GSJY Goldman Sachs ActiveBeta Japan Equity ETF

ETF

ETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels

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GSJY — —
Key stats
About

Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) ETF

No description available.

Exchange
ARCX
Inception
2016-03-02
Has Options
No
Fund profile
holdings as of May 31, 2026SEC filingthrough May 2026flows, SEC filings
International Equity Single Country#97 of 163 by assets Goldman Sachs Japan Developed ex-US Index-tracking
Expense ratio
0.25%
prospectus, filed Dec 29, 2025
Assets
$101M
shares × price, Oct 9, 2026
Trailing yield
1.91%
paid semi-annual
Average daily volume
$346K
30 sessions
Holdings
157
top 10 are 26.6%
Listed
Mar 2, 2016
NYSE Arca
Closure risk, 12 months
1.5%
low: trading volume · model
Tracking difference
-0.06 pts
vs index, after fees, FY 2025
FrenzyCap ETF score
58
how it is built
Cost82
Liquidity18
Scale37
Diversification90

Moves with. US large-cap stocks (49% of its variance, beta 1.10); Developed markets ex-US over US (20% of its variance, beta 0.95); Emerging markets over US (6% of its variance, beta 0.13). These factors explain 75% of its daily moves over the last year.

Stated objective. The Goldman Sachs ActiveBeta Japan Equity ETF (the Fund) seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Goldman Sachs ActiveBeta Japan Equity Index (the Index). (from the fund's prospectus)

All 157 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs

Fund flows
through May 2026SEC filings
May 2026
$0
latest reported month
Latest 3 months
$0
0.0% of assets
Latest 12 months
+$18M
+21.5% of assets
Jun 2025: +$8.2MJul 2025: $0JulAug 2025: $0Sep 2025: $0SepOct 2025: $0Nov 2025: $0NovDec 2025: $0Jan 2026: +$9.9M+$9.9MJanFeb 2026: $0Mar 2026: $0MarApr 2026: $0May 2026: $0May
View as a table
Net flows of GSJY by month, Jun 2025 to May 2026
MonthNet flow
May 2026$0
Apr 2026$0
Mar 2026$0
Feb 2026$0
Jan 2026+$9.9M
Dec 2025$0
Nov 2025$0
Oct 2025$0
Sep 2025$0
Aug 2025$0
Jul 2025$0
Jun 2025+$8.2M

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago

Similar funds
FundOverlapFeeAssets1Y
DBJPXtrackers MSCI Japan Hedged Equity ETF82%0.45%$720M+32.1%compare
EWJiShares MSCI Japan ETF81%0.49%$23.7B+19.7%compare
BBJPJPMorgan BetaBuilders Japan ETF79%0.19%$19.7B+16.8%compare
FLJPFranklin FTSE Japan ETF74%0.09%$4.2B+18.6%compare
FLJHFranklin FTSE Japan Hedged ETF73%0.09%$211M+23.9%compare

Ranked by how much of the two portfolios is the same securities.

What changed in the portfolio
Feb 28, 2026 → May 31, 2026
ActionHoldingWeight beforeWeight afterShares vs flows
IncreaseMURATA MANUFACTURING COMPANY LTD0.67%1.74%+11.0%
IncreaseKIOXIA HOLDINGS CORP0.22%1.23%+78.6%
ExitJapan Airlines Co Ltd.0.70%——
IncreaseIBIDEN CO LTD0.19%0.62%+33.3%
IncreaseRENESAS ELECTRONICS CORP0.51%0.86%+12.2%
ExitZOZO Inc.0.34%——
DecreaseSUBARU CORP0.74%0.40%−33.7%
ExitMatsukiyococokara & Co.0.33%——
ExitMonotaro CoLtd0.33%——
ExitTokyu Corp0.33%——

5 new, 19 exited, 42 increased and 28 decreased between the fund's two latest holdings reports; turnover 12.3%. Full holdings and history

Under the hood
fiscal year to Aug 31, 2025SEC census
Authorized participants
1 active
of 20 with agreements; top 3 did 100%
Created · redeemed
$31M · $0
over the fiscal year
Redemptions in kind
0%
creations 100% in kind
Creation unit
200,000
shares
Securities lending
2.80%
of assets on loan on average; earned 1.4 bp
Return vs index
-0.06 pts
after fees; +0.20 before; daily s.d. 0.16

From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.

ETF Profile
holdings as of 2026-08-31
Holdings
170
AUM
$88.8M
Provider
Nport
Inception
2016-03-02
Exchange
ARCX
Data As Of
2026-08-31
Expense Ratio
0.25%
Dividend Yield
1.91%
Distribution
Semi-Annual
Recent distributions
Ex-Date Pay Date Amount Type
2026-06-24 2026-06-30 $0.4118 CD
2025-12-23 2025-12-30 $0.6589 CD
2025-06-24 2025-06-30 $0.2663 CD
2024-12-23 2024-12-30 $0.3211 CD
2024-06-24 2024-06-28 $0.2976 CD
2023-12-26 2024-01-02 $0.4406 CD
Asset Allocation
Top Holdings
top 50 of 170 holdings
Symbol Name Weight % Asset Class Country
— Toyota Motor Corp. 3.85% Equity (common) JP
— Mitsubishi UFJ Financial Group Inc. 3.76% Equity (common) JP
— GOLDMAN SACHS FINANCIAL SQUARE FUNDS PRIME OBLIGATIONS FUND 3.31% Short-term investment US
— Advantest Corp. 2.90% Equity (common) JP
— Hitachi Ltd. 2.85% Equity (common) JP
— Sony Group Corp. 2.40% Equity (common) JP
— Sumitomo Mitsui Financial Group Inc. 2.31% Equity (common) JP
— Tokyo Electron Ltd. 2.31% Equity (common) JP
— Mitsubishi Corp. 2.12% Equity (common) JP
— Mizuho Financial Group Inc. 2.00% Equity (common) JP
— Mitsubishi Heavy Industries Ltd. 1.96% Equity (common) JP
— Eneos Holdings Inc 1.58% Equity (common) JP
— Mitsui & Co Ltd. 1.57% Equity (common) JP
— Sumitomo Electric Industries Ltd. 1.46% Equity (common) JP
— Tokio Marine Holdings Inc. 1.46% Equity (common) JP
— ITOCHU Corp. 1.45% Equity (common) JP
— Softbank Group Corp. 1.35% Equity (common) JP
— Sumitomo Corp. 1.34% Equity (common) JP
— Fast Retailing Co Ltd. 1.30% Equity (common) JP
— Toyota Tsusho Corp. 1.27% Equity (common) JP
— Mitsubishi Electric Corp. 1.26% Equity (common) JP
— Idemitsu Kosan Co.,Ltd. 1.22% Equity (common) JP
— Mitsubishi Chemical Group Corp. 1.21% Equity (common) JP
— Recruit Holdings Co Ltd. 1.16% Equity (common) JP
— Keyence Corp. 1.11% Equity (common) JP
— HOYA Corp. 1.08% Equity (common) JP
— Fujikura Ltd. 1.08% Equity (common) JP
— Marubeni Corp. 1.07% Equity (common) JP
— Takeda Pharmaceutical Co Ltd. 1.00% Equity (common) JP
— Japan Post Insurance Co Ltd. 0.95% Equity (common) JP
— Nomura Holdings Inc. 0.91% Equity (common) JP
— Aisin Corp. 0.90% Equity (common) JP
— NEC Corp. 0.90% Equity (common) JP
— DISCO Corp. 0.85% Equity (common) JP
— Sompo Holdings Inc. 0.82% Equity (common) JP
— Shin-Etsu Chemical Co Ltd. 0.80% Equity (common) JP
— MS&AD Insurance Group Holdings Inc. 0.77% Equity (common) JP
— Nintendo Co Ltd. 0.75% Equity (common) JP
— Subaru Corp. 0.74% Equity (common) JP
— JFE Holdings, Inc. 0.73% Equity (common) JP
— Komatsu Ltd. 0.71% Equity (common) JP
— Fujitsu Ltd. 0.70% Equity (common) JP
— Japan Airlines Co Ltd. 0.70% Equity (common) JP
— Daiichi Life Group Inc. 0.67% Equity (common) JP
— Murata Manufacturing Co Ltd. 0.67% Equity (common) JP
— Inpex Corp. 0.66% Equity (common) JP
— SoftBank Corp 0.64% Equity (common) JP
— Japan Post Holdings Co Ltd. 0.64% Equity (common) JP
— Asics Corp 0.63% Equity (common) JP
— Japan Tobacco Inc 0.63% Equity (common) JP
Geographic Breakdown
Non-Equity Breakdown
Goldman Sachs ActiveBeta(R) Japan Equity ETF · NPORT-P period 2026-05-31 (filed 2026-07-24)
Net assets: $84M · 157 total positions · equity 99.10% · non-equity 2.10%
Non-equity holdings — 3 positions, 2.10% of NAV
Category Weight Value Positions
Short-term investment 2.02% $1.7M 2
Derivative (equity) 0.08% $70091 1
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan0.17%-4.19%6.32%4.53%1.45%5.83%2.35%
Feb0.07%-0.94%-4.37%2.78%1.38%7.50%1.07%
Mar-0.50%-0.75%4.35%1.83%-0.90%-6.24%-0.37%
Apr-2.90%-8.52%0.20%-3.76%4.37%1.98%-1.44%
May0.28%1.77%0.79%2.69%4.23%3.77%2.26%
Jun-0.36%-8.59%1.62%-1.98%0.01%0.26%-1.51%
Jul-0.41%5.44%2.51%4.71%-0.78%0.48%1.99%
Aug0.95%-5.28%-1.09%6.62%5.52%3.76%1.75%
Sep0.96%-7.65%-2.53%1.02%2.53%1.92%-0.63%
Oct-2.36%0.48%-1.34%-5.14%3.80%0.79%*-0.63%
Nov-4.71%10.86%3.97%3.07%-0.24%--2.59%
Dec1.70%-3.32%0.76%-4.13%0.36%---0.93%
Total-7.06%-20.37%11.22%12.04%23.71%21.21%6.79%
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $55.88
SMA 50: $55.25
SMA 200: $51.89
Current: $56.03
EMA 12: $56.00
EMA 26: $55.72
MACD: 0.2826 | Signal: -0.0364
BULLISH
ADX (14): 9.37
RANGE
+DI: 39.18
−DI: 35.84

