SKN | Goldman Sachs MarketBeta GVUS: Is Systematic Value Exposure Relevant for 2026 Portfolios?

Key Takeaways:

• GVUS offers systematic exposure to large-cap US value equities through a rules-based framework.
• The ETF reflects renewed institutional interest in valuation discipline amid higher-for-longer rate assumptions.
• For HNWIs, the relevance lies in portfolio balance, not tactical outperformance.

As markets transition toward a more selective investment environment, value-oriented strategies are re-entering institutional conversations. The Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) represents a structured approach to capturing large-cap value exposure, raising a key question for sophisticated investors: where does systematic value fit within a modern, globally diversified portfolio?

Why Value Exposure Is Back on Institutional Radar

Extended periods of growth dominance have left valuation dispersion across US equities unusually wide. As interest rates remain structurally higher and liquidity conditions tighten, investors are reassessing the durability of premium multiples. Value strategies, by design, emphasize companies trading at more conservative valuations relative to fundamentals.

GVUS applies a transparent, rules-based methodology to identify value characteristics across the Russell 1000 universe. This approach removes discretionary bias, offering predictable exposure that aligns with institutional portfolio construction rather than thematic speculation.

Systematic ETFs Versus Active Judgment

For HNWIs, the appeal of systematic ETFs lies in consistency and cost efficiency. GVUS provides exposure to value factors without reliance on active manager discretion, which can drift during market stress. However, systematic strategies also accept periods of underperformance when market leadership favors growth or momentum.

This trade-off reinforces an important principle: value exposure should serve as a structural counterbalance, not a standalone return engine. When integrated thoughtfully, it can help stabilize portfolios during valuation resets or macro-driven volatility.

Portfolio Role Within a Cross-Border Framework

Within internationally structured portfolios, US value equities often complement growth allocations, alternatives, and defensive assets. ETFs like GVUS may be used to anchor US equity exposure while mitigating concentration risk associated with narrow market leadership.

For globally mobile families, placement matters as much as exposure. Holding systematic equity strategies within appropriate custody structures can improve tax efficiency, liquidity management, and alignment with long-term objectives.

Looking ahead, the performance of value strategies will depend on earnings discipline, capital allocation behavior, and macro stability. If valuation sensitivity continues to rise, systematic value exposure may regain relevance. For HNWIs, the question is not whether GVUS should be on the radar, but whether value exposure is appropriately represented within a resilient, long-term investment structure.

For a confidential discussion regarding how systematic equity strategies may fit within your cross-border investment and banking framework, contact our senior advisory team.

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