Goldman Sachs ActiveBeta International Equity ETF (GSIE)

Description

The investment seeks to track the performance of the Goldman Sachs ActiveBeta International Equity Index. The GSIE ETF contains 757 constituents. It is focused on blend holdings in the Europe region.

Price $25.25 as of 2022-10-20

Cost/Risk/Yield

Dividend yield3.38%
Expense ratio0.25%
Average spread0.04%
1Y roundtrip cost0.29%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-4.4%-3.1%0.6%-6.7%1.3%-8.7%5.4%-5.9%-9.7%2.0%-29.2%
2021-0.7%1.5%3.1%3.3%3.8%-0.4%1.0%1.3%-3.7%3.4%-3.9%4.3%13.0%
2020-2.5%-8.6%-14.1%6.6%5.6%2.4%2.8%4.7%-1.3%-3.8%13.0%4.5%9.4%
20197.5%2.3%1.0%2.9%-4.7%5.8%-1.8%-1.5%2.4%3.1%1.5%2.9%21.3%
20184.8%-4.6%-0.3%1.4%-0.5%-1.4%2.1%-1.9%0.6%-8.9%0.6%-5.7%-13.5%
20173.1%1.2%3.3%2.6%3.7%0.5%2.7%0.3%2.1%1.1%1.1%1.9%23.6%
2016-3.7%-2.6%6.8%1.7%-0.2%-2.0%3.9%-0.4%1.8%-2.6%-2.2%2.3%2.9%
2015-2.4%-2.4%
4.2%-13.9%0.4%11.7%9.0%-3.8%16.2%-3.4%-7.8%-5.6%10.1%7.9%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.150.460.110.72
20210.120.330.270.130.85
20200.070.120.110.30
20190.120.410.100.220.85
20180.080.330.070.200.68
20170.090.270.120.210.69
20160.070.230.100.120.52
20150.030.03
0.000.000.710.000.002.030.000.000.880.000.001.02

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

GSIE GSID IDEV IQSI RESD TPIF
Product nameGoldman Sachs ActiveBeta International Equity ETFGoldman Sachs MarketBeta International Equity ETFiShares Core MSCI InternationalIQ Candriam ESG International Equity ETFWisdomTree Dynamic Currency Hedged International Quality Dividend Growth FundTimothy Plan International ETF
IssuerGoldman SachsGoldman SachsiSharesIndexIQWisdomTreeTimothy
Price$25.25$41.1799$49.07$21.5621$22.169$20.5
Expense Ratio0.25%better0.2%better0.05%better0.15%worse0.3%worse0.62%
Average Spread0.040%0.267%0.041%0.139%0.135%0.488%
AUM$2,240,040,000$254,882,000$4,585,890,000$150,745,000$5,558,080$57,857,900
Shares88,714,2866,189,48193,456,0306,991,208250,7142,822,335
Average Daily Volume1,004,1916,2731,602,83322,7411,35023,827
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2015-11-062020-05-122017-03-212019-12-172016-11-032019-12-02
Index TrackedGoldman Sachs ActiveBeta International Equity IndexSolactive GBS Developed Markets ex North America Large & Mid Cap IndexMSCI World ex USA IMIIQ Candriam ESG International Equity IndexNo Underlying IndexVictory International Volatility Weighted BRI Index
CategoryForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionEuropeEuropeEuropeEuropeEuropeEurope
CountriesBroadBroadBroadBroadBroadBroad
Annual Dividend Rate$0.853$1.188$2.351$0.852$0.85$0.684
Annual Dividend Yield0.034%0.029%0.048%0.040%0.038%0.033%
Number of Holdings7579792176658240383
YTD Return-26.55%-25.76%-25.91%-26.21%-27.40%-27.98%
Beta0.780.750.690.790.730.72
Upside Beta0.450.300.300.480.410.40
Downside Beta-0.18-0.490.05-0.45-0.47-0.51
Volatility 1Y20.20%20.09%20.58%20.46%19.08%19.60%
Sharpe Ratio 3Y-0.280.00-0.230.000.000.00
Treynor Ratio 3Y-0.010.000.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew