Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) Total Returns
Growth of $10,000 chart
2021-06-03 to 2026-06-03 to
$
%
%
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Investment Performance
Final Value
$14,358
Total Return
43.58%
CAGR
7.50%
Dividends
$1,182.47
Yield on Cost
11.82%
Rolling Returns
1-Month (21 Trading Days)
| Average | +0.66% |
| Median | +0.64% |
| Best | +16.88% |
| Worst | -13.95% |
| % of Windows Positive | 55.4% |
1-Year (252 Trading Days)
| Average | +7.63% |
| Median | +9.09% |
| Best | +60.00% |
| Worst | -31.14% |
| % of Windows Positive | 72.4% |
3-Year (756 Trading Days)
| Average | +26.17% |
| Median | +22.12% |
| Best | +94.89% |
| Worst | -16.97% |
| % of Windows Positive | 63.0% |
Risk Metrics
| Maximum Drawdown | -36.13% |
| Average Drawdown | -15.11% |
| Drawdown Duration | 1035 Trading Days |
| Sortino Ratio | 0.73 |
| Calmar Ratio | 0.21 |
| CVaR (5%) | -2.40% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +27.56% (+78.12% ann.) | +$2755.88 | $0.00 | $0.00 | $0.00 |
| 2025 | +32.80% | +$3280.32 | $300.12 | $60.03 | $0.48 |
| 2024 | +6.12% | +$611.91 | $268.17 | $53.63 | $0.43 |
| 2023 | +11.12% | +$1111.89 | $324.74 | $64.94 | $0.51 |
| 2022 | -21.78% | $2178.26 | $228.06 | $45.62 | $0.37 |
| 2021 | -0.76% | $76.19 | $292.56 | $58.51 | $0.47 |
| 2020 | +12.41% | +$1241.35 | $141.37 | $28.27 | $0.22 |
| 2019 | +17.03% | +$1703.18 | $360.41 | $72.09 | $0.57 |
| 2018 | -14.57% | $1456.67 | $176.27 | $35.26 | $0.28 |
| 2017 | +35.90% | +$3589.95 | $243.50 | $48.70 | $0.39 |
| 2016 | +8.25% | +$824.85 | $192.74 | $38.55 | $0.30 |
| 2015 partial | +2.90% (+11.89% ann.) | +$290.25 | $25.40 | $5.08 | $0.04 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Secular stagnation / QE / low inflation / duration bull partial | September 29, 2015 – February 19, 2020 | +50.12% | +9.69% | +$5012.09 | $1227.91 | $245.60 | $1.94 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -29.38% | -98.11% | $2938.00 | $0.00 | $0.00 | $0.00 |
| Policy bazooka / monetary euphoria | March 24, 2020 – November 6, 2020 | +39.60% | +71.06% | +$3960.23 | $102.89 | $20.58 | $0.16 |
| Reopening reflation / fiscal boom / supply bottlenecks | November 9, 2020 – November 29, 2021 | +4.31% | +4.09% | +$431.43 | $323.31 | $64.66 | $0.52 |
| Inflation shock / duration crash / aggressive tightening | November 30, 2021 – November 9, 2022 | -24.22% | -25.50% | $2421.53 | $271.46 | $54.29 | $0.44 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +22.74% | +11.69% | +$2274.23 | $359.52 | $71.90 | $0.57 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – June 3, 2026 | +68.20% | +35.64% | +$6820.38 | $548.92 | $109.79 | $0.88 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 2015-12-23 | $0.0620 | 0.24% |
| 2016-06-23 | $0.1580 | 0.60% |
| 2016-09-23 | $0.2010 | 0.69% |
| 2016-12-22 | $0.1220 | 0.46% |
| 2017-03-24 | $0.0340 | 0.11% |
| 2017-06-23 | $0.1550 | 0.49% |
| 2017-09-22 | $0.2380 | 0.69% |
| 2017-12-21 | $0.2210 | 0.63% |
| 2018-03-23 | $0.0360 | 0.10% |
| 2018-06-25 | $0.1810 | 0.53% |
| 2018-09-24 | $0.2730 | 0.83% |
| 2018-12-24 | $0.1380 | 0.46% |
| 2019-03-25 | $0.1900 | 0.59% |
| 2019-06-24 | $0.2160 | 0.66% |
| 2019-09-24 | $0.3190 | 0.99% |
| 2019-12-24 | $0.3500 | 1.01% |
| 2020-09-24 | $0.2600 | 0.80% |
| 2020-12-24 | $0.2240 | 0.60% |
| 2021-06-24 | $0.2100 | 0.52% |
| 2021-09-24 | $0.7000 | 1.81% |
| 2021-12-27 | $0.2000 | 0.54% |
| 2022-03-25 | $0.2270 | 0.66% |
| 2022-06-24 | $0.3620 | 1.21% |
| 2022-09-26 | $0.1800 | 0.67% |
| 2022-12-27 | $0.0690 | 0.24% |
| 2023-03-27 | $0.3390 | 1.16% |
| 2023-06-26 | $0.1900 | 0.64% |
| 2023-09-25 | $0.2080 | 0.71% |
| 2023-12-26 | $0.1740 | 0.58% |
| 2024-12-23 | $0.8230 | 2.49% |
| 2025-12-23 | $0.9580 | 2.28% |
| Total | 31 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-06-03 to 2026-06-03. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2021-06-24 | $50.95 | $10.19 | $0.08 | 0.9977 |
| 2021-09-24 | $170.52 | $34.10 | $0.27 | 3.6334 |
| 2021-12-27 | $49.45 | $9.89 | $0.08 | 1.0664 |
| 2022-03-25 | $56.36 | $11.27 | $0.09 | 1.3298 |
| 2022-06-24 | $90.37 | $18.07 | $0.15 | 2.4001 |
| 2022-09-26 | $45.36 | $9.07 | $0.07 | 1.3814 |
| 2022-12-27 | $17.49 | $3.50 | $0.03 | 0.4868 |
| 2023-03-27 | $86.07 | $17.21 | $0.14 | 2.3811 |
| 2023-06-26 | $48.69 | $9.74 | $0.08 | 1.3068 |
| 2023-09-25 | $53.58 | $10.72 | $0.09 | 1.4745 |
| 2023-12-26 | $45.07 | $9.01 | $0.07 | 1.1891 |
| 2024-12-23 | $214.18 | $42.84 | $0.34 | 5.2828 |
| 2025-12-23 | $254.38 | $50.88 | $0.41 | 4.9176 |
| Total | $1182.47 | $236.49 | $1.89 | 27.8474 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.