GSSC Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF

*Unless otherwise stated, data provided by FactSet.

GSSC Fund Description

GSSC tracks an index of US small-cap stocks. The index equally weights four factor-based sub-indices: value, momentum, quality, and low volatility.

GSSC Factset Analytics Insight

GSSC combines four investment factors in one fund. Despite the “active” in the fund’s name, GSSC is not actively managed—it tracks an index that gives equal weight to four factor-based sub-indices at each quarterly rebalance. Each sub-index reweights the small-cap Russell 2000 Index using multiple metrics to increase exposure to one of the four factors: value, momentum, quality, and low volatility. Since each holding appears in all four sub-indices, a firm that demonstrates strength in two or more of the factors will get outsized weight in the fund. GSSC is the small-cap version of its popular large-cap sibling, GSLC.

PERFORMANCE [as of 10/04/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSSC -2.05% 1.25% -18.74% -15.02% 8.73% 5.94% --
GSSC (NAV) -1.84% 1.46% -18.67% -14.62% 8.75% 6.04% --
Goldman Sachs ActiveBeta U.S. Small Cap Equity Index -1.50% 1.83% -18.28% -14.18% 9.08% 6.26% --
MSCI USA Small Cap Index -1.61% 3.07% -18.03% -15.67% 8.64% 6.74% 10.62%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GSSC Summary Data

Goldman Sachs
06/28/17
Open-Ended Fund
0.20%
$432.53M
$2.34M
0.20%

GSSC Portfolio Data

$2.56B
13.31
1.88
1.38%
N/A
1,276

GSSC Index Data

Tiered
Multi-Factor
MSCI USA Small Cap Index

GSSC Portfolio Management

0.20%
-0.19%
0.84%
-0.58%

GSSC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GSSC Fund Structure

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

GSSC Factset Analytics Block Liquidity

As of 10/05/22
5
4
3
2
1

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

GSSC Tradability

43,642
$2.34M
23,709
$1.31M
0.20%
$0.11
0.03%
0.48% / -1.96%
None
99.94%
50,000
0.47
0.10%
0.10%
0
$53.72
5

GSSC Sector/Industry Breakdown


GSSC
Segment Benchmark
27.13%
--
9.58%
--
7.80%
--
7.57%
--
6.36%
--
5.21%
--
4.46%
--
3.86%
--
3.86%
--
3.28%
--

GSSC Countries


GSSC
Segment Benchmark
99.57%
100.00%
0.39%
--
0.04%
--

GSSC Regions


GSSC
Segment Benchmark
99.96%
100.00%
0.04%
--

GSSC Economic Development


GSSC
Segment Benchmark
100.00%
100.00%
0.00%
0.00%

GSSC Performance Statistics

0.98
0.94
0.95
0.94
0.22%
MSCI USA Small Cap Index

GSSC Benchmark Comparison Holdings

1,276
1967
1,121
44.69%

GSSC Benchmark Comparison Summary


GSSC
Segment Benchmark
1,276
1967
$2.56B
$4.95B
13.31
19.51
1.88
2.19
1.35%
1.34%
Low
Low

GSSC Benchmark Comparison Market Cap Size


GSSC
Segment Benchmark
0.06%
2.84%
40.75%
68.81%
50.04%
26.19%
9.06%
2.05%