Goldman Sachs ActiveBeta Emerging Markets Equity ETF ETF.com segment: Equity: Emerging Markets - Total Market Competing ETFs: FEM, FLQE, MFEM, QEMM, EMGF Related ETF Channels: Smart-Beta ETFs, Multi-factor, Total Market, Broad-based, Emerging Markets, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. N/A 93 FUND DESCRIPTION tracks an index of emerging market stocks comprising 4 subindexes: value, momentum, quality, and low volatility. The index uses multiple factors to pick stocks, and each subindex receives equal weight. FACTSET ANALYTICS INSIGHT 's "ActiveBeta" methodology chooses emerging-market stocks based on four attributes of performance: good value, strong momentum, high quality, and low volatility. Smart and Active beta have been popular theories of late despite the methodology's branding, this is not an actively-managed fund and has one of the more comprehensive approaches to the market. It creates a subindex around each of the above factors, ranks and weights the stocks according to those factors, and then combines the four indexes to create the fund's portfolio. has gathered significant investor interest despite somewhat high fees. Trading volume has been robust and spreads are usually reasonable. Liquidity will easily accommodate the institutional buyer. 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 October 4, 2018 the Goldman Sachs ActiveBeta Emerging Markets Equity ETF MSCI ESG Fund Quality Score is 4.46 out of 10. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings Goldman Sachs 09/29/15 Open-Ended Fund 0.45% $1.64B $4.72M 0.14% $85.25B 12.26 1.68 2.25% 09/24/18 403 The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 44th percentile within its peer group and in the 16th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. INDEX DATA Index Tracked Goldman Sachs ActiveBeta Emerging Markets Equity Index Index Weighting Methodology Index Selection Methodology Tiered Market Cap MSCI Emerging Markets Investable Market Index
1 Year Daily Price ($) 40.00 37.50 35.00 32.50 Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct 2 000k PERFORMANCE [as of 10/04/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -1.47% -3.26% -10.81% -5.63% 9.36% (NAV) -2.01% -3.47% -10.07% -4.91% 9.45% Goldman Sachs ActiveBeta Emerging Markets Equity Index MSCI Emerging Markets Investable Market Index All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Hong Kong 22.03% Brazil 6.43% Korea, Republic of 17.31% South Africa 5.15% Taiwan, Province of China 12.40% Russian Federation 3.42% India 9.32% Mexico 2.72% China 7.39% Malaysia 2.23% TOP 10 SECTORS Technology 28.18% Basic Materials 6.13% Financials 23.58% Telecommunications Serv 5.48% Consumer Non-Cyclicals 11.56% Utilities 3.13% Consumer Cyclicals 8.05% Healthcare 3.00% Energy 7.19% Industrials 2.85% TOP 10 HOLDINGS Tencent Holdings Ltd. 4.01% Naspers Limited Class N 1.14% Taiwan Semiconductor M 3.78% China Mobile Limited Samsung Electronics Co., 3.62% Ping An Insurance (Group Alibaba Group Holding Lt 3.17% Baidu, Inc. Sponsored AD China Construction Bank 1.33% Industrial and Commercia 0.91% Total Top 10 Weighting 21.11%
PORTFOLIO MANAENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.45% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes No Policy N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.31% FACTSET ANALYTICS BLOCK LIQUIDITY As of 10/05/18 0.25% 0.19% 0.13% 0.07% 0.01% 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 5.0% 2.5% TRADABILITY Avg. Daily Share 146,341 0.0% Average Daily $ $4.72M -2.5% Median Daily Share 108,795-5.0% 2 000k 1 500k 1 000k 500k Median Daily ($) Average Spread (%) Average Spread ($) $3.49M 0.14% $0.05 Oct Dec Feb Apr Jun Aug Oct Median Premium / Discount (12 Mo) 0.15% Max. Premium / Discount (12 Mo) 2.35% / -3.52% Impediment to Creations None Market Hours Overlap 21.00% Creation Unit Size (Shares) 200,000 Creation Unit/Day (45 Day Average) 0.54 Creation Unit Cost (%) 0.17% Underlying / Unit 0.27% Open Interest on ETF Options 22 Net Asset Value (Yesterday) $31.59 ETF.com Implied Liquidity 5 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 28.18% 27.76% Financials 23.58% 24.34% Consumer Non- Cyclicals Consumer Cyclicals 11.56% 6.41% 8.05% 7.80% Tencent Holdings Ltd. Taiwan Semiconductor Manufacturing Co., Ltd. Samsung Electronics Co., Ltd. Alibaba Group Holding Ltd. Sponsored ADR China Construction Bank Corporation Class H 4.01% 3.78% 3.62% 3.17% 1.33% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.99 0.98 0.98 0.97 0.07% MSCI Emerging Markets Investable Market Index Energy 7.19% 7.53% Naspers Limited Class N 1.14% MSCI ESG RATINGS
Basic Materials Telecommunications Services 6.13% 7.66% 5.48% 3.99% Utilities 3.13% 2.54% Healthcare 3.00% 3.46% Industrials 2.85% 5.96% China Mobile Limited Ping An Insurance (Group) Company of China, Ltd. Class H Baidu, Inc. Sponsored ADR Class A Industrial and Commercial Bank of China Limited Class H Total Top 10 Weighting 0.91% 21.11% MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions 4.46 / 10 44.47 16.39 3.33% 5.26% COUNTRIES Weighted Average Carbon Intensity (t CO2e/$M Sales) 340.74 Hong Kong 22.03% 21.65% Korea, Republic of 17.31% 15.40% Taiwan, Province of China 12.40% 13.20% India 9.32% 9.99% China 7.39% 7.42% Brazil 6.43% 5.54% South Africa 5.15% 5.76% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 403 2815 403 64.66% Russian Federation 3.42% 3.01% BENCHMARK COMPARISON SUMMARY Mexico 2.72% 3.08% Malaysia 2.23% 2.59% REGIONS Asia-Pacific 74.87% 76.02% Latin America 11.07% 10.17% Middle East & Africa 7.35% 7.56% Europe 5.84% 5.58% North America 0.88% 0.67% Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Dividend Yield 403 2815 $85.25B $81.13B 12.26 12.94 1.68 1.60 2.62% 2.56% ECONOMIC DEVELOPMENT Concentration Developed Countries 53.04% 51.50% Emerging Countries 46.96% 48.50%
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