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 05/13/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSLC -- -- -- -- -- -- --
GSLC (NAV) -10.04% -8.41% -15.80% -0.84% 13.97% 12.72% --
Goldman Sachs ActiveBeta U.S. Large Cap Equity Index -- -8.40% -15.79% -0.75% 14.08% 12.83% --
MSCI USA Large Cap Index -- -9.31% -16.20% -1.85% 14.75% 13.21% 13.85%
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%
$11.46B
$45.27M
0.03%

GSLC Portfolio Data

$556.57B
21.78
4.59
1.35%
N/A
440

GSLC Index Data

Tiered
Multi-Factor
MSCI USA Large Cap Index

GSLC Portfolio Management

0.09%
-0.12%
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 05/16/22
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

544,965
$45.27M
423,281
$36.38M
0.03%
$0.03
0.01%
0.14% / -1.75%
None
98.00%
50,000
8.47
0.03%
0.00%
132
$79.82
5

GSLC Sector/Industry Breakdown


GSLC
Segment Benchmark
17.80%
--
14.50%
--
12.41%
--
11.13%
--
10.71%
--
6.48%
--
3.26%
--
3.24%
--
3.02%
--
2.98%
--

GSLC Countries


GSLC
Segment Benchmark
99.89%
99.90%
0.11%
--
--
0.10%

GSLC Regions


GSLC
Segment Benchmark
99.89%
100.00%
0.11%
--

GSLC Economic Development


GSLC
Segment Benchmark
100.00%
100.00%

GSLC Performance Statistics

0.99
0.96
0.96
0.96
0.12%
MSCI USA Large Cap Index

GSLC Benchmark Comparison Holdings

440
295
268
70.93%

GSLC Benchmark Comparison Summary


GSLC
Segment Benchmark
440
295
$556.57B
$723.99B
21.78
24.13
4.59
5.01
1.32%
1.30%
Low
Low

GSLC Benchmark Comparison Market Cap Size


GSLC
Segment Benchmark
98.96%
99.98%
0.99%
0.02%
0.04%
0.00%
0.00%
0.00%