Goldman Sachs ActiveBeta Japan Equity ETF (GSJY)
GSJY is a passive ETF by Goldman Sachs tracking the investment results of the Goldman Sachs ActiveBeta Japan Equity Index. GSJY launched on Mar 2, 2016 and has a 0.25% expense ratio.
ETF Info
| ISIN | US3814304040 |
|---|---|
| CUSIP | 381430404 |
| Issuer | Goldman Sachs |
| Inception Date | Mar 2, 2016 |
| Region | Developed Asia Pacific (Japan) |
| Category | Japan Equities |
| Leveraged | 1x |
| Index Tracked | Goldman Sachs ActiveBeta Japan Equity Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
GSJY has an expense ratio of 0.25%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goldman Sachs ActiveBeta Japan 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 Japan Equity ETF had a return of 7.89% year-to-date (YTD) and 12.54% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.89% | 25.48% |
| 1 month | -4.33% | 2.14% |
| 6 months | 0.12% | 12.76% |
| 1 year | 12.54% | 33.14% |
| 5 years (annualized) | 4.35% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of GSJY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.67% | 3.89% | 3.42% | -5.26% | 2.29% | -0.39% | 4.16% | 1.74% | -0.34% | -5.18% | 7.89% | ||
| 2023 | 6.53% | -4.09% | 4.58% | 0.75% | 0.66% | 4.96% | 2.80% | -2.23% | -1.98% | -2.07% | 5.38% | 3.05% | 19.18% |
| 2022 | -4.19% | -0.90% | -2.45% | -8.11% | 2.03% | -7.48% | 6.05% | -3.96% | -8.94% | 2.51% | 11.74% | -1.76% | -16.15% |
| 2021 | -0.75% | 1.39% | 1.08% | -2.04% | 1.57% | -0.48% | -0.68% | 1.95% | 2.55% | -2.83% | -3.37% | 2.24% | 0.41% |
| 2020 | -2.39% | -8.51% | -6.38% | 4.29% | 7.36% | -0.06% | -1.28% | 6.51% | 2.19% | -2.07% | 10.17% | 4.83% | 13.68% |
| 2019 | 6.55% | 0.03% | 0.82% | 0.29% | -4.11% | 4.27% | -0.71% | -0.22% | 4.80% | 3.27% | 1.35% | 1.02% | 18.29% |
| 2018 | 4.50% | -2.57% | -1.14% | 1.50% | -1.15% | -2.09% | 0.77% | -1.14% | 3.95% | -7.99% | 0.87% | -6.94% | -11.56% |
| 2017 | 3.08% | 1.99% | 0.73% | 0.87% | 3.00% | 0.93% | 2.49% | -0.77% | 2.37% | 4.67% | 2.84% | 0.84% | 25.50% |
| 2016 | -0.04% | 1.37% | 0.75% | -0.88% | 2.08% | 1.63% | 4.38% | -0.39% | -2.61% | -0.49% | 5.79% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GSJY is 27, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) 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 Japan Equity ETF provided a 1.96% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.75 | $0.64 | $0.64 | $0.42 | $0.93 | $0.95 | $0.57 | $0.57 |
Dividend yield | 1.96% | 2.12% | 2.13% | 1.73% | 1.12% | 2.79% | 3.28% | 1.70% | 2.09% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs ActiveBeta Japan 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.75 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.64 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.37 | $0.64 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.29 | $0.42 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.93 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.95 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.57 |
| 2016 | $0.20 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.32 | $0.57 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Goldman Sachs ActiveBeta Japan 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 Japan Equity ETF was 32.53%, occurring on Oct 14, 2022. Recovery took 347 trading sessions.
The current Goldman Sachs ActiveBeta Japan Equity ETF drawdown is 6.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.53% | Sep 16, 2021 | 271 | Oct 14, 2022 | 347 | Mar 6, 2024 | 618 |
| -28.45% | Jan 29, 2018 | 521 | Mar 16, 2020 | 164 | Nov 5, 2020 | 685 |
| -11.64% | Jul 17, 2024 | 15 | Aug 6, 2024 | 13 | Aug 23, 2024 | 28 |
| -8.76% | Feb 17, 2021 | 60 | May 12, 2021 | 79 | Sep 3, 2021 | 139 |
| -8.67% | Sep 27, 2024 | 19 | Oct 23, 2024 | — | — | — |
Volatility
Volatility Chart
The current Goldman Sachs ActiveBeta Japan Equity ETF volatility is 4.51%, 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.