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GMO Dynamic Allocation ETF (GMOD) Sharpe Ratio

ETF · Currency in USD · Last updated Jun 6, 2026

The GMO Dynamic Allocation ETF (GMOD) is an actively managed multi-asset fund that dynamically adjusts its allocations among global equities, fixed income, and alternative assets in response to GMO's valuation forecasts and prevailing market conditions. It implements its strategy largely through GMO's own quality and value equity ETFs alongside Treasury and municipal bond ETFs, seeking attractive risk-adjusted returns across a full market cycle.

Sharpe ratio is not yet available for GMOD. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares GMO Dynamic Allocation ETF's Sharpe Ratio with other ETFs in the Tactical Allocation category across multiple time periods, showing how GMOD's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RHRXRH Tactical Rotation ETF2.75
LEXIAlexis Practical Tactical ETF2.54
MOODRelative Sentiment Tactical Allocation ETF2.31
TDSBCabana Target Drawdown 7 ETF2.28
CLSMCabana Target Leading Sector Moderate ETF2.24
TRTYCambria Trinity ETF2.20
QQWZPacer Cash COWZ 100-Nasdaq 100 Rotator ETF2.18
TBFGThe Brinsmere Fund - Growth ETF2.09
COROiShares International Country Rotation Active ETF1.97
TDSCCabana Target Drawdown 10 ETF1.96
GMODGMO Dynamic Allocation ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GMOD's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GMOD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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