Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE)

Description

The investment seeks to track the performance of the Solactive GBS Emerging Markets Large & Mid Cap Index. The GSEE ETF contains 1091 constituents. It is focused on blend holdings in the Asia-Pacific region.

Price $35.95 as of 2022-10-19

Cost/Risk/Yield

Dividend yield6.21%
Expense ratio0.36%
Average spread0.278%
1Y roundtrip cost0.638%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.2%-4.2%-2.9%-5.0%0.4%-5.0%-1.0%-0.2%-11.3%-1.5%-30.5%
20213.6%0.7%-1.0%1.0%1.8%1.1%-6.8%1.9%-3.3%0.6%-3.3%1.6%-2.2%
20206.9%7.8%2.6%-0.6%1.3%8.8%6.4%33.2%
3.8%-3.5%-3.9%-3.9%2.2%3.0%0.0%4.2%-15.3%0.4%5.5%8.0%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.720.260.98
20210.181.641.263.07
20201.060.271.32
0.000.000.720.000.000.440.000.002.700.000.001.52

Sectors and Top Holdings

Security % Assets
Taiwan Semiconductor Manufacturing Co., Ltd.6.50%
Tencent Holdings Ltd.4.56%
Samsung Electronics Co., Ltd.3.55%
Alibaba Group Holding Ltd. Sponsored ADR3.38%
Meituan Class B1.73%
Reliance Industries Limited1.11%
iShares MSCI Malaysia ETF1.03%
JD.com, Inc. Sponsored ADR Class A0.98%
Infosys Limited0.97%
Naspers Limited Class N0.92%
China Construction Bank Corporation Class H0.82%
Housing Development Finance Corporation Limited0.78%
Public Joint-Stock Company Gazprom0.76%
Sberbank Russia PJSC0.72%
ICICI Bank Limited0.71%
Top 15 Weights28.52%

Compare with similar ETFs

GSEE FLAX GEM HEEM NTSE XSOE
Product nameGoldman Sachs MarketBeta Emerging Markets Equity ETFFranklin FTSE Asia ex Japan ETFGoldman Sachs ActiveBeta Emerging Markets Equity ETFiShares Currency Hedged MSCI Emerging Markets ETFWisdomTree Emerging Markets Efficient Core FundWisdomTree Emerging Markets ex-State-Owned Enterprises Fund
IssuerGoldman SachsFranklinGoldman SachsiSharesWisdomTreeWisdomTree
Price$35.95$18.445$25.93$22.99$23.527$24.33
Expense Ratio0.36%better0.19%worse0.45%worse0.7%worse0.38%better0.32%
Average Spread0.278%0.271%0.154%0.261%0.298%0.041%
AUM$23,352,200$22,229,500$937,071,000$144,968,000$2,328,800$2,663,200,000
Shares649,5731,205,17636,138,4826,305,69198,984109,461,719
Average Daily Volume1539,217278,51039,20118,000763,290
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2020-05-122018-02-062015-09-292014-09-232021-05-202014-12-10
Index TrackedSolactive GBS Emerging Markets Large & Mid Cap IndexFTSE Asia ex Japan RIC Capped IndexGoldman Sachs ActiveBeta Emerging Markets Equity IndexMSCI Emerging Markets 100% Hedged to USD IndexNo Underlying IndexWisdomTree Emerging Markets ex-State-Owned Enterprises Index
CategoryAsia Pacific EquitiesAsia Pacific EquitiesEmerging Markets EquitiesEmerging Markets EquitiesDiversified PortfolioEmerging Markets Equities
Asset ClassEquityEquityEquityEquityMulti-AssetEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlend
RegionAsia-PacificAsia-PacificAsia-PacificAsia-PacificAsia-Pacific
CountriesBroadPacific ex-JapanBroadPacific ex-JapanBroadBroad
Annual Dividend Rate$2.234$0.625$0.969$0.244$1.12$0.675
Annual Dividend Yield0.062%0.034%0.037%0.011%0.048%0.028%
Number of Holdings109116676422503
YTD Return-27.08%-28.75%-28.12%-21.65%-35.05%-32.36%
Beta0.440.680.740.820.800.95
Upside Beta0.070.290.470.37-0.780.53
Downside Beta-0.610.12-0.31-0.21-1.06-0.29
Volatility 1Y21.08%21.50%19.56%19.77%21.77%23.38%
Sharpe Ratio 3Y0.00-0.30-0.45-0.230.00-0.35
Treynor Ratio 3Y0.00-0.01-0.010.000.00-0.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew