GSIE

Goldman Sachs ActiveBeta International Equity ETF
*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 sub-indices: value, momentum, quality and low volatility. The index uses multiple factors to pick stocks, and each sub-index receives equal weight.

GSIE Factset Analytics Insight

GSIE applies multifactor methodology to the developed ex-US space. The fund combines four different sub-indices — value, quality, momentum and low volatility — into one ETF. The fund is not actively managed, despite its name, it tracks an index also developed by Goldman. All four of the sub-indices 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 sub-indices are then combined to create the index.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSIE 4.02% -3.98% -16.15% -16.10% 3.90% 2.86% --
GSIE (NAV) 4.88% -4.43% -16.73% -16.38% 3.66% 2.76% --
Goldman Sachs ActiveBeta International Equity Index 4.90% -4.47% -16.70% -16.30% 3.76% 2.82% --
MSCI World ex USA IMI 5.18% -4.40% -15.96% -15.62% 4.18% 2.68% 5.82%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GSIE Summary Data

Goldman Sachs
11/06/15
Open-Ended Fund
0.25%
$2.75B
$20.59M
0.04%

GSIE Portfolio Data

$61.37B
11.33
1.71
3.49%
N/A
724

GSIE Index Data

Tiered
Multi-Factor
MSCI World ex USA IMI

GSIE Portfolio Management

0.25%
-0.12%
-0.05%
-0.50%

GSIE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GSIE Fund Structure

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

GSIE Factset Analytics Block Liquidity

As of 08/04/22
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

725,873
$20.59M
633,852
$17.67M
0.04%
$0.01
0.16%
2.20% / -1.61%
None
30.00%
100,000
6.34
0.20%
0.02%
20
$28.78
5

GSIE Sector/Industry Breakdown


GSIE
Segment Benchmark
19.67%
--
12.17%
--
12.05%
--
7.53%
--
5.13%
--
4.94%
--
4.69%
--
4.66%
--
4.02%
--
3.77%
--

GSIE Top 10 Holdings[View All]

1.82%
1.38%
1.11%
1.10%
1.09%
1.05%
0.95%
0.82%
0.73%
0.73%
10.78%

GSIE Countries


GSIE
Segment Benchmark
18.13%
20.51%
13.13%
14.21%
12.82%
11.28%
10.88%
8.79%
8.07%
8.22%
7.48%
6.74%
6.57%
7.44%
4.00%
3.45%
2.75%
2.45%
2.65%
2.21%

GSIE Regions


GSIE
Segment Benchmark
56.35%
54.96%
28.91%
32.13%
14.05%
12.18%
0.69%
0.72%

GSIE Economic Development


GSIE
Segment Benchmark
100.00%
100.00%
--
0.00%

GSIE Performance Statistics

0.99
0.98
1.00
0.96
0.09%
MSCI World ex USA IMI

GSIE Benchmark Comparison Holdings

724
3463
723
65.72%

GSIE Benchmark Comparison Summary


GSIE
Segment Benchmark
724
3463
$61.37B
$63.84B
11.33
13.53
1.71
1.66
3.12%
2.94%
Low
Low

GSIE Benchmark Comparison Market Cap Size


GSIE
Segment Benchmark
74.08%
71.93%
25.92%
19.61%
0.00%
7.77%
0.00%
0.70%