GSPY

Gotham Enhanced 500 ETF

GSPY actively seeks long-term capital appreciation by reweighting the components of the S&P 500 Index based on proprietary fundamental research.


US

EQUITY

Rules-Based

MANAGEMENT STYLE

490.0 M

ASSETS UNDER MGMT

50 bp

EXPENSES
Fund Basics
Fund sponsorGotham Asset Management Holdings
CategoryUS
Asset classEquity
Websitelink...
Inception dateDec 28, 2020
Assets (mns)$490
Expense ratio50 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsAnnually
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
MICROSOFT CORP 7.3 %
APPLE INC 6.8 %
NVIDIA CORP 6.3 %
AMAZON.COM INC 4.5 %
ALPHABET INC. CLASS A 4.3 %
META PLATFORMS INC 3.3 %
BERKSHIRE HATHAWAY INC-CL B 1.9 %
JPMORGAN CHASE & CO 1.4 %
VISA INC. CLASS A 1.3 %
BROADCOM INC. 1.2 %
Constituent Breakdown
Number of holdings501
Herfindahl-Hirschman Index 218
Wgt avg mkt cap (mns)$917,246
Large cap (>$10bn)99.5%
Mid cap ($2-10bn)0.3%
Small cap (<$2bn)0.1%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 97.2 %
IRELAND 1.6 %
Historical Performance


Standardized Performance (as of 10/31/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 15.8% 31.1% 20.5% 7.9% -- -- 10.9%
Volatility 12.2% 11.9% 13.8% 17.0% -- -- --
Market Correlations
versus...BetaR-squared
S&P 5000.98102%
MSCI EAFE0.8476%
MSCI Emg Mkts0.6545%
Liquidity Measures
Avg. volume (000)3
Turnover0.0%
Avg. Bid/Ask (% of price)0.06%
ADV of underlying (mns)$319,779
Technical Indicators
Recent close$31.46
30d moving avg.$31.66
Annualized volatility16.9%
Relative strength (RSI)52
Short interest (ETF)0.1%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Comparable ETFs Based on Overlap
Risk and Returns: GSPY vs. Comps (1 YR)

Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
2.2 18.9 3.5 1.5% --
Based on closing prices from 11/1/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
GSPY



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™

GSPY

5.4%

Cat. Avg

5.6%


ALTAR Score™ Calculation

Category Overview
There are 949 funds in the US Equity category, with an average ALTAR Score™ of 5.6% and a standard deviation of 2.5%. GSPY's ALTAR Score™ is approximately 0.1 standard deviations below the category average. This places GSPY in the 46th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

GSPY
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Rules-Based
US Equity ETFs
# of ETFs 609
Avg. Expense Ratio 46.6 bp
Std. Deviation 32.9 bp
GSPY (50 bp) Percentile rank 55
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
GSPY 50.0 6.1 56.1
Peer Avg. 36.7 15.2 51.9
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .