VRIG vs GSWO

Comparison between INVESCO VARIABLE RATE INVESTMENT GRADE ETF (VRIG, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).

VRIG vs GSWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VRIG(ETF)	GSWO(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.30%	0.25%
Max Drawdown	14.33%	18.80%
Sharpe Ratio	2.94	1.52
5Y Beta	0.01	0.62
P/E Ratio	N/A	25.97
Forward P/E	N/A	20.29
PEG Ratio	N/A	0.48
5Y Dividends CAGR	33.90%	N/A
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

VRIG

$1.50B

GSWO

$1.50B

Expense Ratio

VRIG

0.30%

Winner

GSWO

0.25%

Max Drawdown

Winner

VRIG

14.33%

GSWO

18.80%

Sharpe Ratio

Winner

VRIG

2.94

GSWO

1.52

5Y Beta

Winner

VRIG

0.01

GSWO

0.62

P/E Ratio

VRIG

N/A

GSWO

25.97

Forward P/E

VRIG

N/A

GSWO

20.29

PEG Ratio

VRIG

N/A

GSWO

0.48

5Y Dividends CAGR

VRIG

33.90%

GSWO

N/A

5Y EPS CAGR

VRIG

N/A

GSWO

26.41%

Debt to Equity

VRIG

N/A

GSWO

28.65%

P/S Ratio

VRIG

N/A

GSWO

3.00

P/B Ratio

VRIG

N/A

GSWO

5.04

VRIG vs GSWO - Historical Returns

Returns include dividend reinvestment.

Period	VRIG	GSWO
1 month	+0.47%	+6.94%
3 months	+0.87%	+4.55%
6 months	+2.24%	+11.85%
1 year	+5.23%	+21.75%
5 years(CAGR)	+4.36%	+12.54%
10 years(CAGR)	+3.44%	N/A
Max(CAGR)	+3.44%	+12.54%

VRIG

+0.47%

Winner

GSWO

+6.94%

VRIG

+0.87%

Winner

GSWO

+4.55%

VRIG

+2.24%

Winner

GSWO

+11.85%

VRIG

+5.23%

Winner

GSWO

+21.75%

5Y(CAGR)

VRIG

+4.36%

Winner

GSWO

+12.54%

10Y(CAGR)

VRIG

+3.44%

GSWO

N/A

Max(CAGR)

VRIG

+3.44%

Winner

GSWO

+12.54%

VRIG vs GSWO - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	VRIG	GSWO
2026	+1.45%	+9.11%
2025	+5.03%	+18.96%
2024	+6.81%	+15.96%
2023	+7.30%	+16.40%
2022	+0.99%	-6.17%
2021	+1.14%	N/A
2020	+1.63%	N/A
2019	+4.52%	N/A
2018	+0.43%	N/A
2017	+3.19%	N/A
2016	+0.56%	N/A

VRIG vs GSWO Drawdown Comparison

The maximum drawdown for VRIG was -13.04%, occurring on Mar 26, 2020. Recovery took 129 trading sessions.

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

Rank	VRIG	GSWO
#1	-13.04% Feb 19, 2020 - Aug 21, 2020	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-2.28% Jan 21, 2022 - Sep 22, 2022	-9.97% Feb 13, 2025 - May 2, 2025
#3	-1.40% Mar 6, 2023 - Apr 18, 2023	-8.93% Feb 25, 2026 - Apr 15, 2026
#4	-1.38% Nov 14, 2018 - Feb 20, 2019	-7.71% Jul 25, 2023 - Nov 22, 2023
#5	-0.78% Mar 31, 2025 - Apr 29, 2025	-5.68% Dec 5, 2024 - Feb 11, 2025
#6	-0.73% Sep 22, 2022 - Dec 5, 2022	-4.68% Jul 17, 2024 - Aug 15, 2024
#7	-0.47% May 5, 2017 - Jul 14, 2017	-4.67% Mar 28, 2024 - Jun 12, 2024
#8	-0.44% Jan 26, 2018 - Feb 23, 2018	-3.36% Oct 18, 2024 - Nov 7, 2024
#9	-0.36% Apr 18, 2018 - May 29, 2018	-2.77% Nov 12, 2025 - Nov 26, 2025
#10	-0.31% Mar 14, 2018 - Apr 3, 2018	-2.75% Nov 7, 2024 - Nov 29, 2024
#11	-0.29% Sep 18, 2020 - Nov 9, 2020	-2.26% Jul 23, 2025 - Aug 12, 2025
#12	-0.28% Jan 13, 2017 - Feb 13, 2017	-2.04% Aug 30, 2024 - Sep 13, 2024
#13	-0.26% Nov 14, 2017 - Dec 21, 2017	-1.92% Oct 6, 2025 - Oct 27, 2025
#14	-0.24% Dec 6, 2019 - Dec 11, 2019	-1.80% Jan 12, 2026 - Jan 26, 2026
#15	-0.22% Oct 18, 2017 - Nov 1, 2017	-1.72% Jul 3, 2025 - Jul 23, 2025

Correlation

Correlation between VRIG and GSWO is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2016 - 2026)

VRIG vs GSWO dividend yield comparison.

Year	VRIG	GSWO
2026	1.50%	0.30%
2025	4.99%	1.74%
2024	6.09%	1.75%
2023	5.97%	2.06%
2022	2.39%	1.73%
2021	0.78%	0.00%
2020	1.57%	0.00%
2019	3.13%	0.00%
2018	2.89%	0.00%
2017	2.31%	0.00%
2016	0.60%	0.00%