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Goldman Sachs Growth Opportunities ETF GSGO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GSGO | Replication |
|---|---|---|
| Annualized growth | 12.3% | 13.3% |
| Annualized volatility | 21.1% | 20.8% |
| Sharpe ratio | 0.66 | 0.70 |
| Maximum drawdown | 37.2% | 34.2% |
| Replication fit (R²) | 0.98 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model GSGO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 83.1% |
| MTUM | Factor · Momentum | 6.6% |
| VBK | Small-Cap · Growth | 4.5% |
| XLK | Sector · Technology | 3.6% |
| XLV | Sector · Healthcare | 2.2% |