{"schemaVersion":1,"ticker":"GOEX","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/goex/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, GOEX against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/goex/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"GOEX","b":"ACWI","window":{"from":"2010-11-12","to":"2026-10-23","firstReturn":"2010-11-19","weeklyReturns":832,"years":15.95,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01609356,"perWeek":0.0003094915,"days":3988,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.04628741,"b":3.76675962,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":0.00283201,"b":0.10252629,"edge":"ACWI","lead":"ACWI"},"price":{"a":-0.4550526,"b":2.45526664,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.41375244,"b":0.15943699,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.29006298,"b":0.11151929,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.88375451,"b":-0.32084971,"edge":"ACWI","lead":"ACWI","aPeak":"2011-04-08","aTrough":"2015-07-24","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.07428789,"b":0.09438203,"edge":"ACWI","lead":"ACWI"},"sharpe":{"a":0.1795467,"b":0.59197068,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.2561095,"b":0.84632912,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.00320452,"b":0.31954615,"edge":"ACWI","lead":"ACWI"}},"relative":{"GOEX":{"on":"ACWI","beta":0.89194561,"r2":0.1181337,"alpha":-0.00989575,"alphaT":-0.10147172,"alphaLow":-0.20131494,"alphaHigh":0.18152344,"upsideCapture":0.59630312,"downsideCapture":0.90689723,"treynor":0.08328746,"trackingError":0.3889273,"informationRatio":-0.05166554,"upWeeks":482,"downWeeks":348,"treynorReference":0.09438203,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWI","lead":"ACWI"},"downsideCapture":{"edge":"GOEX (slight)","lead":"GOEX"},"treynor":{"edge":"ACWI","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"GOEX":{"kept":"2026-10-26","distributions":18,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2011-12-28","amount":0.253868,"vendor":0.263721},{"ex":"2016-12-28","amount":8.054221,"vendor":7.784515}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":832,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.04628741}},"ACWI":{"kept":"2026-10-26","distributions":34,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":832,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.76675962}}}}