Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM)
GEM is a passive ETF by Goldman Sachs tracking the investment results of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. GEM launched on Sep 29, 2015 and has a 0.45% expense ratio.
ETF Info
| ISIN | US3814302069 |
|---|---|
| CUSIP | 381430206 |
| Issuer | Goldman Sachs |
| Inception Date | Sep 29, 2015 |
| Region | Emerging Markets (Broad) |
| Category | Emerging Markets Equities |
| Index Tracked | Goldman Sachs ActiveBeta Emerging Markets Equity Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
GEM has a high expense ratio of 0.45%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goldman Sachs ActiveBeta Emerging Markets Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Goldman Sachs ActiveBeta Emerging Markets Equity ETF had a return of 4.40% year-to-date (YTD) and 11.14% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.40% | 6.17% |
| 1 month | 1.52% | -2.72% |
| 6 months | 12.84% | 17.29% |
| 1 year | 11.14% | 23.80% |
| 5 years (annualized) | 1.77% | 11.47% |
| 10 years (annualized) | N/A | 10.41% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.14% | 4.35% | 2.08% | -0.06% | ||||||||
| 2023 | -3.02% | 7.23% | 3.55% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GEM is 44, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Goldman Sachs ActiveBeta Emerging Markets Equity ETF(GEM)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Goldman Sachs ActiveBeta Emerging Markets Equity ETF granted a 1.79% dividend yield in the last twelve months. The annual payout for that period amounted to $0.57 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.57 | $0.91 | $0.84 | $1.11 | $0.56 | $1.07 | $0.63 | $0.65 | $0.53 | $0.06 |
Dividend yield | 1.79% | 2.97% | 2.96% | 3.00% | 1.47% | 3.13% | 2.08% | 1.81% | 1.98% | 0.25% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs ActiveBeta Emerging Markets Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
| 2023 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.17 |
| 2022 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.07 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.20 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.22 |
| 2019 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.35 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.14 |
| 2017 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.22 |
| 2016 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.12 |
| 2015 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Goldman Sachs ActiveBeta Emerging Markets Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Goldman Sachs ActiveBeta Emerging Markets Equity ETF was 37.02%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current Goldman Sachs ActiveBeta Emerging Markets Equity ETF drawdown is 16.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.02% | Jan 29, 2018 | 541 | Mar 23, 2020 | 179 | Dec 4, 2020 | 720 |
| -36.24% | Feb 18, 2021 | 425 | Oct 24, 2022 | — | — | — |
| -19.7% | Oct 14, 2015 | 64 | Jan 21, 2016 | 121 | Jul 14, 2016 | 185 |
| -9.69% | Sep 7, 2016 | 49 | Nov 14, 2016 | 59 | Feb 9, 2017 | 108 |
| -5.2% | Jan 22, 2021 | 6 | Jan 29, 2021 | 7 | Feb 9, 2021 | 13 |
Volatility
Volatility Chart
The current Goldman Sachs ActiveBeta Emerging Markets Equity ETF volatility is 4.65%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.