GPAL

Goldman Sachs ActiveBeta Paris-Aligned US Large Cap Equity ETF
*Unless otherwise stated, data provided by FactSet.

GPAL Fund Description

GPAL tracks an index of tier-weighted US large-cap stocks comprising four factor sub-indices: value, momentum, quality, and low volatility. Holdings are screened and reweighted based on ESG criteria in line with the Paris Climate Agreement’s carbon reduction goals.

GPAL Factset Analytics Insight

GPAL is a passively managed fund that combines Goldman Sachs’ ActiveBeta strategy with ESG screens that are aligned with the goals of the Paris Climate Agreement, that is to combat climate change and its long-term effects. To construct the portfolio, the fund initially narrows down its reference index (Solactive US Large Cap Index) by removing companies involved in controversial industries such as weapons, tobacco, and fossil fuels. In addition, firms that are deemed non-compliant with the UN Global Compact principles are also excluded. Remaining securities are assigned with a factor score in order to create four sub-indices focusing on: value, momentum, quality, and low volatility. These four sub-indices are then combined in equal weights to form the Factor Diversity Portfolio. Final security weights are adjusted in accordance with the fund’s target greenhouse gas emission intensity, low carbon impact, and overall factor exposures. The index rebalances quarterly.

PERFORMANCE [as of 08/15/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GPAL 10.01% 6.31% -12.03% -- -- -- --
GPAL (NAV) 9.91% 6.18% -12.06% -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GPAL Summary Data

Goldman Sachs
12/13/21
Open-Ended Fund
0.20%
$7.07M
$150.24
0.13%

GPAL Portfolio Data

$446.53B
18.29
3.86
--
N/A
368

GPAL Index Data

Goldman Sachs ActiveBeta Paris-Aligned U.S. Large Cap Equity Index
Tiered
Principles-based
N/A

GPAL Portfolio Management

0.20%
--
--
--

GPAL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GPAL Fund Structure

Open-Ended Fund
No
--
-- / --
N/A
N/A
High
Daily

GPAL Factset Analytics Block Liquidity

As of 08/16/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of GPAL. GPAL is rated a N/A out of 5.

GPAL Tradability

8
$150.24
1
0
0.13%
$0.04
-0.02%
0.21% / -94.76%
None
98.00%
--
--
--
--
0
$35.48
N/A

GPAL Sector/Industry Breakdown


GPAL
Segment Benchmark
18.88%
--
17.20%
--
16.22%
--
13.17%
--
7.13%
--
6.78%
--
3.77%
--
2.97%
--
2.50%
--
2.13%
--

GPAL Countries


GPAL
Segment Benchmark
100.00%
--

GPAL Regions


GPAL
Segment Benchmark
100.00%
--

GPAL Economic Development


GPAL
Segment Benchmark
100.00%
--

GPAL Performance Statistics

--
--
--
--
--
N/A

GPAL Benchmark Comparison Holdings

368
--
--
--

GPAL Benchmark Comparison Summary


GPAL
Segment Benchmark
368
--
$446.53B
--
18.29
--
3.86
--
1.48%
--
Low
--

GPAL Benchmark Comparison Market Cap Size


GPAL
Segment Benchmark
98.56%
--
1.44%
--
0.00%
--
0.00%
--

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.