- CUSIP
- 90139K605
- Issuer
- GMO
- Inception Date
- Oct 28, 2024
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $104M
Highlights
- Avg. Volume (1M)
- 22K
- Avg. Volume Value (1M)
- $684.01K
Share Price Chart
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Performance
GMOV Performance Chart
GMO U.S. Value ETF (GMOV) is up 15.8% since the beginning of the year. GMOV is currently trading at $32 per share.
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Returns By Period
GMO U.S. Value ETF (GMOV) has returned 15.84% so far this year and 29.33% over the past 12 months.
GMO U.S. Value ETF
- 1D
- 0.28%
- 1M
- 3.71%
- 6M
- 11.53%
- YTD
- 15.84%
- 1Y
- 29.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.57%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
GMOV Monthly Returns History
Based on dividend-adjusted daily data since Oct 29, 2024, GMOV's average daily return is +0.07%, while the average monthly return is +1.29%. At this rate, an investment would double in approximately 4.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2024 with a return of +6.2%, while the worst month was Dec 2024 at -6.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GMOV closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.87% | 2.51% | -3.42% | 6.20% | 1.54% | -1.33% | 5.87% | 15.84% | |||||
| 2025 | 4.38% | -0.43% | -2.97% | -4.06% | 2.27% | 4.90% | -0.16% | 5.76% | 0.16% | -0.84% | 3.58% | 1.81% | 14.81% |
| 2024 | -1.44% | 6.23% | -6.04% | -1.63% |
Benchmark Metrics
GMO U.S. Value ETF has an annualized alpha of 5.98%, beta of 0.67, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since October 29, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.27%) than losses (53.44%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 5.98% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.67 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
- 5.98%
- Beta
- 0.67
- R²
- 0.60
- Upside Capture
- 78.27%
- Downside Capture
- 53.44%
Expense Ratio
GMOV has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GMOV ranks 93 for risk / return — above 93% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for GMO U.S. Value ETF (GMOV) 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.
| GMOV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.25 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.68 | 2.00 | +2.68 |
| Martin ratioReturn relative to average drawdown | 16.15 | 8.49 | +7.66 |
Dividends
Dividend History
GMO U.S. Value ETF provided a 1.87% dividend yield over the last twelve months, with an annual payout of $0.59 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.59 | $0.54 | $0.07 |
Dividend yield | 1.87% | 1.98% | 0.30% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO U.S. 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 | $0.17 | $0.00 | $0.00 | $0.13 | $0.00 | $0.30 | |||||
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.54 |
| 2024 | $0.07 | $0.07 |
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 U.S. 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 U.S. Value ETF was 16.71%, occurring on Apr 8, 2025. Recovery took 87 trading sessions.
The current GMO U.S. Value ETF drawdown is 0.64%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-16.71%Apr 2025 | 4mo 13d | 4mo 7d | 8mo 20dNov 2024 - Aug 2025 | 2025 selloff2025 |
-6.08%Mar 2026 | 1mo 9d | 1mo 4d | 2mo 13dFeb 2026 - Apr 2026 | — |
-3.73%Oct 2025 | 4d | 17d | 21dOct 2025 - Oct 2025 | — |
-2.93%Nov 2025 | 23d | 5d | 28dOct 2025 - Nov 2025 | — |
-2.68%Jun 2026 | 13d | 14d | 27dJun 2026 - Jul 2026 | — |
Drawdown Indicators
| GMOV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -56.78% | +40.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.08% | -9.10% | +3.02% |
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 | -0.64% | -1.58% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -10.70% | +8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 2.14% | -0.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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