GEMGoldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM Fund Description
GEM tracks an index of emerging market stocks comprising 4 sub-indexes: value, momentum, quality, and low volatility. The index uses multiple factors to pick stocks, and each sub-index receives equal weight.
GEM Factset Analytics Insight
GEM's "ActiveBeta" methodology chooses emerging-market stocks based on four attributes of performance: good value, strong momentum, high quality, and low volatility. “Smart” and “Active” beta have been popular theories of late — despite the methodology's branding, this is not an actively-managed fund — and GEM has one of the more comprehensive approaches to the market. It creates a sub-index around each of the above factors, ranks and weights the stocks according to those factors, and then combines the four indexes to create the fund's portfolio.
GEM MSCI ESG Analytics Insight
Goldman Sachs ActiveBeta Emerging Markets Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.01 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Goldman Sachs ActiveBeta Emerging Markets Equity ETF ranks in the 30th percentile within its peer group and in the 32nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
GEM MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
GEM Summary Data
GEM Portfolio Data
GEM Index Data
GEM Portfolio Management
GEM Tax Exposures
GEM Fund Structure
GEM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of GEM. GEM is rated a 5 out of 5.
GEM Sector/Industry Breakdown
GEM Top 10 Holdings[View All]
GEM Economic Development
GEM Performance Statistics
GEM MSCI ESG Ratings
GEM Benchmark Comparison Summary
GEM Benchmark Comparison Market Cap Size