GSSCGoldman Sachs ActiveBeta U.S. Small Cap Equity ETF
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 4.82 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 25th percentile within its peer group and in the 23th 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.
GSSC Summary Data
GSSC Portfolio Data
GSSC Index Data
GSSC Portfolio Management
GSSC Tax Exposures
GSSC Fund Structure
GSSC Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
GSSC Economic Development
GSSC Performance Statistics
GSSC MSCI ESG Ratings
GSSC Benchmark Comparison Summary
GSSC Benchmark Comparison Market Cap Size