Momentum Oscillators

RSI (14): 52.66
NEUTRAL
Stoch %K: 54.11
Stoch %D: 66.83
Williams %R: -43.51

Volume & Volatility

BB Upper: $56.86
BB Lower: $54.91
NEUTRAL
OBV: 244,095
Vol SMA 20: 3,472
Vol ROC: -29.70%
ATR: $0.70
True Range: $0.39
HV 20: 16.9%
HV 30: 16.9%
HV 60: 19.9%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-11T00:00:00 – 2026-10-09T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
All GSJY news →
Showing 1–10 of 19
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GSJY Options Activity & IV Rank

Loading options activity...
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis

Risk Metrics

Beta: 1.1543
Alpha: 4.68%
Correlation: 0.7142
R-Squared: 51.0%
Stock Volatility: 21.1%
Market Volatility: 13.0%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Above average volatility - stock moves with market amplification
Beta & Alpha Over Time

GSJY Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

23 filers1,287,866 shares$67.33M value
# Filer Shares Value % of Total % of Float Period
1 Betterment LLC 1,160,306 $60.66M 90.09% — 2026-06-30
2 Jane Street Group, LLC Custodian 76,339 $3.99M 5.93% — 2026-06-30
3 Citadel Advisors LLC Custodian 29,500 $1.54M 2.29% — 2026-06-30
4 LPL Financial LLC Custodian 8,099 $423.43K 0.63% — 2026-06-30
5 Wealthfront Advisers LLC 5,107 $266.99K 0.40% — 2026-06-30
6 FMR LLC Custodian 1,988 $103.95K 0.15% — 2026-06-30
7 OSAIC HOLDINGS, INC. Custodian 1,480 $77.49K 0.12% — 2026-06-30
8 PNC Financial Services Group, Inc. Custodian 1,200 $62.74K 0.09% — 2026-06-30
9 Rockefeller Capital Management L.P. Custodian 1,175 $61.44K 0.09% — 2026-06-30
10 UBS Group AG Custodian 1,147 $59.97K 0.09% — 2026-06-30
11 Morgan Stanley Custodian 904 $47.28K 0.07% — 2026-06-30
12 Farther Finance Advisors, LLC Custodian 224 $12.46K 0.02% — 2026-09-30
13 Franklin Resources, Inc. Custodian 225 $11.76K 0.02% — 2026-06-30
14 HANTZ FINANCIAL SERVICES, INC. 60 $3.00K <0.01% — 2026-06-30
15 US BANCORP \DE\ Custodian 25 $1.31K <0.01% — 2026-06-30
16 Medallion Wealth Advisors, LLC 23 $1.20K <0.01% — 2026-06-30
17 Oakworth Capital, Inc. 23 $1.20K <0.01% — 2026-06-30
18 Silver Grove Financial Group, Inc. 21 $1.09K <0.01% — 2026-06-30
19 FIFTH THIRD BANCORP 11 $575 <0.01% — 2026-06-30
20 MASECO LLP 4 $209 <0.01% — 2026-06-30
21 O'SHAUGHNESSY ASSET MANAGEMENT, LLC 2 $105 <0.01% — 2026-06-30
22 Wells Fargo & Company Custodian 2 $99 <0.01% — 2026-06-30
23 HFM Investment Advisors, LLC 1 $28 0.00% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
Constituent Performance

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Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month