Goldman Sachs Asset Management ISIN LU2037301442

Goldman Sachs North America Enhanced Index Sustainable Equity

Goldman Sachs North America Enhanced Index Sustainable Equity is an active equity fund from Goldman Sachs Asset Management, ISIN LU2037301442.

  • Active
  • Equity
  • North America
  • Fund size (GBP) £1.9B

The Fund is classified as a financial product under Article 8 of the EU Sustainable Finance Disclosure Regulation. The Fund promotes environmental and social characteristics and has a minimum proportion of sustainable investments. Detailed information on the sustainability related disclosures of the Fund can be found in the Pre-Contractual Document (annex of the prospectus) on https://am.gs.com/en-int/advisors/Funds. The Fund is actively managed and aims for a risk and return comparable to the risk and return of the MSCI North America (NR) (the benchmark). The Fund also integrates ESG criteria aimed at achieving an enhanced sustainability profile compared to that of the benchmark. The Fund promotes environmental and social characteristics by restricting issuers involved in controversial activities and aiming for lower carbon intensity compared to the benchmark. The benchmark represents the Fund’s investment universe. While the benchmark represents the Fund’s investment universe, it may at times hold investments that are not part of the benchmark as a result of events such as (but not limited to) the periodic rebalancing of the benchmark, a restructuring or other corporate action of an benchmark constituent. Such instances will be rectified at the next scheduled portfolio construction. The Investment Manager determines the Fund’s overall portfolio construction in line with its investment strategy on a quarterly basis. The Investment Manager uses an optimisation methodology to construct the portfolio with an aim to achieve a risk and return profile comparable to the risk and return profile of the benchmark. Moreover, due to the application of the ESG considerations (including exclusionary screens), it is likely that there is a difference between the composition of the Fund's portfolio and the composition of the benchmark causing the risk-return profile of the Fund to deviate from the benchmark. You can sell your participation in this Fund on each (working) day on which the value of the units is calculated, which for this Fund occurs daily. The Fund does not aim to provide you with a dividend. It will reinvest all earnings.

How the fund has returned, and where it ranks among peers. Returns to Sep 2026 end, GBP net total return.
+16.6% Q2
1 year return
+64.0% Q2
3 year return
+75.7% Q2
5 year return
Daily NAV, percent change from the start of the range. Source: FE fundinfo.
  • 1 month +0.9%
  • 3 months +1.7%
  • Volatility, 3 years 14.7%
  • Ongoing charge (OCF)
  • Fund size (GBP) £1.9B

What the fund holds

Where the money is: sectors, countries and largest holdings. As supplied by FE fundinfo, last updated 21 Sep 2026. Swipe or use the arrows for more panels.

By sector

Spot concentrations at a glance. Share of the fund's portfolio, as supplied by FE fundinfo, last updated 21 Sep 2026.

Largest sector: Information Technology. 10 sectors reported.

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By country

Spot concentrations at a glance. Share of the fund's portfolio, as supplied by FE fundinfo, last updated 21 Sep 2026.

Largest country: USA. 2 countries reported.

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By asset class

Spot concentrations at a glance. Share of the fund's portfolio, as supplied by FE fundinfo, last updated 21 Sep 2026.

Largest asset class: US Equities. 2 asset classes reported.

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Largest holdings

The biggest positions, and how concentrated the fund is. As supplied by FE fundinfo, last updated 21 Sep 2026.

The 10 largest holdings are reported by FE.

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Macro events and this fund

Recent events linked to this fund by its country and sector exposure, and how it moved after. A measured move, not a cause.

Performance, risk and facts

Judge return, risk and cost before a client conversation. Relative return uses the chart's time range. Facts as reported by the manager.

Against its benchmark

How the fund compares with its benchmark over the same period.

Risk

How bumpy the ride has been, plus the regulatory risk rating.
Volatility, 3 years14.7%
Scale 0 to 40%
Sharpe ratio, 3 years (FE)1.17
Scale −1 to 3
Largest fall from a peak (maximum drawdown), 3 years
−20.6%

Volatility and maximum drawdown: calculated by Funds Benchmark, as at 30 Sep 2026.

Sharpe, alpha, beta: FE fundinfo, as at 6 Jul 2026.

Fund facts

Legal and cost facts for a client note. As reported by the manager.
ISIN
LU2037301442
Management company
Goldman Sachs Asset Management B.V.
Depositary
Brown Brothers Harriman (Luxembourg) S.C.A.
Benchmark
MSCI North America (NR)
Ongoing charge
Share class launch date
1 Oct 2019
Domicile
LU
Fund type
open-ended fund
SRRI
6 of 7

What a sum would have become

What an amount would have grown to over the period.
n/a

Past performance is not a reliable guide to future returns. Capital is at risk. Source: FE fundinfo. Returns are GBP net total return to month end unless stated. Headline returns to Sep 2026. Fund size is shown in GBP.