Goldman Sachs ActiveBeta Europe Equity ETF (GSEU)

Description

The investment seeks to track the performance of the Goldman Sachs ActiveBeta Europe Equity Index. The GSEU ETF contains 399 constituents. It is focused on blend holdings in the Europe region.

Price $25.78 as of 2022-10-20

Cost/Risk/Yield

Dividend yield3.58%
Expense ratio0.25%
Average spread0.155%
1Y roundtrip cost0.405%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-4.7%-5.1%-0.3%-6.5%1.3%-9.9%5.2%-7.7%-9.4%4.4%-32.6%
2021-0.9%1.5%3.5%4.5%5.0%-0.6%2.1%1.4%-5.9%5.1%-4.3%5.4%16.9%
2020-2.6%-8.4%-14.9%6.8%5.6%2.6%3.2%4.8%-2.0%-5.6%14.6%4.9%9.0%
20197.1%3.0%1.1%3.7%-5.3%6.4%-2.6%-1.3%1.8%3.5%1.3%4.0%22.9%
20185.6%-5.3%-0.1%1.8%-2.1%-1.3%3.3%-2.7%0.6%-8.0%-1.1%-5.2%-14.5%
20172.5%1.3%4.5%3.5%5.7%-1.2%3.1%0.3%2.9%0.6%-0.6%1.8%24.3%
20161.8%-0.3%-4.1%4.4%-0.4%1.2%-3.7%-3.1%4.5%0.3%
6.8%-13.0%-6.2%15.7%9.9%-8.1%18.8%-5.5%-10.8%-3.7%6.8%15.5%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.220.670.020.91
20210.200.470.330.021.02
20200.160.120.060.35
20190.270.730.171.17
20180.110.510.170.100.90
20170.120.400.100.170.80
20160.480.120.110.70
0.000.001.080.000.003.250.000.000.870.000.000.63

Sectors and Top Holdings

Security % Assets
Nestle S.A.2.95%
Roche Holding Ltd2.35%
ASML Holding NV2.28%
Novo Nordisk A/S Class B1.66%
LVMH Moet Hennessy Louis Vuitton SE1.66%
Novartis AG1.34%
L\'Oreal SA1.17%
AstraZeneca PLC1.16%
SAP SE1.04%
Unilever PLC0.92%
Sanofi0.90%
Ferguson Plc0.85%
Deutsche Post AG0.83%
GlaxoSmithKline plc0.82%
TotalEnergies SE0.80%
Top 15 Weights20.73%

Compare with similar ETFs

GSEU FLEE IEUR IEV RESD VGK
Product nameGoldman Sachs ActiveBeta Europe Equity ETFFranklin FTSE Europe ETFiShares Enhanced U.S. Small-Cap ETFiShares Europe ETFWisdomTree Dynamic Currency Hedged International Quality Dividend Growth FundVanguard FTSE Europe ETF
IssuerGoldman SachsFrankliniSharesiSharesWisdomTreeVanguard
Price$25.78$21.101$40.71$38.97$22.169$47.6
Expense Ratio0.25%better0.09%better0.09%worse0.59%worse0.3%better0.08%
Average Spread0.155%0.190%0.025%0.026%0.135%0.021%
AUM$14,127,900$143,433,000$3,609,110,000$1,517,730,000$5,558,080$15,038,000,000
Shares548,0186,797,45188,654,10538,946,132250,714315,923,669
Average Daily Volume2,13314,8031,559,578507,2101,3506,589,763
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2016-03-022017-11-022014-06-102000-07-252016-11-032005-03-04
Index TrackedGoldman Sachs ActiveBeta Europe Equity IndexFTSE Developed Europe RIC Capped IndexMSCI Europe IMIS&P Europe 350 IndexNo Underlying IndexFTSE Developed Europe All Cap Index (Net TR US RIC)
CategoryEurope EquitiesEurope EquitiesEurope EquitiesEurope EquitiesForeign Large Cap EquitiesEurope Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionEuropeEuropeEuropeEuropeEuropeEurope
CountriesBroadBroadBroadBroadBroadBroad
Annual Dividend Rate$0.924$0.921$1.907$1.838$0.85$2.083
Annual Dividend Yield0.036%0.044%0.047%0.047%0.038%0.044%
Number of Holdings39958910153482401271
YTD Return-29.26%-26.54%-28.43%-26.53%-27.40%-28.38%
Beta0.780.720.760.670.730.41
Upside Beta0.420.290.280.240.41-0.07
Downside Beta-0.190.03-0.210.15-0.47-0.24
Volatility 1Y23.09%23.34%23.74%23.52%19.08%24.17%
Sharpe Ratio 3Y-0.27-0.18-0.24-0.220.00-0.22
Treynor Ratio 3Y-0.010.000.00-0.010.00-0.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew