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Goldman Sachs ActiveBeta US Small Cap Equity ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Jun 28, 2017

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Goldman Sachs ActiveBeta U.S. Small Cap Equity Index

Asset Class

Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

GSSC has an expense ratio of 0.20%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period


GSSC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

Monthly Returns

The table below presents the monthly returns of GSSC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.35%1.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GSSC is 22, meaning it’s performing worse than 78% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GSSC is 2222
Overall Rank
The Sharpe Ratio Rank of GSSC is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of GSSC is 2323
Sortino Ratio Rank
The Omega Ratio Rank of GSSC is 2323
Omega Ratio Rank
The Calmar Ratio Rank of GSSC is 2323
Calmar Ratio Rank
The Martin Ratio Rank of GSSC is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for Goldman Sachs ActiveBeta US Small Cap Equity ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend History

Goldman Sachs ActiveBeta US Small Cap Equity ETF provided a 1.50% dividend yield over the last twelve months, with an annual payout of $0.96 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%$0.00$0.20$0.40$0.60$0.80$1.0020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.96$0.98$0.84$0.71$0.67$0.42$0.58$0.47$0.32

Dividend yield

1.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.18$0.00$0.18
2024$0.20$0.23$0.12$0.44$0.98
2023$0.18$0.23$0.12$0.31$0.84
2022$0.16$0.16$0.10$0.30$0.71
2021$0.11$0.11$0.12$0.33$0.67
2020$0.16$0.01$0.11$0.15$0.42
2019$0.12$0.16$0.11$0.20$0.58
2018$0.09$0.11$0.12$0.16$0.47
2017$0.10$0.22$0.32

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 0.86%, occurring on May 6, 2025. Recovery took 2 trading sessions.

The current Goldman Sachs ActiveBeta US Small Cap Equity ETF drawdown is 0.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.86%May 6, 20251May 6, 20252May 8, 20253
-0.11%May 9, 20251May 9, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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