Goldman Sachs ETF (GVUS) Performance
GVUS total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +23.7% since Dec 31, 2025
- 1 year
- +27.5% total return
- Since first price
- +72.6% since 2023
GVUS trailing returns vs SPY, QQQ, AGG
| Period | GVUS total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +2.1% | +2.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +5.0% | +4.7% | +3.2% | +1.9% | −0.4% |
| 6 months | +14.0% | +13.2% | +7.8% | +8.4% | −1.5% |
| YTD | +23.7% | +22.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +27.5% | +25.4% | +14.4% | +15.9% | −1.1% |
| Since inceptionNov 30, 2023 | +72.6% | +63.9% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: GVUS vs SPY
From Nov 30, 2023: GVUS grew to $17,256, SPY to $17,266.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
GVUS returns by calendar year
2 of 2 full years positive. Best 2025 (+15.9%), worst 2024 (+14.1%). 2026 is year to date.
GVUS annual returns table
| Year | GVUS | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +23.7% | −6.7% | +12.3% | +15.1% | −1.0% |
| 2025 | +15.9% | −14.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +14.1% | −7.8% | +24.9% | +25.6% | +1.3% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
GVUS largest drawdowns
Now 0.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 29, 2024 | −15.8% | Apr 8, 2025 | Jul 3, 2025 | 4 months | 7 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
GVUS risk statistics
| Statistic | Since 2023 |
|---|---|
| Annualized return | +19.7% |
| Volatility (annualized) | 11.7% |
| Sharpe ratio | 1.24 |
| Sortino ratio | 2.09 |
| Best month | +8.3% |
| Worst month | −7.0% |
| Best 12 months | +31.1% |
| Worst 12 months | +7.0% |
| Positive months | 76% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
GVUS rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 24 | +7.0% | +15.6% | +31.1% | 100% |
Every holding period starting at a month-end since 2023. Returns for 3 years and longer are annualized.
GVUS performance overview
Goldman Sachs ETF (GVUS) returned +27.5% over the past year, with distributions reinvested. Since its first recorded price on Nov 30, 2023 it has returned +72.6%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −15.8%, from Nov 29, 2024 to Apr 8, 2025, and it took 3 months to get back to the old high. Volatility has been 11.7% a year.
Related: GVUS chart, GVUS holdings, GVUS dividends, GVUS valuation. See the GVUS overview for the latest quote and fund facts.
GVUS performance FAQ
What is the GVUS return over the past year?
GVUS returned +27.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 25.4%.
How much would $10,000 invested in GVUS be worth?
$10,000 invested in GVUS at its first recorded close on November 30, 2023 would be worth about $17,256 on October 23, 2026 with distributions reinvested.
What was the worst year for GVUS?
The worst calendar year was 2024, with a total return of +14.1%. The best was 2025 at +15.9%.
What is the biggest drawdown of GVUS?
The largest peak-to-trough decline was −15.8% between November 29, 2024 and April 8, 2025. It recovered to the old high on July 3, 2025, 3 months after the bottom.
How volatile is GVUS?
Over the past history GVUS had an annualized volatility of 11.7% and a Sharpe ratio of 1.24 (excess return over 1–3 month T-bills per unit of risk).