Goldman Sachs ActiveBeta Japan Equity ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
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. |
Category | International Equities |
Fund Sponsor | Goldman Sachs |
Website | assetmanagement.gs.com |
Inception date | Mar 02, 2016 |
Assets (mns) | $23 |
Currency | USD |
Expense ratio | 25 bp |
Distributions | Quarterly |
Regulation | Open-End Investment Company |
Custodian | |
Weighting | Tiered |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 293 |
Wgt avg mkt cap (mns) | $43,468 |
Large cap (>$10bn) | 73.6% |
Mid cap ($2-10bn) | 26.0% |
Small cap (<$2bn) | 0.1% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
TOYOTA MOTOR CORP | 3.1 % |
SONY CORP | 2.8 % |
SOFTBANK GROUP CORP. | 2.6 % |
KEYENCE CORP | 2.0 % |
NINTENDO CO LTD | 1.6 % |
TOKYO ELECTRON LTD | 1.5 % |
DAIICHI SANKYO CO LTD | 1.4 % |
KDDI CORPORATION | 1.2 % |
MURATA MANUFACTURING CO LTD | 1.2 % |
HONDA MOTOR CO LTD | 1.2 % | Total | 18.6 % |
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JAPAN | 99.9 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
13.8% | 13.8% | -- | -- | 9.7% |
versus... | Beta | R-squared |
S&P500 | 0.65 | 68% |
MSCI EAFE | 0.70 | 78% |
MSCI Emg. Mkts. | 0.50 | 50% |
Recent close | $38.23 |
30d moving avg. | $37.30 |
Annualized volatility | 14.8% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 64 |
Avg. volume (thou.) | 3 |
Turnover | 0.5% |
Bid/Ask (% of price) | 0.12% |
ADV underlying (mns) | $22,613 |
FINDING ALTERNATIVE FUNDS
Below is a list of 96 potential alternatives to the Goldman Sachs ActiveBeta Japan Equity ETF ETF based on the alternatives' overlap in portfolio holdings with GSJY. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | GSJY | Expense: | 25 bp | ALTAR Score™: | 6.2% |
Ticker | Fund Name |
Overlap1 vs GSJY (%) |
Expense ratio (bp) |
Savings vs GSJY (bp) |
ALTAR Score™ (%) |
ALTAR vs GSJY (%) |
EWJ | iShares MSCI Japan ETF | 81.1 | 51 | -26 | 6.1 | -0.1 |
DBJP | Xtrackers MSCI Japan Hedged Equity ETF | 79.9 | 45 | -20 | 6.1 | -0.2 |
BBJP | JPMorgan BetaBuilders Japan ETF | 78.9 | 19 | 6 | 6.4 | +0.2 |
ZJPN | SPDR Solactive Japan ETF | 78.8 | 14 | 11 | 6.5 | +0.3 |
FLJP | Franklin FTSE Japan ETF | 77.4 | 9 | 16 | 6.6 | +0.4 |
FLJH | Franklin FTSE Japan Hedged ETF | 76.9 | 9 | 16 | 6.5 | +0.3 |
JPXN | iShares JPX-Nikkei 400 ETF | 73.4 | 48 | -23 | 6.2 | +0.0 |
JPN | Xtrackers Japan JPX-Nikkei 400 Equity ETF | 73.0 | 9 | 16 | 6.6 | +0.4 |
EWJE | iShares MSCI Japan Equal Weighted ETF | 61.4 | 15 | 10 | 6.4 | +0.2 |
IPAC | iShares Core MSCI Pacific ETF | 55.5 | 9 | 16 | 6.3 | +0.1 |
DXJ | WisdomTree Japan Hedged Equity Fund | 53.4 | 48 | -23 | 7.4 | +1.2 |
DFAI | Dimensional International Core Equity Market ETF | 51.7 | 18 | 7 | 6.4 | +0.2 |
EWJV | iShares MSCI Japan Value ETF | 47.2 | 15 | 10 | 8.9 | +2.7 |
VPL | Vanguard FTSE Pacific ETF | 46.3 | 8 | 17 | 6.4 | +0.2 |
FJP | First Trust Japan AlphaDEX Fund | 34.3 | 80 | -55 | 8.0 | +1.8 |
CEFA | Global X S&P Catholic Values Developed ex-U.S. ETF | 32.7 | 35 | -10 | 5.9 | -0.3 |
DMXF | iShares ESG Advanced MSCI EAFE ETF | 32.0 | 12 | 13 | 6.2 | -0.0 |
IVLU | iShares Edge MSCI Intl Value Factor ETF | 30.8 | 30 | -5 | 9.9 | +3.7 |
RFAP | First Trust Riverfront Dynamic Asia Pacific ETF | 29.5 | 83 | -58 | 5.0 | -1.2 |
PQIN | PGIM QMA Strategic Alpha International Equity ETF | 28.6 | 29 | -4 | 7.1 | +0.9 |
IMTM | iShares Edge MSCI Intl Momentum Factor ETF | 28.6 | 30 | -5 | 4.1 | -2.1 |
ISZE | iShares Edge MSCI Intl Size Factor ETF | 27.1 | 30 | -5 | 6.3 | +0.0 |
EFG | iShares MSCI EAFE Growth ETF | 26.4 | 40 | -15 | 4.1 | -2.2 |
RESD | WisdomTree International ESG Fund | 26.3 | 30 | -5 | 6.5 | +0.2 |
EASG | Xtrackers MSCI EAFE ESG Leaders Equity ETF | 25.9 | 14 | 11 | 6.1 | -0.1 |
IDMO | Invesco S&P International Developed Momentum ETF | 25.7 | 26 | -1 | 3.7 | -2.6 |
EFAX | SPDR MSCI EAFE Fossil Fuel Free ETF | 25.5 | 20 | 5 | 6.4 | +0.2 |
RBIN | Nationwide Risk-Based International Equity ETF | 25.5 | 42 | -17 | 6.0 | -0.2 |
GSID | Goldman Sachs MarketBeta International Equity ETF | 25.3 | 20 | 5 | 6.3 | +0.1 |
EFA | iShares MSCI EAFE ETF | 24.9 | 32 | -7 | 6.2 | +0.0 |
QEFA | SPDR MSCI EAFE Quality Mix ETF | 24.7 | 30 | -5 | 6.0 | -0.3 |
IQSI | IQ Candriam ESG International Equity ETF | 24.5 | 15 | 10 | 6.4 | +0.1 |
DBEF | Xtrackers MSCI EAFE Hedged Equity ETF | 24.4 | 35 | -10 | 6.1 | -0.2 |
HFXI | IQ 50 Percent Hedged FTSE International ETF | 24.4 | 20 | 5 | 6.4 | +0.2 |
JHMD | John Hancock Multifactor Developed International ETF | 24.3 | 39 | -14 | 6.6 | +0.4 |
ESGD | iShares MSCI EAFE ESG Optimized ETF | 24.2 | 20 | 5 | 6.2 | -0.1 |
BKIE | BNY Mellon International Equity ETF | 23.9 | 4 | 21 | 6.5 | +0.3 |
IQIN | IQ 500 International ETF | 23.2 | 25 | 0 | 7.6 | +1.4 |
EFV | iShares MSCI EAFE Value ETF | 23.0 | 39 | -14 | 8.4 | +2.1 |
PBDM | Invesco PureBeta FTSE Developed ex-North America ETF | 22.6 | 7 | 18 | 6.5 | +0.3 |
UIVM | VictoryShares USAA MSCI International Value Momentum ETF | 22.0 | 35 | -10 | 7.7 | +1.5 |
GSIE | Goldman Sachs ActiveBeta International Equity ETF | 21.9 | 25 | 0 | 6.0 | -0.2 |
IDLV | Invesco S&P International Developed Low Volatility ETF | 21.7 | 25 | 0 | 6.2 | +0.0 |
MFDX | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 21.5 | 39 | -14 | 5.6 | -0.7 |
IEFA | iShares Core MSCI EAFE ETF | 21.3 | 7 | 18 | 6.5 | +0.3 |
PDEV | Principal International Multi-Factor Core Index ETF | 21.3 | 25 | 0 | 7.1 | +0.9 |
DDWM | WisdomTree Dynamic Currency Hedged International Equity Fund | 21.1 | 40 | -15 | 7.2 | +1.0 |
IDHQ | Invesco S&P International Developed Quality ETF | 21.1 | 29 | -4 | 4.8 | -1.5 |
SCHF | Schwab International Equity ETF | 20.7 | 6 | 19 | 6.5 | +0.3 |
DEEF | Xtrackers FTSE Developed ex US Comprehensive Factor ETF | 20.5 | 24 | 1 | 6.5 | +0.3 |
VSGX | Vanguard ESG International Stock ETF | 20.4 | 17 | 8 | 6.3 | +0.1 |
FNDF | Schwab Fundamental International Large Co. Index ETF | 20.2 | 25 | 0 | 7.7 | +1.5 |
DWMF | WisdomTree International Multifactor Fund | 20.2 | 38 | -13 | 6.2 | +0.0 |
SPDW | SPDR Portfolio Developed World ex-US ETF | 20.1 | 4 | 21 | 6.2 | 0.0 |
QINT | American Century Quality Diversified International ETF | 19.9 | 39 | -14 | 5.7 | -0.6 |
DWM | WisdomTree International Equity Fund | 19.7 | 48 | -23 | 7.2 | +1.0 |
EFAV | iShares Edge MSCI Min Vol EAFE ETF | 19.7 | 20 | 5 | 5.0 | -1.2 |
CIL | VictoryShares International Volatility Weighted Index ETF | 19.6 | 45 | -20 | 6.4 | +0.1 |
TPIF | Timothy Plan International ETF | 19.6 | 62 | -37 | 6.1 | -0.2 |
DOL | WisdomTree International LargeCap Dividend Fund | 19.6 | 48 | -23 | 7.2 | +0.9 |
