GSJY

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

GSJY Fund Description

GSJY tracks an index of Japanese large- and midcap equities, with equal weights to each of 4 factor buckets and stocks within each bucket weighted by a factor score.

GSJY Factset Analytics Insight

GSJY offers multi-factor exposure to Japanese equities. Despite the “active” moniker, the ETF tracks an index from its issuer, Goldman Sachs. GSJY pulls from the MSCI Japan index, a cap-weighted, large- and midcap index. 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: 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.

GSJY MSCI ESG Analytics Insight

Goldman Sachs ActiveBeta Japan Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.44 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 Japan Equity ETF ranks in the 54th percentile within its peer group and in the 68th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

GSJY 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 10/13/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSJY -7.16% -1.23% 0.13% 12.80% 7.09% 7.98% --
GSJY (NAV) -8.19% -1.85% 0.22% 12.60% 6.76% 8.18% --
MSCI Japan IMI -8.14% -1.86% 1.39% 13.87% 7.31% 8.31% 7.95%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GSJY Summary Data

Goldman Sachs
03/02/16
Open-Ended Fund
0.25%
$14.91M
$59.65K
0.10%
FJP

GSJY Portfolio Data

$45.57B
15.42
1.39
0.78%
09/24/21
269

GSJY Index Data

Tiered
Multi-Factor
MSCI Japan IMI

GSJY Portfolio Management

0.25%
--
--
--

GSJY Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GSJY Fund Structure

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

GSJY Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

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

GSJY Tradability

1,574
$59.65K
478
$19.37K
0.10%
$0.04
0.12%
3.59% / -1.97%
None
0.00%
200,000
0.00
0.03%
0.07%
0
$37.23
4

GSJY Sector/Industry Breakdown


GSJY
Segment Benchmark
24.21%
27.61%
17.86%
17.25%
17.24%
14.33%
10.94%
13.06%
9.40%
8.71%
8.90%
7.56%
4.59%
5.65%
4.52%
3.95%
1.56%
1.13%
0.78%
0.66%

GSJY Top 10 Holdings[View All]

3.62%
2.95%
2.20%
1.71%
1.52%
1.38%
1.33%
1.31%
1.31%
1.28%
18.62%

GSJY Countries


GSJY
Segment Benchmark
100.00%
100.00%

GSJY Regions


GSJY
Segment Benchmark
100.00%
100.00%

GSJY Economic Development


GSJY
Segment Benchmark
100.00%
100.00%

GSJY Performance Statistics

0.99
0.99
1.01
1.01
0.10%
MSCI Japan IMI

GSJY MSCI ESG Ratings

6.44 / 10
68.43
53.57
6.71%
--
78.91

GSJY Benchmark Comparison Holdings

269
1203
269
74.01%

GSJY Benchmark Comparison Summary


GSJY
Segment Benchmark
269
1203
$45.57B
$44.25B
15.42
16.16
1.39
1.36
2.03%
1.97%
Low
Low

GSJY Benchmark Comparison Market Cap Size


GSJY
Segment Benchmark
67.92%
63.16%
32.08%
25.66%
0.00%
10.01%
0.00%
1.17%