GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

*Unless otherwise stated, data provided by FactSet.

GSLC Fund Description

GSLC tracks an index of US large-cap stocks comprising 4 sub-indexes: value, momentum, quality, and low volatility. The index uses multiple factors to pick stocks, and each sub-index receives equal weight.

GSLC Factset Analytics Insight

GSLC combines four different factors (value, quality, momentum, and low volatility) into a single ETF. Each factor drives a sub-index that selects and weights stocks based upon various fundamental and technical criteria. Securities with favorable factor scores in each sub-index receive an overweight relative to the reference index. The four resulting sub-indexes are then combined to form the index for GSLC. Each factor sub-index receives equal weight which rebalances every quarter. This rules-based process of the index constructions incorporates a minimization technique which seeks to reduce turnover.

PERFORMANCE [as of 09/27/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSLC -9.98% -6.33% -23.48% -17.77% 8.08% 9.41% --
GSLC (NAV) -9.99% -6.32% -23.44% -17.70% 8.08% 9.43% --
Goldman Sachs ActiveBeta U.S. Large Cap Equity Index -10.02% -6.33% -23.43% -17.67% 8.17% 9.53% --
MSCI USA Large Cap Index -9.80% -6.03% -23.35% -17.92% 9.23% 9.99% 11.97%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GSLC Summary Data

Goldman Sachs
09/21/15
Open-Ended Fund
0.09%
$10.65B
$34.39M
0.03%

GSLC Portfolio Data

$482.08B
17.77
4.01
1.65%
N/A
440

GSLC Index Data

Tiered
Multi-Factor
MSCI USA Large Cap Index

GSLC Portfolio Management

0.09%
-0.10%
0.14%
-0.81%

GSLC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GSLC Fund Structure

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

GSLC Factset Analytics Block Liquidity

As of 09/28/22
5
4
3
2
1

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

GSLC Tradability

441,633
$34.39M
326,092
$26.54M
0.03%
$0.02
0.01%
1.14% / -1.75%
None
99.93%
50,000
6.52
0.03%
0.00%
121
$72.02
5

GSLC Sector/Industry Breakdown


GSLC
Segment Benchmark
16.80%
--
14.38%
--
11.70%
--
11.51%
--
11.13%
--
6.43%
--
3.40%
--
3.30%
--
3.26%
--
3.24%
--

GSLC Top 10 Holdings[View All]

Apple Inc. 6.72%
Tesla Inc 1.63%
23.89%

GSLC Countries


GSLC
Segment Benchmark
99.75%
99.89%
0.11%
--
--
0.11%

GSLC Regions


GSLC
Segment Benchmark
99.75%
100.00%
0.11%
--

GSLC Economic Development


GSLC
Segment Benchmark
99.86%
100.00%
0.00%
0.00%

GSLC Performance Statistics

0.99
0.97
0.96
0.98
0.13%
MSCI USA Large Cap Index

GSLC Benchmark Comparison Holdings

440
297
272
71.92%

GSLC Benchmark Comparison Summary


GSLC
Segment Benchmark
440
297
$482.08B
$623.12B
17.77
19.80
4.01
4.32
1.47%
1.46%
Low
Medium

GSLC Benchmark Comparison Market Cap Size


GSLC
Segment Benchmark
98.25%
99.96%
1.61%
0.04%
0.00%
0.00%
0.00%
0.00%