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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GMO U.S. 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.
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Returns By Period
GMO U.S. Value ETF (GMOV) has returned 2.83% so far this year and 17.08% over the past 12 months.
GMO U.S. Value ETF
- 1D
- 1.54%
- 1M
- -3.42%
- YTD
- 2.83%
- 6M
- 7.54%
- 1Y
- 17.08%
- 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, GMOV's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 56% of months were positive and 44% 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 50% 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% | 2.83% | |||||||||
| 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 | -1.08% | 6.23% | -6.04% | -1.27% |
Benchmark Metrics
GMO U.S. Value ETF has an annualized alpha of 5.31%, beta of 0.73, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since October 30, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.67%) than losses (76.86%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 5.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 5.31%
- Beta
- 0.73
- R²
- 0.67
- Upside Capture
- 96.67%
- Downside Capture
- 76.86%
Expense Ratio
GMOV has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GMOV ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for GMO U.S. Value ETF (GMOV) and compare them to a chosen benchmark (S&P 500 Index).
| GMOV | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.90 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.39 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.40 | +0.09 |
Martin ratioReturn relative to average drawdown | 6.48 | 6.61 | -0.13 |
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 GMOV 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 U.S. Value ETF provided a 2.17% dividend yield over the last twelve months, with an annual payout of $0.61 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.61 | $0.54 | $0.07 |
Dividend yield | 2.17% | 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 | $0.17 | |||||||||
| 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 4.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.71% | Nov 26, 2024 | 90 | Apr 8, 2025 | 87 | Aug 13, 2025 | 177 |
| -6.08% | Feb 9, 2026 | 29 | Mar 20, 2026 | — | — | — |
| -3.73% | Oct 6, 2025 | 5 | Oct 10, 2025 | 11 | Oct 27, 2025 | 16 |
| -2.93% | Oct 28, 2025 | 18 | Nov 20, 2025 | 3 | Nov 25, 2025 | 21 |
| -2.31% | Nov 12, 2024 | 6 | Nov 19, 2024 | 3 | Nov 22, 2024 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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