Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF

Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF (GSSC)

Description

The investment seeks to track the performance of the Goldman Sachs ActiveBeta U.S. Small Cap Equity Index. The GSSC ETF contains 1387 constituents. It is focused on blend holdings in the North America region.

Price $52.10 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	1.43%
Expense ratio	0.2%
Average spread	0.25%
1Y roundtrip cost	0.45%

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
2022	-8.1%	1.3%	0.2%	-7.9%	0.8%	-8.4%	10.5%	-3.6%	-9.5%	3.1%			-21.5%
2021	6.7%	6.0%	2.1%	2.0%	0.9%	1.5%	-2.5%	2.5%	-2.8%	5.1%	-2.3%	3.3%	22.4%
2020	-2.9%	-9.2%	-14.4%	4.5%	5.3%	2.8%	3.5%	5.1%	-3.2%	2.6%	16.9%	7.5%	18.4%
2019	10.3%	5.0%	-2.9%	3.6%	-7.7%	6.7%	1.0%	-4.4%	2.5%	2.8%	3.6%	1.8%	22.3%
2018	1.8%	-3.2%	1.5%	1.2%	6.0%	1.2%	1.5%	4.0%	-2.5%	-9.3%	0.5%	-11.0%	-8.2%
2017								-3.2%	8.5%	1.0%	2.8%	-0.6%	8.5%
	7.8%	-0.1%	-13.6%	3.4%	5.3%	3.9%	14.0%	0.4%	-7.1%	5.3%	21.5%	1.0%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022			0.16			0.16			0.10				0.41
2021			0.11			0.11			0.12			0.33	0.67
2020			0.15						0.11			0.14	0.41
2019			0.12			0.15			0.11			0.20	0.58
2018			0.09			0.10			0.12			0.16	0.47
2017									0.10			0.22	0.32
	0.00	0.00	0.64	0.00	0.00	0.52	0.00	0.00	0.65	0.00	0.00	1.05

Sectors and Top Holdings

Security	% Assets
Top 0 Weights	0.00%

Compare with similar ETFs

	GSSC	IWM	JPSE	OVS	SSLY	VTWO
Product name	Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF	iShares Russell 2000 ETF	JPMorgan Diversified Return U.S. Small Cap Equity ETF	Overlay Shares Small Cap Equity ETF	Syntax Stratified SmallCap ETF	Vanguard Russell 2000 ETF
Issuer	Goldman Sachs	iShares	JPMorgan	Overlay Shares	Syntax	Vanguard
Price	$52.0999	$169.03	$36.69	$27.559	$38.743	$68.27
Expense Ratio	0.2%	0.19%	0.29%	0.83%	0.4%	0.1%
Average Spread	0.250%	0.006%	0.191%	0.363%	0.336%	0.015%
AUM	$343,127,000	$50,828,900,000	$143,053,000	$5,391,200	$16,088,000	$4,729,100,000
Shares	6,585,942	300,709,096	3,898,964	195,624	415,250	69,270,558
Average Daily Volume	55,795	30,553,938	43,482	1,153	433	1,351,520
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2017-06-28	2000-05-22	2016-11-15	2019-09-30	2020-05-28	2010-09-20
Index Tracked	Goldman Sachs ActiveBeta U.S. Small Cap Equity Index	Russell 2000 Index	JP Morgan Diversified Factor US Small Cap Equity Index	No Underlying Index	Syntax Stratified SmallCap Index	Russell 2000 Index
Category	Small Cap Growth Equities	Small Cap Growth Equities	Small Cap Growth Equities	Small Cap Blend Equities	Small Cap Blend Equities	Small Cap Growth Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps	Mid/Small Caps
Value or Growth	Blend	Blend	Blend	Blend	Blend	Blend
Region	North America	North America	North America	North America	North America	North America
Countries	U.S.	U.S.	U.S.	U.S.	U.S.	U.S.
Annual Dividend Rate	$0.744	$2.421	$0.436	$1.352	$3.579	$1.101
Annual Dividend Yield	0.014%	0.014%	0.012%	0.049%	0.092%	0.016%
Number of Holdings	1387	1964	629	601	601	2005
YTD Return	-21.07%	-23.27%	-19.87%	-24.45%	-23.10%	-23.30%
Beta	1.10	1.21	1.11	1.24	1.17	1.22
Upside Beta	0.62	0.35	0.69	0.93	0.67	0.05
Downside Beta	0.40	0.17	0.23	0.03	-0.37	-0.33
Volatility 1Y	24.50%	27.39%	24.40%	26.55%	25.32%	27.20%
Sharpe Ratio 3Y	0.31	0.18	0.39	0.25	0.00	0.19
Treynor Ratio 3Y	0.01	0.00	0.01	0.00	0.00	0.00

Securities Database