See what your fund actually adds

Goldman Sachs ActiveBeta International Equity ETF GSIE

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

GSIE compared with its replication portfolio
MeasureGSIEReplication
Annualized growth8.5%10.5%
Annualized volatility14.8%13.8%
Sharpe ratio0.630.80
Maximum drawdown28.3%22.3%
Replication fit (R²)0.93 · Tracking error 3.8%

Replication portfolio

The published portfolio below is the investable basket used to model GSIE’s historical return behavior.

GSIE replication basket weights
TickerBuilding blockWeight
EFVIntl · Value32.7%
DBEFIntl · Dev Hedged32.1%
EFGIntl · Growth23.9%
DGSEM Small Cap11.3%