GSJY
Goldman Sachs ActiveBeta Japan Equity ETF
The Goldman Sachs ActiveBeta Japan Equity ETF tracks an index of Japanese large- and midcap equities, with equal weights to each of 4 factor buckets and stocks within each bucket weighted by a factor score.
International
EQUITY
Rules-Based
MANAGEMENT STYLE
37.3 M
ASSETS UNDER MGMT
25 bp
EXPENSES
Fund Basics
Fund sponsor | Goldman Sachs |
Category | International |
Asset class | Equity |
Website | link... |
Inception date | Mar 02, 2016 |
Assets (mns) | $37 |
Expense ratio | 25 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Open-End Investment Company |
Distributions | Quarterly |
Taxation | 1099 |
Stock selection | Market Cap |
Weighting | Tiered |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | No |
Currency hedged | No |
Fund of funds | No |
Top 10 Holdings
TOYOTA MOTOR CORP | 4.4 % |
MITSUBISHI UFJ FINANCIAL GRO | 3.0 % |
HITACHI LTD | 2.4 % |
SUMITOMO MITSUI FINANCIAL GR | 2.2 % |
SONY CORP | 2.1 % |
TOKYO ELECTRON LTD | 2.0 % |
MITSUBISHI CORP | 1.9 % |
KEYENCE CORP | 1.7 % |
RECRUIT HOLDINGS CO LTD | 1.6 % |
TOKIO MARINE HOLDINGS INC | 1.6 % |
Constituent Breakdown
Number of holdings | 198 |
Herfindahl-Hirschman Index | 110 |
Wgt avg mkt cap (mns) | $41,735 |
Large cap (>$10bn) | 71.8% |
Mid cap ($2-10bn) | 27.2% |
Small cap (<$2bn) | 1.1% |
Developed mkts. | 100.0% |
Emerging mkts. | 0.0% |
Country Exposure
JAPAN | 98.4 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
---|---|---|---|---|---|---|---|
Total Returns | 7.3% | 10.6% | 12.1% | 3.1% | 4.4% | -- | 6.1% | Volatility | 18.0% | 17.5% | 16.7% | 17.3% | 18.4% | -- | -- |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 0.78 | 75% |
MSCI EAFE | 0.83 | 83% |
MSCI Emg Mkts | 0.71 | 60% |
Liquidity Measures
Avg. volume (000) | 9 |
Turnover | 0.9% |
Avg. Bid/Ask (% of price) | 0.10% |
ADV of underlying (mns) | $18,802 |
Technical Indicators
Recent close | $37.33 |
30d moving avg. | $38.61 |
Annualized volatility | 15.9% |
Relative strength (RSI) | 46 |
Short interest (ETF) | 2.2% |
Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. GSJY |
Expenses vs. GSJY |
ALTAR Score™ vs. GSJY |
---|---|---|---|---|
DBJP | Xtrackers MSCI Japan Hedged Equity ETF | 82.5% | +22 bp | -1.5% |
BBJP | JPMorgan BetaBuilders Japan ETF | 81.7% | -6 bp | -0.8% |
EWJ | iShares MSCI Japan ETF | 81.1% | +25 bp | -0.6% |
FLJP | Franklin FTSE Japan ETF | 75.7% | -16 bp | -0.7% |
FLJH | Franklin FTSE Japan Hedged ETF | 75.5% | -16 bp | -1.0% |
JPXN | iShares JPX-Nikkei 400 ETF | 72.0% | +23 bp | +0.1% |
DXJ | WisdomTree Japan Hedged Equity Fund | 58.3% | +23 bp | -0.4% |
EWJV | iShares MSCI Japan Value ETF | 53.2% | -10 bp | +1.8% |
IPAC | iShares Core MSCI Pacific ETF | 52.8% | -16 bp | -1.2% |
VPL | Vanguard FTSE Pacific ETF | 46.6% | -17 bp | -0.8% |
Risk and Returns: GSJY vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
---|---|---|---|---|---|---|---|---|
Sales per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Book value per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
2023 | 2024E | Fwd Est | 2025E | |
Price-to-sales | --x | --x | --x | --x |
Price-to-earnings | --x | --x | --x | --x |
Price-to-cash flow | --x | --x | --x | --x |
Price-to-growth | --x | --x | --x | --x |
Price-to-book value | --x | --x | --x | --x |
Yield | --% | --% | --x | --% |
Based on closing prices from 12/23/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
GSJY
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
OVERWEIGHT
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.
ALTAR Score™
GSJY
8.8%
Cat. Avg
7.5%
ALTAR Score™ Calculation
Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™
of 7.5% and a standard deviation of
2.7%. GSJY's ALTAR Score™ is approximately
0.5 standard deviations
above
the category average. This places GSJY in the 69th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
GSJYSELL
U/W
HOLD
O/W
BUY
Expense Analysis
Peer Group | Rules-Based International Equity ETFs |
# of ETFs | 152 |
Avg. Expense Ratio | 42.9 bp |
Std. Deviation | 24.3 bp |
GSJY (25 bp) Percentile rank | 23 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
GSJY | 25.0 | 10.4 | 35.4 |
Peer Avg. | 35.6 | 19.0 | 54.6 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .