PortfolioMetrics

GSUS vs. GSLC - ETF Comparison

GSUS - Goldman Sachs MarketBeta U.S. Equity ETF

The Goldman Sachs MarketBeta U.S. Equity ETF is a large-cap equity fund that tracks the Solactive GBS United States Large & Mid Cap Index, providing broad exposure to the US stock market.

GSLC - Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

The Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF is a low-cost, multi-factor ETF that tracks a proprietary index, seeking to provide exposure to large-cap US equities with good value, strong momentum, high quality, and low volatility. The fund's diversified portfolio is tilted towards technology stocks, with top holdings including Microsoft, Apple, Amazon, and Johnson & Johnson.

GSUSGSLC
Fund NameGoldman Sachs MarketBeta U.S. Equity ETFGoldman Sachs ActiveBeta U.S. Large Cap Equity ETF
Fund ProviderGoldman SachsGoldman Sachs
IndexSolactive GBS United States Large & Mid Cap IndexStuttgart Goldman Sachs ActiveBeta US Large Cap (USD)
Asset ClassEquityEquity
ListingUS-listedUS-listed
Expense Ratio0.07%0.09%
Inception Date2020-05-122015-09-21
Number Of Holdings470446
RegionUnited StatesUnited States
Investment StyleBlendBlend
Market CapLarge-CapLarge-Cap
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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