(GLOV) Goldman Sachs ActiveBeta(R) - Ratings and Ratios
Equities, Developed Markets, Large Cap, Mid Cap, Low Volatility
Dividends
| Dividend Yield | 1.72% |
| Yield on Cost 5y | 2.54% |
| Yield CAGR 5y | 14.44% |
| Payout Consistency | 97.9% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 8.84% |
| Value at Risk 5%th | 15.2% |
| Relative Tail Risk | 4.37% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.76 |
| Alpha | 4.43 |
| CAGR/Max DD | 1.69 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.271 |
| Beta | 0.556 |
| Beta Downside | 0.563 |
| Drawdowns 3y | |
|---|---|
| Max DD | 9.97% |
| Mean DD | 1.32% |
| Median DD | 0.74% |
Description: GLOV Goldman Sachs ActiveBeta(R) November 12, 2025
Goldman Sachs ActiveBeta® World Low Vol Plus Equity ETF (BATS:GLOV) aims to track an index that provides exposure to large- and mid-cap equities from developed markets, including the United States. To meet its objective, the fund must invest at least 80 % of its net assets in securities that are constituents of the underlying index, either directly, via depositary receipts, or through the underlying stocks of those receipts.
As of the most recent filing, GLOV carries an expense ratio of roughly 0.25 % and manages about $1.2 billion in assets, placing it among the more liquid low-volatility ETFs. Its 12-month rolling volatility hovers near 11 %, notably lower than the ~15 % volatility of the MSCI World benchmark, while delivering a dividend yield of roughly 2.1 %. The fund’s factor tilt toward low-volatility stocks results in an overweight to defensive sectors such as consumer staples and utilities, which historically benefit when interest-rate hikes compress equity risk premiums.
If you’re looking to dig deeper into how GLOV’s low-volatility exposure interacts with current macro trends, ValueRay offers a data-driven dashboard that can help you quantify the trade-off between risk and return for this and similar strategies.
What is the price of GLOV shares?
Over the past week, the price has changed by +0.19%, over one month by +0.96%, over three months by +1.57% and over the past year by +15.07%.
Is GLOV a buy, sell or hold?
What are the forecasts/targets for the GLOV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 65.9 | 14.4% |
GLOV Fundamental Data Overview December 15, 2025
Beta = 0.73
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.55b USD (1.55b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.55b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.55b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 8.06% (E(1.55b)/V(1.55b) * Re(8.06%) + (debt-free company))
Discount Rate = 8.06% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for GLOV ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle