ESML
iShares ESG Aware MSCI USA Small-Cap ETF
SMB
Adj. R2
0.980
Rel. Sharpe
0.866
Mkt beta
1.00
AUM
US$2.3B
MER
0.17%
Valuation
134
ETF comparison
Verified factor-similar pair
ESML vs GSSC
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
87
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- GSSC has the higher backtested relative Sharpe (1.027 vs 0.866).
- ESML has the lower published fee (0.17% vs 0.20%).
- GSSC is cheaper on dividend valuation (126 vs 134, where 100 is each fund's historical median).
- ESML has the stronger regression fit (adjusted R-squared 0.980 vs 0.939).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
GSSC
TR Activebeta US Small Cap Equity ETF
SMB
Adj. R2
0.939
Rel. Sharpe
1.027
Mkt beta
0.89
AUM
US$921M
MER
0.20%
Valuation
126
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.11
HML
diff +0.04
RMW
diff +0.02
CMA
diff -0.07
UMD
diff -0.06
Why This Pair Matches
Exposure level
87
Exposure shape
100
Mkt beta diff
0.11
Rel. Sharpe diff
0.162
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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