GEM

Goldman Sachs ActiveBeta Emerging Markets Equity ETF
*Unless otherwise stated, data provided by FactSet.

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.

PERFORMANCE [as of 05/18/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GEM -- -- -- -- -- -- --
GEM (NAV) -6.71% -10.94% -15.31% -14.92% 2.00% 4.44% --
MSCI Emerging Markets Investable Market Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GEM Summary Data

Goldman Sachs
09/29/15
Open-Ended Fund
0.45%
$1.10B
$6.19M
0.09%

GEM Portfolio Data

$109.40B
11.68
1.61
4.38%
N/A
679

GEM Index Data

Tiered
Multi-Factor
MSCI Emerging Markets Investable Market Index

GEM Portfolio Management

0.45%
-0.53%
-0.03%
-1.74%

GEM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GEM Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

GEM Factset Analytics Block Liquidity

As of 05/19/22
5
4
3
2
1

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 Tradability

195,194
$6.19M
138,639
$4.62M
0.09%
$0.03
0.02%
3.60% / -1.98%
None
10.00%
200,000
0.69
0.14%
0.28%
32
$31.12
5

GEM Sector/Industry Breakdown


GEM
Segment Benchmark
21.70%
--
17.42%
--
9.30%
--
9.25%
--
6.23%
--
4.95%
--
4.26%
--
4.19%
--
4.09%
--
3.88%
--

GEM Top 10 Holdings[View All]

6.01%
3.46%
3.36%
2.05%
1.05%
0.94%
0.83%
0.82%
0.80%
0.77%
20.09%

GEM Countries


GEM
Segment Benchmark
21.95%
23.30%
16.25%
16.45%
13.44%
12.83%
12.40%
14.28%
8.49%
4.19%
5.76%
6.16%
4.80%
4.00%
3.87%
3.96%
2.57%
2.26%
1.49%
1.34%

GEM Regions


GEM
Segment Benchmark
76.18%
77.36%
12.32%
11.16%
8.93%
9.21%
2.27%
1.82%
0.29%
0.45%

GEM Economic Development


GEM
Segment Benchmark
52.60%
53.52%
47.40%
46.48%

GEM Performance Statistics

0.98
0.91
0.88
0.93
0.19%
MSCI Emerging Markets Investable Market Index

GEM Benchmark Comparison Holdings

679
3094
674
62.43%

GEM Benchmark Comparison Summary


GEM
Segment Benchmark
679
3094
$109.40B
$108.38B
11.68
13.94
1.61
1.80
2.76%
2.33%
Low
Low

GEM Benchmark Comparison Market Cap Size


GEM
Segment Benchmark
62.25%
63.62%
35.48%
25.12%
2.27%
10.22%
0.00%
1.04%