Description: The Source Goldman Sachs Equity Factor Index World UCITS ETF (the “Fund”) aims to deliver the return of the Goldman Sachs Equity Factor Index World Net TR (the “Index”), less an annual management fee of 0.65%. The Index offers broad, global equity exposure. It aims to outperform traditional benchmarks, on an absolute and risk-adjusted basis, by emphasising five factors that may contribute to equity returns: Low beta, Size, Value, Momentum and Quality. The Index is constructed so as to maximise exposure to these factors, while controlling country and sector risk versus market cap weighted benchmarks. Weightings are calculated such that each factor contributes an equal amount of risk, once correlations between factors are taken into account. The maximum weighting per constituent is 0.5%.
Exchange: LSE
Country: UK
Currency: Pence sterling (p)
Category: Global Large-Cap Blend Equity
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Other | 100.00 | 0.00 | 100.00 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| Japan | 0.00 | 5.27 |
| Australasia | 0.00 | 1.44 |
| Asia Emerging | 0.00 | 1.48 |
| Latin America | 0.00 | 0.33 |
| North America | 0.00 | 67.95 |
| Asia Developed | 0.00 | 2.19 |
| United Kingdom | 0.00 | 5.72 |
| Europe Emerging | 0.00 | 0.01 |
| Europe Developed | 0.00 | 15.35 |
| Africa/Middle East | 0.00 | 0.27 |