Goldman Sachs ActiveBeta Japan Equity ETF (GSJY)

Description

The investment seeks to track the performance of the Goldman Sachs ActiveBeta Japan Equity Index. The GSJY ETF contains 269 constituents. It is focused on blend holdings in the Asia-Pacific region.

Price $27.22 as of 2022-10-20

Cost/Risk/Yield

Dividend yield2.44%
Expense ratio0.25%
Average spread0.147%
1Y roundtrip cost0.397%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-4.2%-0.9%-2.4%-8.1%2.0%-7.5%6.1%-4.0%-8.9%0.4%-27.6%
2021-0.8%1.4%1.1%-2.0%1.6%-0.5%-0.7%1.9%2.5%-2.8%-3.4%2.2%0.6%
2020-2.4%-8.5%-6.4%4.3%7.4%-0.4%-1.3%6.5%2.2%-2.1%10.2%4.8%14.3%
20196.5%0.0%0.8%0.3%-4.1%4.3%-0.7%-0.2%4.8%3.3%1.4%1.0%17.4%
20184.5%-2.6%-1.1%1.5%-1.2%-2.1%0.8%-1.1%4.0%-8.0%0.9%-6.9%-11.4%
20173.1%2.0%0.7%0.9%3.0%0.9%2.5%-0.8%2.4%4.7%2.8%0.8%23.0%
20161.4%0.7%-0.9%2.1%1.6%4.4%-0.4%-2.6%-0.5%5.8%
6.8%-8.6%-7.3%-1.8%9.4%-6.1%8.7%4.0%11.3%-5.0%9.2%1.5%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.300.30
20210.220.050.370.64
20200.030.290.32
20190.260.670.93
20180.270.680.95
20170.000.230.000.340.57
20160.200.050.320.57
0.000.000.000.000.001.470.000.000.130.000.002.67

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

GSJY EWJ EWJE FLJP JPN JPXN
Product nameGoldman Sachs ActiveBeta Japan Equity ETFiShares MSCI Japan ETFiShares MSCI Japan Equal Weighted ETFFranklin FTSE Japan ETFDeutsche Trackers Japan JPX-Nikkei 400 Equity ETFiShares JPX-Nikkei 400 ETF
IssuerGoldman SachsiSharesiSharesFranklinXtrackersiShares
Price$27.22$49.29$31.945$21.85$28.58$51.5165
Expense Ratio0.25%worse0.51%better0.15%better0.09%better0.09%worse0.48%
Average Spread0.147%0.020%0.188%0.137%0.245%0.175%
AUM$10,716,500$9,251,100,000$6,328,940$540,836,000$15,464,800$60,902,800
Shares393,701187,687,135198,12024,752,215541,1061,182,199
Average Daily Volume1,7615,237,1071,045316,8373,5441,521
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2016-03-021996-03-122019-03-052017-11-022015-06-242001-10-23
Index TrackedGoldman Sachs ActiveBeta Japan Equity IndexMSCI Japan IndexMSCI Japan Equal Weighted IndexFTSE Japan RIC Capped IndexJPX-Nikkei 400 Total Return IndexJPX-Nikkei 400 Total Return Index
CategoryJapan EquitiesJapan EquitiesJapan EquitiesJapan EquitiesJapan EquitiesJapan Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionAsia-PacificAsia-PacificAsia-PacificAsia-PacificAsia-PacificAsia-Pacific
CountriesJapanJapanJapanJapanJapanJapan
Annual Dividend Rate$0.664$1.434$0$0.566$0$1.9
Annual Dividend Yield0.024%0.029%0.000%0.026%0.000%0.037%
Number of Holdings269274271512394395
YTD Return-25.20%-25.67%-14.10%-24.81%-11.11%-26.35%
Beta0.650.880.530.550.840.83
Upside Beta0.400.210.320.170.490.19
Downside Beta-0.180.00-0.100.02-0.24-0.02
Volatility 1Y17.95%18.38%16.68%18.01%15.16%17.92%
Sharpe Ratio 3Y-0.48-0.42-0.16-0.380.11-0.48
Treynor Ratio 3Y-0.01-0.010.00-0.010.00-0.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew