Goldman Sachs Access Treasury 0-1 Year ETF ETF.com segment: Competing ETFs: BIL, SHV, CLTL Related ETF Channels: North America, Ultra-Short Term, Fixed Income, U.S., Investment Grade Bonds, Bond, Vanilla Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. FUND DESCRIPTION The Goldman Sachs Access Treasury 0-1 Year ETF tracks an index comprised of US Treasury securities with less than one year remaining in maturity. FACTSET ANALYTICS INSIGHT charges a competitive fee for exposure to a basket of Treasury securities Bills, Notes, and Floating Rate Notes with less than one year remaining in maturity. Investors looking for yield might want to go somewhere else; the ultra-short term Treasury space simply does not provide much yield. The central thesis of is liquidity. The extraordinary liquidity in the US Treasury market will benefit s primary liquidity. Additionally, the issuer boasts that creation and redemption will be settled within hours. In combination, investors especially institutions should enjoy an expedient and almost frictionless primary transaction experience, making a good cash management tool with the safety guaranteed by the full faith and credit of the US government.note: is not a money market fund and does not attempt to maintain a stable net asset value. MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 7, 2018 the Goldman Sachs Access Treasury 0-1 Year ETF MSCI ESG Fund Quality Score is 6.89 out of 10. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (60- Day) PORTFOLIO DATA Weighted Avg. Maturity Yield to Maturity Next Ex-Dividend Date Number of Holdings Goldman Sachs 09/06/16 Open-Ended Fund 0.12% $2.69B $30.76M 0.02% 0.37 0.40 years 1.81% 12/03/18 15 The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 97th percentile within its peer group and in the 91st percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. INDEX DATA Index Tracked FTSE US Treasury 0-1 Year Composite Select Index Index Weighting Methodology Market Value Index Selection Methodology Market Value
1 Year Daily Price ($) 100.25 100.20 100.15 100.10 100.05 100.00 99.95 Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov 4M PERFORMANCE [as of 11/07/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 0.16% 0.48% 1.42% 1.54% (NAV) 0.17% 0.48% 1.41% 1.55% FTSE US Treasury 0-1 Year Composite Select Index All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 100.00% TOP 10 SECTORS Bond/Note Bill/Discount Note Cash 49.08% 45.98% 4.94% TOP 10 HOLDINGS Bi 20.99% N 5.47% Bi 13.67% Bi 5.25% Bi 8.61% N 5.21% N 6.39% N 5.14% N 5.81% Bi 5.01% Total Top 10 Weighting 81.55%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Tracking Difference (12 Mo) Max. Downside Tracking Difference (12 Mo) 0.12% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% Ordinary income No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No No No Policy ETN Counterparty Risk Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.08% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/08/18 0.06% 0.04% 0.02% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 0.2% 0.1% TRADABILITY Avg. Daily Share 307,353 0.1% Average Daily $ $30.76M 0.0% Median Daily Share 160,199-0.1% 4M 3M 2M 1M Median Daily ($) Average Spread (%) Average Spread ($) $16.04M 0.02% $0.02 Dec Feb Apr Jun Jul Sep Nov Median Premium / Discount (12 Mo) 0.01% Max. Premium / Discount (12 Mo) 0.11% / -0.03% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 3.20 Creation Unit Cost (%) 0.00% Underlying / Unit Open Interest on ETF Options Net Asset Value (Yesterday) $100.03 ETF.com Implied Liquidity 5 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Bond/Note 49.08% 41.48% Bill/Discount Note 45.98% 58.52% Cash 4.94% 0.00% Bills 0.0% 24-JAN- Bills 0.0% 06-DEC-2018 Bills 0.0% 27-DEC-2018 Notes 1.25% 30-APR- 20.99% 13.67% 8.61% 6.39% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation Notes 0.875% 31-JUL- 5.81% MSCI ESG RATINGS MSCI ESG Quality Score 6.89 / 10
Notes 0.75% 15-FEB- Bills 0.0% 07-FEB- Notes 1.0% 15-MAR- Notes 1.0% 30-JUN- Bills 0.0% 25-APR- 5.47% 5.25% 5.21% 5.14% 5.01% Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) 97.06 90.96 Total Top 10 Weighting 81.55% HOLDINGS STATISTICS TOP 5 COUNTRIES Weighted Avg. Maturity 0.40 years 0.34 years United States 100.00% 100.00% TOP 5 CURRENCIES USD 100.00% 100.00% ECONOMIC DEVELOPMENT Developed Countries 100.00% 100.00% Effective Key Rate (2 year) Key Rate (10 year) Yield to Maturity Credit Spread 0.37 0.34 0 0 1.81% 1.68% 0.37 Emerging Countries 0.00% 0.00% Concentration High Number of Holdings 15 78 Weighted Avg. Credit AAA MATURITY DISTRIBUTION 0-1 Year 100.00% 1-3 Years 0.00% 3-5 Years 0.00% 5-7 Years 0.00% 7-10 Years 0.00% 10+ Years 0.00%
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