Goldman Sachs MarketBeta US Equity ETF (GSUS)
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Learn moreETF Summary
The fund invests at least 80% of its assets in securities included in its underlying index, in depositary receipts representing securities included in its underlying index and in underlying stocks in respect of depositary receipts included in its underlying index. The index consists of equity securities of large and mid-capitalization equity issuers covering approximately the largest 85% of the free-float market capitalization in the United States.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 11.50% |
| 5y Average Return | 11.69% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.98 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
GSUS | Category Average | GSUS | Category Average | GSUS | Category Average |
|
Alpha
|
0.94 | -1.58 | 0.87 | -1.39 | 0 | -1.07 |
|
BETA
|
0.98 | 0.98 | 0.99 | 0.96 | 0 | 0.98 |
|
Mean Annual Return
|
1.81 | 1.55 | 1.16 | 0.99 | 0 | 1.18 |
|
R-squared
|
98.98 | 90.91 | 99.38 | 92.82 | 0 | 94.36 |
|
Standard Deviation
|
12.65 | -- | 15.81 | -- | 0 | -- |
|
Sharpe Ratio
|
1.36 | 1.03 | 0.64 | 0.53 | 0 | 0.76 |
|
Treynor Ratio
|
18.85 | 14.75 | 9.55 | 7.79 | 0 | 11.58 |
