GSIEGoldman Sachs ActiveBeta International Equity ETF
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.
GSIE MSCI ESG Analytics Insight
Goldman Sachs ActiveBeta International Equity ETF has an MSCI ESG Fund Rating of AA based on a score of 7.96 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 Summary Data
GSIE Portfolio Data
GSIE Index Data
GSIE Portfolio Management
GSIE Tax Exposures
GSIE Fund Structure
GSIE Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
GSIE Top 10 Holdings[View All]
GSIE Economic Development
GSIE Performance Statistics
GSIE MSCI ESG Ratings
GSIE Benchmark Comparison Summary
GSIE Benchmark Comparison Market Cap Size