- CUSIP
- 90139K407
- Issuer
- GMO
- Inception Date
- Oct 28, 2024
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI World ex USA Value
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $471M
Share Price Chart
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Performance
GMOI Performance Chart
GMO International Value ETF (GMOI) is up 12.7% since the beginning of the year. GMOI is currently trading at $38 per share.
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Returns By Period
GMO International Value ETF (GMOI) has returned 12.69% so far this year and 37.44% over the past 12 months.
GMO International Value ETF
- 1D
- -0.08%
- 1M
- -0.73%
- YTD
- 12.69%
- 6M
- 13.04%
- 1Y
- 37.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GMOI Monthly Returns History
Based on dividend-adjusted daily data since Oct 29, 2024, GMOI's average daily return is +0.11%, while the average monthly return is +2.21%. At this rate, an investment would double in approximately 2.6 years.
Historically, 76% of months were positive and 24% were negative. The best month was Feb 2026 with a return of +6.6%, while the worst month was Mar 2026 at -4.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GMOI closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.18% | 6.58% | -4.66% | 3.77% | 1.72% | -1.05% | 12.69% | ||||||
| 2025 | 4.18% | 5.51% | 2.34% | 1.76% | 5.23% | 2.15% | 0.43% | 5.88% | 1.87% | 0.81% | 3.83% | 4.39% | 45.64% |
| 2024 | -1.28% | -0.93% | -2.34% | -4.48% |
Benchmark Metrics
GMO International Value ETF has an annualized alpha of 20.08%, beta of 0.63, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since October 29, 2024.
- This ETF captured 71.66% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -64.19%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.63 may look defensive, but with R2 of 0.47 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.47 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 20.08%
- Beta
- 0.63
- R²
- 0.47
- Upside Capture
- 71.66%
- Downside Capture
- -64.19%
Expense Ratio
GMOI has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GMOI ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for GMO International Value ETF (GMOI) 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.
| GMOI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.37 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 2.78 | +1.71 |
| Martin ratioReturn relative to average drawdown | 17.76 | 12.44 | +5.32 |
Dividends
Dividend History
GMO International Value ETF provided a 2.43% dividend yield over the last twelve months, with an annual payout of $0.92 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.92 | $0.92 | $0.13 |
Dividend yield | 2.43% | 2.74% | 0.54% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO International Value 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.35 | $0.92 |
| 2024 | $0.13 | $0.13 |
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 International Value 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 International Value ETF was 14.67%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
The current GMO International Value ETF drawdown is 1.62%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -14.67%Apr 2025 | 19d | 1mo 4d | 1mo 23dMar 2025 - May 2025 |
2026 pullback2026 | -8.36%Mar 2026 | 22d | 1mo 17d | 2mo 9dFeb 2026 - May 2026 |
2024 pullback2024 | -6.35%Dec 2024 | 1mo 11d | 1mo 12d | 2mo 23dNov 2024 - Jan 2025 |
2025 pullback2025 | -4.31%Nov 2025 | 7d | 8d | 15dNov 2025 - Nov 2025 |
2025 pullback2025 | -4.15%Aug 2025 | 8d | 11d | 19dJul 2025 - Aug 2025 |
Drawdown Indicators
| GMOI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.67% | -56.78% | +42.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.36% | -9.10% | +0.74% |
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 | -1.62% | -1.80% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -10.71% | +9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.03% | +0.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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