GSLC

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

Goldman Sachs · Large Cap Multifactor

432

Rows in current dataset

99.7%

high confidence

2025-12-16

Retrieved 2025-12-16

2026-08-21

Adjusted-close observation

YTD

+11.01%

1 year

+18.38%

3Y annualized

+20.48%

5Y annualized

+11.77%

Volatility

+17.71%

Max drawdown

-33.69%

Price Performance

Historical price comparison over 3M

GSLC Return
+9.12%
SPY Return
+9.68%
Winner
SPY
+0.56%
Max Drawdown
GSLC: -4.2%
SPY: -4.5%
GSLC Volatility (annualized)11.68%
SPY Volatility (annualized)12.83%

Adjusted-close observations. Historical period is limited to available common dates.

Largest reported holdings

SymbolNameReported weight
NVDANVDA7.40%
AAPLAAPL6.79%
MSFTMSFT5.70%
AMZNAMZN3.53%
GOOGLGOOGL3.03%
AVGOAVGO2.73%
METAMETA2.48%
TSLATSLA1.32%
GOOGGOOG1.27%
JPMJPM1.27%
LLYLLY1.14%
BRK-BBRK-B1.01%
WMTWMT0.96%
VV0.83%
MAMA0.79%
JNJJNJ0.70%
APPAPP0.63%
COSTCOST0.61%
WBDWBD0.56%
XOMXOM0.55%

Classified reported exposure

58.0% of fund weight maps to the current sector dictionary.

Unclassified41.8%
Technology33.1%
Consumer Discretionary6.6%
Financials5.5%
Healthcare4.6%
Consumer Staples3.1%
Communication Services1.7%
Energy1.3%
Industrials1.1%
Materials0.6%

Risk calculation details

Sharpe ratio
0.59
Sortino ratio
0.55
Beta vs SPY
0.98
CAPM alpha
-0.59%

Calculated from date-aligned daily adjusted-close returns with a 4% annual risk-free assumption. Descriptive, not predictive.