GSIE

Goldman Sachs ActiveBeta International Equity ETF
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94
*Unless otherwise stated, data provided by FactSet.

GSIE Fund Description

GSIE tracks an index of stocks in developed markets outside of the US comprising four subindexes: value, momentum, quality and low volatility. The index uses multiple factors to pick stocks, and each subindex receives equal weight.

GSIE Factset Analytics Insight

GSIE applies multifactor methodology to the developed ex-US space. The fund combines four different subindexes—value, quality, momentum and low volatility—into one ETF for a competitive fee. The fund is not actively managed, despite its name; it tracks an index also developed by Goldman. All four of the subindexes pull their constituents from the parent MSCI World ex USA Index, giving each member a weighting based upon factor criteria. (Small-caps are excluded per the parent index.) Criteria include book value, sales and cash flow scaled by share price; profit/assets or ROE; risk-adjusted returns; and daily standard deviation of returns. The four evenly weighted subindexes are then combined to create the index. GSIE charges a reasonable fee, has a large asset base, and trades well.

GSIE MSCI ESG Analytics Insight

Goldman Sachs ActiveBeta International Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.90 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 International Equity ETF ranks in the 86th percentile within its peer group and in the 56th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

GSIE 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.

GSIE Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
  • YTD
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  • 3 Years
  • 5 Years
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/16/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSIE 0.15% -0.10% 15.01% 6.55% 8.04% -- --
GSIE (NAV) 0.85% -0.10% 14.46% 5.47% 8.01% -- --
MSCI World ex USA IMI 0.89% 0.39% 14.95% 5.20% 7.58% 5.16% 4.93%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GSIE Summary Data

11/06/15
Open-Ended Fund
0.25%
$1.60B
$6.46M
0.21%

GSIE Portfolio Data

$47.84B
16.73
1.70
2.64%
12/24/19
801

GSIE Index Data

Tiered
Market Cap
MSCI World ex USA IMI

GSIE Portfolio Management

0.25%
--
--
--

GSIE Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

GSIE Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

GSIE Factset Analytics Block Liquidity

As of 10/17/19
5
4
3
2
1

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

GSIE Tradability

231,454
$6.46M
189,453
$5.25M
0.21%
$0.06
0.18%
1.49% / -2.07%
None
28.00%
100,000
1.89
0.25%
0.02%
1
$28.53
5

GSIE Sector/Industry Breakdown


GSIE
Segment Benchmark
21.40%
23.41%
16.05%
11.01%
13.99%
11.82%
13.19%
15.41%
10.81%
10.39%
7.61%
6.74%
5.47%
7.68%
4.66%
6.30%
3.81%
3.61%
3.01%
3.63%

GSIE Top 10 Holdings[View All]

1.79%
1.18%
0.97%
0.66%
0.64%
0.63%
0.61%
0.56%
0.55%
0.55%
8.14%

GSIE Countries


GSIE
Segment Benchmark
20.67%
22.76%
14.10%
15.11%
11.05%
9.13%
9.44%
9.13%
8.21%
8.11%
7.65%
7.42%
6.04%
6.47%
3.38%
3.13%
2.94%
3.01%
2.64%
2.24%

GSIE Regions


GSIE
Segment Benchmark
57.20%
55.50%
31.80%
33.99%
10.39%
10.01%
0.62%
0.50%

GSIE Economic Development


GSIE
Segment Benchmark
100.00%
100.00%

GSIE Performance Statistics

0.99
1.00
0.98
1.01
0.08%
MSCI World ex USA IMI

GSIE MSCI ESG Ratings

A
6.90 / 10
55.74
85.92
8.93%
6.27%
168.98

GSIE Benchmark Comparison Holdings

801
3549
792
63.69%

GSIE Benchmark Comparison Summary


GSIE
Segment Benchmark
801
3549
$47.84B
$53.20B
16.73
16.65
1.70
1.55
3.09%
3.31%
Low
Low

GSIE Benchmark Comparison Market Cap Size


GSIE
Segment Benchmark
64.46%
68.13%
34.87%
22.81%
0.67%
7.89%
0.00%
1.17%