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.

GSSC MSCI ESG Analytics Insight

Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.96 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. Small Cap Equity ETF ranks in the 26th percentile within its peer group and in the 17th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

GSSC 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
GSSC 1.07% -0.28% 18.82% 39.92% 14.29% -- --
GSSC (NAV) 1.02% 1.72% 19.04% 41.56% 14.42% -- --
MSCI USA Small Cap Index 0.33% 1.40% 17.64% 40.08% 16.34% 15.63% 15.02%
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%
$430.54M
$1.93M
0.20%

GSSC Portfolio Data

$2.95B
31.26
2.54
0.40%
09/24/21
1,393

GSSC Index Data

Tiered
Market Cap
MSCI USA Small Cap Index

GSSC Portfolio Management

0.20%
--
--
--

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 10/15/21
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

30,143
$1.93M
23,367
$1.50M
0.20%
$0.13
0.08%
0.70% / -0.64%
None
98.00%
50,000
0.47
0.10%
0.04%
0
$64.39
5

GSSC Sector/Industry Breakdown


GSSC
Segment Benchmark
22.55%
22.61%
16.07%
14.85%
15.41%
13.83%
14.53%
14.03%
14.06%
15.32%
4.06%
5.04%
3.85%
3.89%
2.87%
3.49%
2.81%
2.04%
1.20%
0.63%

GSSC Top 10 Holdings[View All]

0.42%
Crocs, Inc. 0.34%
0.26%
3.06%

GSSC Countries


GSSC
Segment Benchmark
99.71%
100.00%
0.29%
--

GSSC Regions


GSSC
Segment Benchmark
100.00%
100.00%

GSSC Economic Development


GSSC
Segment Benchmark
100.00%
100.00%

GSSC Performance Statistics

0.97
1.06
1.10
1.02
0.24%
MSCI USA Small Cap Index

GSSC MSCI ESG Ratings

4.96 / 10
17.12
26.34
2.36%
--
112.64

GSSC Benchmark Comparison Holdings

1,393
1855
1,180
45.99%

GSSC Benchmark Comparison Summary


GSSC
Segment Benchmark
1,393
1855
$2.95B
$5.77B
31.26
49.54
2.54
2.79
1.01%
1.00%
Low
Low

GSSC Benchmark Comparison Market Cap Size


GSSC
Segment Benchmark
0.29%
4.83%
47.33%
73.12%
44.53%
21.12%
7.85%
0.93%