- Issuer
- GMO
- Inception Date
- Oct 13, 2025
- Region
- Global (Broad)
- Category
- Tactical Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Assets Under Management
- $34M
Share Price Chart
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Performance
GMOD Performance Chart
GMO Dynamic Allocation ETF (GMOD) is up 6.9% since the beginning of the year. GMOD is currently trading at $27 per share.
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Returns By Period
GMO Dynamic Allocation ETF
- 1D
- 0.28%
- 1M
- -0.34%
- YTD
- 6.85%
- 6M
- 6.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.01%
- 1M
- -2.15%
- YTD
- 7.48%
- 6M
- 6.14%
- 1Y
- 20.77%
- 3Y*
- 19.34%
- 5Y*
- 11.44%
- 10Y*
- 13.91%
GMOD Monthly Returns History
Based on dividend-adjusted daily data since Oct 14, 2025, GMOD's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 78% of months were positive and 22% were negative. The best month was Apr 2026 with a return of +4.3%, while the worst month was Mar 2026 at -4.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.
On a daily basis, GMOD closed higher 58% of trading days. The best single day was Apr 8, 2026 with a return of +1.9%, while the worst single day was Jun 5, 2026 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.16% | 3.21% | -4.87% | 4.30% | 1.75% | -0.59% | 6.85% | ||||||
| 2025 | 1.66% | 1.25% | 1.38% | 4.35% |
Benchmark Metrics
GMO Dynamic Allocation ETF has an annualized alpha of 7.56%, beta of 0.57, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since October 14, 2025.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (56.76%) than losses (12.91%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 7.56% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.57 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 7.56%
- Beta
- 0.57
- R²
- 0.73
- Upside Capture
- 56.76%
- Downside Capture
- 12.91%
Expense Ratio
GMOD has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for GMO Dynamic Allocation ETF (GMOD) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GMOD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.29 | — |
| Martin ratioReturn relative to average drawdown | — | 10.09 | — |
Dividends
Dividend History
GMO Dynamic Allocation ETF provided a 0.87% dividend yield over the last twelve months, with an annual payout of $0.24 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.24 | $0.24 |
Dividend yield | 0.87% | 0.93% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO Dynamic Allocation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.24 | $0.24 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the GMO Dynamic Allocation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the GMO Dynamic Allocation ETF was 6.50%, occurring on Mar 27, 2026. Recovery took 27 trading sessions.
The current GMO Dynamic Allocation ETF drawdown is 1.05%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -6.50%Mar 2026 | 25d | 1mo 10d | 2mo 5dMar 2026 - May 2026 |
2025 pullback2025 | -2.54%Nov 2025 | 7d | 6d | 13dNov 2025 - Nov 2025 |
2026 pullback2026 | -2.00%Jun 2026 | 7d | 5d | 12dJun 2026 - Jun 2026 |
2026 pullback2026 | -1.56%May 2026 | 12d | 7d | 19dMay 2026 - May 2026 |
2026 pullback2026 | -1.51%Jun 2026 | 7d | — | 10d 22hJun 2026 - now |
Drawdown Indicators
| GMOD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.50% | -56.78% | +50.28% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.05% | -3.32% | +2.27% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -10.71% | +9.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.06% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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