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.

GSLC MSCI ESG Analytics Insight

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.71 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 U.S. Large Cap Equity ETF ranks in the 43th percentile within its peer group and in the 54th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

GSLC 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 05/07/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSLC 2.40% 6.05% 10.07% 46.18% 17.20% 16.61% --
GSLC (NAV) 3.28% 7.04% 11.08% 45.79% 17.47% 16.80% --
Goldman Sachs ActiveBeta U.S. Large Cap Equity Index 3.29% 7.06% 11.71% 45.94% 17.99% 17.16% --
MSCI USA Large Cap Index 3.42% 7.90% 11.82% 48.83% 19.58% 18.40% 14.86%
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%
$12.62B
$33.32M
0.03%

GSLC Portfolio Data

$394.13B
34.88
5.13
1.12%
N/A
445

GSLC Index Data

Tiered
Market Cap
MSCI USA Large Cap Index

GSLC Portfolio Management

0.09%
-0.82%
-0.10%
-1.25%

GSLC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GSLC Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

GSLC Factset Analytics Block Liquidity

As of 05/10/21
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

412,817
$33.32M
316,314
$25.71M
0.03%
$0.03
0.03%
0.15% / -0.13%
None
99.00%
50,000
6.33
--
0.00%
13
$83.81
5

GSLC Sector/Industry Breakdown


GSLC
Segment Benchmark
35.93%
36.11%
17.45%
14.98%
14.08%
13.18%
9.45%
8.82%
8.36%
12.24%
7.76%
6.29%
2.40%
2.30%
1.60%
1.78%
1.27%
1.71%
1.07%
2.49%

GSLC Top 10 Holdings[View All]

Apple Inc. 4.85%
22.40%

GSLC Countries


GSLC
Segment Benchmark
100.00%
99.91%
--
0.09%

GSLC Regions


GSLC
Segment Benchmark
100.00%
100.00%

GSLC Economic Development


GSLC
Segment Benchmark
100.00%
100.00%

GSLC Performance Statistics

0.98
0.96
0.97
0.97
0.16%
MSCI USA Large Cap Index

GSLC MSCI ESG Ratings

5.71 / 10
54.39
42.67
4.38%
6.17%
133.95

GSLC Benchmark Comparison Holdings

445
290
260
68.09%

GSLC Benchmark Comparison Summary


GSLC
Segment Benchmark
445
290
$394.13B
$519.50B
34.88
39.11
5.13
4.75
1.22%
1.41%
Low
Low

GSLC Benchmark Comparison Market Cap Size


GSLC
Segment Benchmark
97.62%
100.00%
2.38%
0.00%
0.00%
0.00%
0.00%
0.00%