See what your fund actually adds
Goldman Sachs JUST U.S. Large Cap Equity ETF JUST
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JUST | Replication |
|---|---|---|
| Annualized growth | 12.8% | 13.1% |
| Annualized volatility | 16.2% | 16.4% |
| Sharpe ratio | 0.83 | 0.84 |
| Maximum drawdown | 24.2% | 24.5% |
| Replication fit (R²) | 0.99 · Tracking error 1.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model JUST’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 48.4% |
| VUG | Style · Growth | 18.6% |
| VTV | Style · Value | 15.4% |
| VTI | US Broad Market | 14.2% |
| SPHQ | Factor · Quality | 3.3% |