Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GMO International Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
GMO International Value ETF (GMOI) has returned 7.89% so far this year and 39.68% over the past 12 months.
GMO International Value ETF
- 1D
- 2.61%
- 1M
- -4.66%
- YTD
- 7.89%
- 6M
- 17.89%
- 1Y
- 39.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 29, 2024, GMOI's average daily return is +0.12%, while the average monthly return is +2.32%. At this rate, your investment would double in approximately 2.5 years.
Historically, 78% of months were positive and 22% 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 58% 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% | 7.89% | |||||||||
| 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 | -1.38% | -0.93% | -2.34% | -4.57% |
Benchmark Metrics
GMO International Value ETF has an annualized alpha of 27.35%, beta of 0.62, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since October 30, 2024.
- This ETF captured 94.75% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -76.36%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.62 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
- 27.35%
- Beta
- 0.62
- R²
- 0.47
- Upside Capture
- 94.75%
- Downside Capture
- -76.36%
Expense Ratio
GMOI has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GMOI ranks 94 for risk / return — in the top 94% 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 a chosen benchmark (S&P 500 Index).
| GMOI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 0.90 | +1.52 |
Sortino ratioReturn per unit of downside risk | 3.19 | 1.39 | +1.81 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.21 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.40 | +1.93 |
Martin ratioReturn relative to average drawdown | 15.91 | 6.61 | +9.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GMOI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
GMO International Value ETF provided a 2.54% 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 | 2.54% | 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 | |||||||||
| 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.
Loading graphics...
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 4.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.67% | Mar 20, 2025 | 14 | Apr 8, 2025 | 23 | May 12, 2025 | 37 |
| -8.36% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -6.35% | Nov 8, 2024 | 29 | Dec 19, 2024 | 26 | Jan 30, 2025 | 55 |
| -4.31% | Nov 13, 2025 | 6 | Nov 20, 2025 | 5 | Nov 28, 2025 | 11 |
| -4.15% | Jul 24, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...