With Green Energy Exposure, New Goldman Fund GPOW Could Pack a Punch
Exchange-traded fund issuer Alerian has shown success with its master limited partnership investing business. An example is its more-than-$6 billion Alerian MLP ETF (AMLP) . With that kind of portfolio, Alerian would appear to have a lock on midstream investing. Some, including Goldman Sachs (GS) , however, apparently think otherwise, with the recent Goldman Sachs North American Pipeline & Power Equity ETF GPOW launch. Let's take a look.
Under The Hood
GPOW is a passive fund that tracks the Solactive Energy Infrastructure Enhanced Index. The index methodology lays out the security selection process plainly and makes business line classifications based on the Factset Revere Business Industry Classification System (RBICS). I mention this because I've talked about this classification scheme before, and I find it to be much more robust than those provided by Standard & Poors/MSCI GICS or FTSE Russell (ICB) offerings.
The pool of eligible companies includes companies in the "Midstream Energy" subsector as well as the "LPG, Propane and other Distributors," and "Oil and Gas Transportation and Infrastructure" industry groups. This is not surprising. But at least half of revenue exposure to the "Alternative Wholesale Power" sub-industries for Canada, the U.S., Europe, China, and Latin America are also qualifiers. From there, companies with more than 20% revenue exposure to "Petroleum Refining" and "Petroleum Water Transportation" are excluded as are companies with more than 50% revenue exposure to "Oil and Gas Operations Support Activities."
What's in a Weight?
Some pockets of the investing world are still debating market capitalization vs. equal dollar weight approaches to position allocation. This index does not attend those cocktail parties. The weighting approach used here is based on the ranks of multiple fundamental factors. Both Growth (Implied Total Return, EPS Growth, Medium Term Trading Momentum) and Quality (Return on Invested Capital, Leverage, Cash Flow Accruals, Balance Sheet Accruals) factors are used in these determinations. Each name is ranked on every variable and a weighted score is produced, with each factor receiving a roughly 15% allocation to the overall score.
The final pool of names is then broken up into quintiles based on float-adjusted market capitalization and equally weighted within the quintile. The fundamental scoring is then used to adjust these weights accordingly. The final step is to apply some position capping, so any fund tracking the index will not run afoul of any Securities and Exchange Commission, or Internal Revenue diversification rules. The whole process is a little complicated, but I believe it does more service for investors than a simple market capitalization or equally weighted approach.
Wrap It Up
As you can see, GPOW looks to deliver exposures that go beyond MLPs. Indeed, while all but one name in AMLP is held in GPOW, GPOW not only has an additional six MLPs, but also 33 other C-Corps including names like Innergex Renewable Energy (INGXF) , Brookfield Renewable Corp (BEPC) , and Ormat Technologies (ORA) . Given the shift to more reasonable ESG investing, my take is we will be seeing more funds like this that look to take advantage of the continued demand for hydrocarbons, but are also preparing for the gradual transition to renewable and alternative energy sources.
At the time of publication, Abssy had no position in any security mentioned.