GSEU

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

GSEU Fund Description

GSEU tracks an index of developed Europe large- and midcap equities, with equal weights to each of four 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. 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 four 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 four sub-indices are combined equally, such that any overweights to a particular name from one sub-index will cancel underweights from another.

GSEU MSCI ESG Analytics Insight

Goldman Sachs ActiveBeta Europe Equity ETF has an MSCI ESG Fund Rating of AAA based on a score of 8.74 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 Europe Equity ETF ranks in the 88th percentile within its peer group and in the 35th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

GSEU 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.

PERFORMANCE [as of 01/18/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSEU 2.95% 1.88% -1.15% 10.29% 13.04% 9.89% --
GSEU (NAV) 0.88% 0.47% -2.68% 10.25% 11.88% 9.52% --
MSCI Europe IMI 2.18% 0.54% -1.71% 12.88% 12.82% 9.71% 8.27%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GSEU Summary Data

Goldman Sachs
03/02/16
Open-Ended Fund
0.25%
$20.38M
$53.86K
0.11%

GSEU Portfolio Data

$86.00B
16.70
2.27
0.54%
N/A
380

GSEU Index Data

Tiered
Multi-Factor
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
-- / --
N/A
N/A
High
Daily

GSEU Factset Analytics Block Liquidity

As of 01/19/22
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

1,487
$53.86K
806
$29.43K
0.11%
$0.04
0.11%
2.21% / -1.91%
None
29.00%
50,000
0.02
0.16%
0.02%
0
$36.66
4

GSEU Sector/Industry Breakdown


GSEU
Segment Benchmark
15.66%
12.88%
15.47%
13.25%
13.46%
17.45%
13.32%
10.97%
13.21%
13.96%
7.55%
7.64%
7.45%
8.75%
4.15%
5.02%
3.56%
3.76%
1.78%
2.35%

GSEU Top 10 Holdings[View All]

3.01%
2.43%
2.22%
1.65%
1.49%
1.47%
1.12%
1.10%
1.00%
0.93%
16.41%

GSEU Countries


GSEU
Segment Benchmark
20.95%
24.01%
18.28%
16.01%
14.93%
14.72%
14.47%
13.08%
7.76%
7.39%
6.24%
6.99%
4.56%
4.00%
3.55%
3.82%
3.26%
3.41%
1.54%
1.80%

GSEU Regions


GSEU
Segment Benchmark
99.45%
99.61%
0.55%
0.39%

GSEU Economic Development


GSEU
Segment Benchmark
100.00%
100.00%

GSEU Performance Statistics

0.97
0.96
0.95
0.96
0.19%
MSCI Europe IMI

GSEU MSCI ESG Ratings

8.74 / 10
35.36
87.67
11.43%
--
157.83

GSEU Benchmark Comparison Holdings

380
1476
380
69.22%

GSEU Benchmark Comparison Summary


GSEU
Segment Benchmark
380
1476
$86.00B
$86.49B
16.70
20.89
2.27
2.09
2.45%
2.42%
Low
Low

GSEU Benchmark Comparison Market Cap Size


GSEU
Segment Benchmark
83.08%
78.81%
16.92%
16.30%
0.00%
4.68%
0.00%
0.21%