About Goldman Sachs ActiveBeta Europe Equity ETF (GSEU)

Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) is an exchange-traded fund that aims to provide investors with exposure to European equities. The fund seeks to track the performance of the Goldman Sachs ActiveBeta Europe Equity Index, which is designed to deliver systematic exposure to a diversified portfolio of European equities. By using a rules-based approach, the index aims to capture systematic sources of return and enhance risk-adjusted performance relative to traditional European equity indices.

GSEU seeks to achieve these objectives by employing a multi-factor model that targets factors such as value, momentum, quality, and low volatility. By dynamically allocating its holdings based on these factors, the fund aims to exploit market inefficiencies and deliver attractive risk-adjusted returns. The fund's investment process involves screening stocks based on their individual factor scores and then weighting them according to their contribution to the fund's overall factor exposure. This approach allows GSEU to tilt its portfolio towards stocks that exhibit desirable factor characteristics while reducing exposure to stocks with unfavorable factor scores.