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
ETF comparison
Verified factor-similar pair
GSSC vs JPSE
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
85
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- JPSE has the higher backtested relative Sharpe (1.051 vs 1.027).
- GSSC has the lower published fee (0.20% vs 0.29%).
- JPSE is cheaper on dividend valuation (117 vs 126, where 100 is each fund's historical median).
- JPSE has the stronger regression fit (adjusted R-squared 0.973 vs 0.939).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
JPSE
JPMorgan Diversified Return U.S. Small Cap Equity ETF
SMB
Adj. R2
0.973
Rel. Sharpe
1.051
Mkt beta
0.95
AUM
US$557M
MER
0.29%
Valuation
117
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 -0.02
HML
diff -0.09
RMW
diff -0.24
CMA
diff +0.04
UMD
diff +0.05
Why This Pair Matches
Exposure level
81
Exposure shape
98
Mkt beta diff
0.06
Rel. Sharpe diff
0.024
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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