Verified factor-similar pair

GSSC vs NUSC

These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.

SMB

Similarity score

Verified similar

Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.

GSSC

TR Activebeta US Small Cap Equity ETF

SMB

Adj. R2

0.940

Rel. Sharpe

0.971

Mkt beta

0.89

AUM

US$921M

MER

0.20%

Valuation

117

NUSC

Nuveen ESG Small-Cap ETF

SMB

Adj. R2

0.971

Rel. Sharpe

0.767

Mkt beta

1.00

AUM

US$1.3B

MER

0.31%

Valuation

283

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

GSSC

+0.84

|t|

+13.9

NUSC

+0.74

|t|

+17.4

diff +0.10

HML

GSSC

+0.09

|t|

+1.8

NUSC

+0.13

|t|

+3.7

diff -0.04

RMW

GSSC

-0.02

|t|

-0.3

NUSC

-0.01

|t|

-0.3

diff -0.01

CMA

GSSC

+0.08

|t|

+1.1

NUSC

+0.01

|t|

+0.2

diff +0.07

UMD

GSSC

+0.09

|t|

+2.1

NUSC

+0.04

|t|

+1.5

diff +0.04

Why This Pair Matches

Exposure level

Exposure shape

100

Mkt beta diff

0.11

Rel. Sharpe diff

0.205

This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.

GSSC fund page NUSC fund page US ETF Leaders US Universe

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