- Issuer
- Goldman Sachs
- Inception Date
- Jun 28, 2017
- Region
- North America (U.S.)
- Category
- Small Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Goldman Sachs ActiveBeta U.S. Small Cap Equity Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Micro-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Highlights
- Avg. Volume (1M)
- 44K
- Avg. Volume Value (1M)
- $3.93M
Share Price Chart
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Performance
GSSC Performance Chart
Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) is up 18.5% since the beginning of the year. GSSC is currently trading at $89 per share. Investors who bought $1,000 worth of GSSC shares 5 years ago would now be looking at an investment worth $1,504.
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Returns By Period
Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) has returned 18.48% so far this year and 33.62% over the past 12 months.
Goldman Sachs ActiveBeta US Small Cap Equity ETF
- 1D
- -0.38%
- 1M
- -1.26%
- 6M
- 14.01%
- YTD
- 18.48%
- 1Y
- 33.62%
- 3Y*
- 15.02%
- 5Y*
- 8.50%
- 10Y*
- —
- ALL TIME*
- 10.52%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
GSSC Monthly Returns History
Based on dividend-adjusted daily data since Jun 29, 2017, GSSC's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.9%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GSSC closed higher 52% of trading days. The best single day was Mar 31, 2020 with a return of +8.9%, while the worst single day was Apr 1, 2020 at -14.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.93% | 0.25% | -5.14% | 11.57% | 3.41% | 6.36% | -2.31% | 18.48% | |||||
| 2025 | 2.63% | -4.73% | -5.91% | -3.09% | 6.62% | 4.99% | 0.30% | 7.95% | 1.17% | -0.31% | 1.35% | 0.27% | 10.76% |
| 2024 | -3.06% | 3.74% | 3.57% | -6.06% | 4.55% | -1.23% | 11.32% | -1.98% | 0.48% | -1.61% | 11.16% | -8.28% | 11.14% |
| 2023 | 8.66% | -1.23% | -4.98% | -2.43% | -1.14% | 8.29% | 6.15% | -3.98% | -4.90% | -5.96% | 8.32% | 11.50% | 17.27% |
| 2022 | -8.09% | 1.34% | 0.21% | -7.90% | 0.81% | -8.39% | 10.50% | -3.60% | -9.49% | 11.70% | 3.74% | -6.20% | -16.81% |
| 2021 | 6.71% | 6.00% | 2.07% | 1.96% | 0.86% | 1.52% | -2.53% | 2.48% | -2.79% | 5.09% | -2.30% | 3.30% | 24.13% |
Benchmark Metrics
Goldman Sachs ActiveBeta US Small Cap Equity ETF has an annualized alpha of -1.25%, beta of 0.99, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since June 29, 2017.
- This ETF participated in 102.43% of S&P 500 Index downside but only 92.39% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.99 and R2 of 0.65, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.25%
- Beta
- 0.99
- R²
- 0.65
- Upside Capture
- 92.39%
- Downside Capture
- 102.43%
Expense Ratio
GSSC has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
GSSC ranks 75 for risk / return — above 75% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSSC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.00 | +0.95 |
| Martin ratioReturn relative to average drawdown | 10.01 | 8.49 | +1.52 |
Dividends
Dividend History
Goldman Sachs ActiveBeta US Small Cap Equity ETF provided a 1.05% dividend yield over the last twelve months, with an annual payout of $0.94 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.94 | $0.89 | $0.98 | $0.84 | $0.71 | $0.67 | $0.51 | $0.58 | $0.47 | $0.32 |
Dividend yield | 1.05% | 1.17% | 1.42% | 1.33% | 1.31% | 1.00% | 0.94% | 1.24% | 1.21% | 0.73% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs ActiveBeta US Small Cap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.21 | $0.00 | $0.42 | |||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.25 | $0.89 |
| 2024 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.44 | $0.98 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.31 | $0.84 |
| 2022 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.30 | $0.71 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.33 | $0.67 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Goldman Sachs ActiveBeta US Small Cap 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 US Small Cap Equity ETF was 41.38%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Goldman Sachs ActiveBeta US Small Cap Equity ETF drawdown is 2.31%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-41.38%Mar 2020 | 1y 6mo | 7mo 22d | 2y 2moAug 2018 - Nov 2020 | COVID crash2020 |
-27.81%Sep 2022 | 10mo 21d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 | Bear market2022 |
-26.05%Apr 2025 | 4mo 13d | 5mo 6d | 9mo 19dNov 2024 - Sep 2025 | 2025 selloff2025 |
-10.56%Mar 2026 | 2mo 6d | 18d | 2mo 24dJan 2026 - Apr 2026 | — |
-10.20%Aug 2024 | 6d | 2mo 10d | 2mo 16dAug 2024 - Oct 2024 | — |
Drawdown Indicators
| GSSC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.38% | -56.78% | +15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -9.10% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -26.05% | -18.90% | -7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -27.81% | -25.43% | -2.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.31% | -1.58% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -8.88% | -10.70% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.14% | +0.98% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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