- CUSIP
- 90139K308
- Issuer
- GMO
- Inception Date
- Oct 28, 2024
- Category
- Quality Factor, Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $285M
Highlights
- Avg. Volume (1M)
- 26K
- Avg. Volume Value (1M)
- $688.26K
Share Price Chart
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Performance
QLTI Performance Chart
GMO International Quality ETF (QLTI) is up 1.9% since the beginning of the year. QLTI is currently trading at $27 per share.
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Returns By Period
GMO International Quality ETF (QLTI) has returned 1.88% so far this year and 11.92% over the past 12 months.
GMO International Quality ETF
- 1D
- -0.75%
- 1M
- -0.65%
- 6M
- -0.26%
- YTD
- 1.88%
- 1Y
- 11.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.50%
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%
QLTI Monthly Returns History
Based on dividend-adjusted daily data since Oct 29, 2024, QLTI's average daily return is +0.03%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.
Historically, 73% of months were positive and 27% were negative. The best month was Jan 2025 with a return of +5.8%, while the worst month was Mar 2026 at -11.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, QLTI closed higher 52% 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 -5.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.14% | 3.24% | -10.97% | 4.51% | 1.53% | 2.10% | 0.16% | 1.88% | |||||
| 2025 | 5.80% | 0.74% | -3.19% | 4.08% | 4.01% | 0.85% | -4.99% | 3.46% | 1.49% | 1.25% | 0.32% | 2.62% | 17.12% |
| 2024 | -2.25% | -2.30% | -3.61% | -7.94% |
Benchmark Metrics
GMO International Quality ETF has an annualized alpha of -4.01%, beta of 0.68, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since October 29, 2024.
- This ETF participated in 43.15% of S&P 500 Index downside but only 33.36% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 may look defensive, but with R2 of 0.48 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 0.48 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
- -4.01%
- Beta
- 0.68
- R²
- 0.48
- Upside Capture
- 33.36%
- Downside Capture
- 43.15%
Expense Ratio
QLTI has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QLTI ranks 29 for risk / return — above 29% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for GMO International Quality ETF (QLTI) 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.
| QLTI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 2.00 | -1.16 |
| Martin ratioReturn relative to average drawdown | 2.33 | 8.49 | -6.16 |
Dividends
Dividend History
GMO International Quality ETF provided a 0.60% dividend yield over the last twelve months, with an annual payout of $0.16 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.16 | $0.14 | $0.04 |
Dividend yield | 0.60% | 0.52% | 0.19% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO International Quality 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 | $0.02 | $0.00 | $0.02 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.03 | $0.14 |
| 2024 | $0.04 | $0.04 |
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 Quality 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 Quality ETF was 14.82%, occurring on Apr 8, 2025. Recovery took 28 trading sessions.
The current GMO International Quality ETF drawdown is 3.70%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-14.82%Apr 2025 | 1mo 3d | 1mo 11d | 2mo 14dMar 2025 - May 2025 | 2025 selloff2025 |
-13.72%Mar 2026 | 1mo | — | 5mo 8dFeb 2026 - now | — |
-8.57%Jan 2025 | 2mo 16d | 1mo 20d | 4mo 6dOct 2024 - Mar 2025 | — |
-6.96%Nov 2025 | 1mo | 1mo 6d | 2mo 6dOct 2025 - Dec 2025 | — |
-6.52%Aug 2025 | 21d | 2mo 2d | 2mo 23dJul 2025 - Oct 2025 | — |
Drawdown Indicators
| QLTI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.82% | -56.78% | +41.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.72% | -9.10% | -4.62% |
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 | -3.70% | -1.58% | -2.12% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -10.70% | +6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 2.14% | +2.80% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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