GSEU

Goldman Sachs ActiveBeta Europe Equity ETF
N/A

93
*Unless otherwise stated, data provided by FactSet.

GSEU Fund Description

The Goldman Sachs ActiveBeta Europe Equity ETF tracks an index of developed Europe large- and midcap equities, with equal weights to each of 4 factor buckets and stocks within each bucket weighted by a factor score.

GSEU Factset Analytics Insight

GSEU offers multi-factor exposure to developed Europe equities for a low fee. Despite the “active” moniker, the ETF tracks an index from its issuer, Goldman Sachs. GSEU pulls from the MSCI Europe index, a large- and midcap index that includes non-euro UK, Sweden and Switzerland.The fund independently scores each stock in the universe across 4 factors—value, momentum, quality and low volatility, with various inputs for each factor. Each stock’s market cap is then scaled by the respective factor score to magnify or decrease its role in its sub-index. The momentum, quality and low-vol sub-indexes have country constraints to keep them more marketlike; the value sub-index adds sector bounds as well. The 4 sub-indexes are combined equally: any overweights to a particular name from one sub-index will cancel underweights from another. As such, the fund may exhibit moderate rather than radical deviations from the cap-weighted market.GSEU launched in early March 2016 with $25M in seed capital and charges a very competitive fee in context.

GSEU MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of October 15, 2018 the Goldman Sachs ActiveBeta Europe Equity ETF MSCI ESG Fund Quality Score is 6.91 out of 10.

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. GSEU ranks in the 51st percentile within its peer group and in the 92nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

GSEU CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 10/15/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSEU -5.38% -7.12% -7.20% -6.63% -- -- --
GSEU (NAV) -5.95% -7.08% -7.25% -6.50% -- -- --
MSCI Europe IMI -5.66% -7.16% -8.77% -7.46% 3.70% 2.61% 6.82%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GSEU Top 10 Countries

GSEU Top 10 Sectors

GSEU Top 10 Holdings [View All]

GSEU Summary Data

03/02/16
Open-Ended Fund
0.25%
$27.09M
$319.58K
0.14%

GSEU Portfolio Data

$58.11B
15.63
2.01
3.38%
12/24/18
391

GSEU Index Data

Tiered
Market Cap
MSCI Europe IMI

GSEU Portfolio Management

0.25%
--
--
--

GSEU Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GSEU Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
High
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

GSEU Factset Analytics Block Liquidity

As of 10/16/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of GSEU. GSEU is rated a 4 out of 5.

GSEU Tradability

10,431
$319.58K
2,977
$88.02K
0.14%
$0.04
0.35%
2.66% / -2.36%
None
32.00%
50,000
0.06
0.21%
0.01%
--
$28.59
4

GSEU Sector/Industry Breakdown


GSEU
Segment Benchmark
17.12%
20.11%
14.97%
11.14%
14.14%
12.02%
13.70%
13.05%
13.54%
12.16%
6.87%
8.22%
6.74%
7.54%
5.96%
5.72%
2.68%
3.01%
2.27%
3.18%

GSEU TOP 10 HOLDINGS[View All]

2.44%
1.82%
1.79%
1.37%
1.27%
1.19%
1.17%
1.07%
1.01%
0.93%
14.06%

GSEU Countries


GSEU
Segment Benchmark
26.33%
28.37%
19.51%
15.50%
14.27%
14.43%
12.35%
12.44%
6.09%
5.57%
4.40%
3.91%
3.87%
4.65%
3.24%
4.96%
2.95%
2.84%
1.63%
1.81%

GSEU Regions


GSEU
Segment Benchmark
99.03%
99.26%
0.97%
0.74%

GSEU Economic Development


GSEU
Segment Benchmark
100.00%
100.00%

GSEU Performance Statistics

0.99
0.98
0.98
0.99
0.08%
MSCI Europe IMI

GSEU MSCI ESG Ratings

6.91 / 10
50.76
91.85
10.48%
6.23%
139.15

GSEU BENCHMARK COMPARISON HOLDINGS

391
1440
391
68.01%

GSEU BENCHMARK COMPARISON SUMMARY


GSEU
Segment Benchmark
391
1440
$58.11B
$63.35B
15.63
15.41
2.01
1.83
3.16%
3.32%
--
--

GSEU BENCHMARK COMPARISON MARKET CAP SIZE


GSEU
Segment Benchmark
71.86%
74.27%
28.14%
19.84%
0.00%
5.46%
0.00%
0.44%