JPIN | JPMorgan Diversified Return International Equity ETF | 19.5 | 37 | -12 | 7.1 | +0.8 |
CIZ | VictoryShares Developed Enhanced Volatility Weighted Index E | 19.4 | 45 | -20 | 6.3 | +0.1 |
IDEV | iShares Core MSCI International Developed Markets ETF | 18.6 | 5 | 20 | 6.5 | +0.2 |
PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 18.3 | 45 | -20 | 7.6 | +1.4 |
VEA | Vanguard FTSE Developed Markets ETF | 18.3 | 5 | 20 | 6.6 | +0.3 |
ESGN | Columbia Sustainable International Equity Income ETF | 17.9 | 45 | -20 | 9.2 | +2.9 |
QLVD | FlexShares Developed Markets ex-US Quality Low Volatility Id | 17.7 | 32 | -7 | 5.7 | -0.5 |
IDLB | Invesco FTSE International Low Beta Equal Weight ETF | 17.4 | 45 | -20 | 6.1 | -0.1 |
NUDM | Nuveen ESG International Developed Markets Equity ETF | 16.6 | 40 | -15 | 5.9 | -0.3 |
ISDX | Invesco RAFI Strategic Developed ex-US ETF | 16.5 | 23 | 2 | 6.3 | +0.1 |
FIVA | Fidelity International Value Factor ETF | 16.3 | 39 | -14 | 8.7 | +2.5 |
DIM | WisdomTree International MidCap Dividend Fund | 16.0 | 58 | -33 | 7.1 | +0.9 |
IQLT | iShares Edge MSCI Intl Quality Factor ETF | 16.0 | 30 | -5 | 5.2 | -1.0 |
ACSG | Xtrackers MSCI ACWI ex USA ESG Leaders Equity ETF | 15.9 | 16 | 9 | 6.0 | -0.3 |
CWI | SPDR MSCI ACWI ex-US ETF | 15.5 | 30 | -5 | 6.2 | -0.1 |
ACWX | iShares MSCI ACWI ex U.S. ETF | 15.5 | 32 | -7 | 6.3 | +0.1 |
DBAW | Xtrackers MSCI All World ex US Hedged Equity ETF | 15.1 | 40 | -15 | 6.1 | -0.2 |
VWID | Virtus WMC International Dividend ETF | 15.1 | 49 | -24 | 7.4 | +1.2 |
VEU | Vanguard FTSE All-World ex-US Index Fund | 15.1 | 8 | 17 | 6.7 | +0.4 |
KLDW | Gavekal Knowledge Leaders Developed World ETF | 14.8 | 75 | -50 | 4.4 | -1.9 |
DOO | WisdomTree International Dividend ex-Financials Fund | 14.5 | 58 | -33 | 7.7 | +1.4 |
TLTD | FlexShares Morningstar Developed Markets ex-US Factor Tilt | 14.4 | 39 | -14 | 7.4 | +1.2 |
FDT | First Trust Developed Markets ex-US Alphadex Fund | 14.3 | 80 | -55 | 7.6 | +1.4 |
HDMV | First Trust Horizon Managed Volatility Developed Intl ETF | 14.2 | 80 | -55 | 6.0 | -0.2 |
RODM | Hartford Multifactor Developed Markets (ex-US) ETF | 14.0 | 29 | -4 | 7.3 | +1.1 |
IQDG | WisdomTree International Quality Dividend Growth Fund | 14.0 | 42 | -17 | 6.0 | -0.3 |
DTH | WisdomTree International High Dividend Fund | 13.9 | 58 | -33 | 8.7 | +2.5 |
AVDE | Avantis International Equity ETF | 13.9 | 23 | 2 | 6.9 | +0.7 |
IHDG | WisdomTree International Hedged Quality Dividend Growth Fund | 13.6 | 58 | -33 | 5.8 | -0.5 |
FDEV | Fidelity Targeted International Factor ETF | 13.5 | 39 | -14 | 6.2 | -0.1 |
IXUS | ishares Core MSCI Total International Stock ETF | 13.2 | 9 | 16 | 6.4 | +0.2 |
ICOW | Pacer Developed Markets International Cash Cows 100 ETF | 12.6 | 65 | -40 | 10.1 | +3.9 |
IQDY | FlexShares International Quality Dividend Dynamic Index Fund | 12.6 | 47 | -22 | 8.1 | +1.9 |
INTF | iShares Edge MSCI Multifactor Intl ETF | 12.4 | 30 | -5 | 7.2 | +1.0 |
VIGI | Vanguard International Dividend Appreciation ETF | 12.3 | 20 | 5 | 5.0 | -1.2 |
VYMI | Vanguard International High Dividend Yield ETF | 12.3 | 27 | -2 | 9.0 | +2.8 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Goldman Sachs ActiveBeta Japan Equity ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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