, 2026	-9.97% Feb 13, 2025 - May 2, 2025
#3	-1.48% Sep 24, 2024 - Dec 6, 2024	-8.93% Feb 25, 2026 - Apr 15, 2026
#4	-1.35% Feb 1, 2024 - Mar 8, 2024	-7.71% Jul 25, 2023 - Nov 22, 2023
#5	-1.21% Sep 10, 2025 - Nov 25, 2025	-5.68% Dec 5, 2024 - Feb 11, 2025
#6	-0.90% Mar 27, 2024 - May 3, 2024	-4.68% Jul 17, 2024 - Aug 15, 2024
#7	-0.65% Aug 2, 2024 - Aug 21, 2024	-4.67% Mar 28, 2024 - Jun 12, 2024
#8	-0.63% Mar 8, 2024 - Mar 22, 2024	-3.36% Oct 18, 2024 - Nov 7, 2024
#9	-0.52% May 7, 2025 - May 28, 2025	-2.77% Nov 12, 2025 - Nov 26, 2025
#10	-0.50% May 15, 2024 - Jun 3, 2024	-2.75% Nov 7, 2024 - Nov 29, 2024
#11	-0.50% Jan 2, 2025 - Jan 16, 2025	-2.26% Jul 23, 2025 - Aug 12, 2025
#12	-0.50% Dec 6, 2024 - Jan 2, 2025	-2.04% Aug 30, 2024 - Sep 13, 2024
#13	-0.49% Jan 12, 2024 - Jan 29, 2024	-1.92% Oct 6, 2025 - Oct 27, 2025
#14	-0.42% Mar 3, 2025 - Apr 1, 2025	-1.80% Jan 12, 2026 - Jan 26, 2026
#15	-0.41% Jun 25, 2024 - Jul 3, 2024	-1.72% Jul 3, 2025 - Jul 23, 2025