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 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.44% |
| Expense ratio | 0.25% |
| Average spread | 0.147% |
| 1Y roundtrip cost | 0.397% |
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% |
| 2019 | 6.5% | 0.0% | 0.8% | 0.3% | -4.1% | 4.3% | -0.7% | -0.2% | 4.8% | 3.3% | 1.4% | 1.0% | 17.4% |
| 2018 | 4.5% | -2.6% | -1.1% | 1.5% | -1.2% | -2.1% | 0.8% | -1.1% | 4.0% | -8.0% | 0.9% | -6.9% | -11.4% |
| 2017 | 3.1% | 2.0% | 0.7% | 0.9% | 3.0% | 0.9% | 2.5% | -0.8% | 2.4% | 4.7% | 2.8% | 0.8% | 23.0% |
| 2016 | 1.4% | 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.30 | 0.30 | |||||||||||
| 2021 | 0.22 | 0.05 | 0.37 | 0.64 | |||||||||
| 2020 | 0.03 | 0.29 | 0.32 | ||||||||||
| 2019 | 0.26 | 0.67 | 0.93 | ||||||||||
| 2018 | 0.27 | 0.68 | 0.95 | ||||||||||
| 2017 | 0.00 | 0.23 | 0.00 | 0.34 | 0.57 | ||||||||
| 2016 | 0.20 | 0.05 | 0.32 | 0.57 | |||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.47 | 0.00 | 0.00 | 0.13 | 0.00 | 0.00 | 2.67 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| GSJY | EWJ | EWJE | FLJP | JPN | JPXN | |
|---|---|---|---|---|---|---|
| Product name | Goldman Sachs ActiveBeta Japan Equity ETF | iShares MSCI Japan ETF | iShares MSCI Japan Equal Weighted ETF | Franklin FTSE Japan ETF | Deutsche Trackers Japan JPX-Nikkei 400 Equity ETF | iShares JPX-Nikkei 400 ETF |
| Issuer | Goldman Sachs | iShares | iShares | Franklin | Xtrackers | iShares |
| Price | $27.22 | $49.29 | $31.945 | $21.85 | $28.58 | $51.5165 |
| Expense Ratio | 0.25% |  0.51% |  0.15% | 0.09% | 0.09% | 0.48% |
| Average Spread | 0.147% | 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 |
| Shares | 393,701 | 187,687,135 | 198,120 | 24,752,215 | 541,106 | 1,182,199 |
| Average Daily Volume | 1,761 | 5,237,107 | 1,045 | 316,837 | 3,544 | 1,521 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2016-03-02 | 1996-03-12 | 2019-03-05 | 2017-11-02 | 2015-06-24 | 2001-10-23 |
| Index Tracked | Goldman Sachs ActiveBeta Japan Equity Index | MSCI Japan Index | MSCI Japan Equal Weighted Index | FTSE Japan RIC Capped Index | JPX-Nikkei 400 Total Return Index | JPX-Nikkei 400 Total Return Index |
| Category | Japan Equities | Japan Equities | Japan Equities | Japan Equities | Japan Equities | Japan Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific |
| Countries | Japan | Japan | Japan | Japan | Japan | Japan |
| Annual Dividend Rate | $0.664 | $1.434 | $0 | $0.566 | $0 | $1.9 |
| Annual Dividend Yield | 0.024% | 0.029% | 0.000% | 0.026% | 0.000% | 0.037% |
| Number of Holdings | 269 | 274 | 271 | 512 | 394 | 395 |
| YTD Return | -25.20% | -25.67% | -14.10% | -24.81% | -11.11% | -26.35% |
| Beta | 0.65 | 0.88 | 0.53 | 0.55 | 0.84 | 0.83 |
| Upside Beta | 0.40 | 0.21 | 0.32 | 0.17 | 0.49 | 0.19 |
| Downside Beta | -0.18 | 0.00 | -0.10 | 0.02 | -0.24 | -0.02 |
| Volatility 1Y | 17.95% | 18.38% | 16.68% | 18.01% | 15.16% | 17.92% |
| Sharpe Ratio 3Y | -0.48 | -0.42 | -0.16 | -0.38 | 0.11 | -0.48 |
| Treynor Ratio 3Y | -0.01 | -0.01 | 0.00 | -0.01 | 0.00 | -0.01 |