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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GMO International Quality 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 International Quality ETF (QLTI) has returned -6.11% so far this year and 6.57% over the past 12 months.
GMO International Quality ETF
- 1D
- 2.52%
- 1M
- -10.97%
- YTD
- -6.11%
- 6M
- -2.13%
- 1Y
- 6.57%
- 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, QLTI's average daily return is +0.01%, while the average monthly return is +0.14%. At this rate, your investment would double in approximately 41.3 years.
Historically, 67% of months were positive and 33% 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 53% 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% | -6.11% | |||||||||
| 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 | -2.49% | -2.30% | -3.61% | -8.17% |
Benchmark Metrics
GMO International Quality ETF has an annualized alpha of -4.07%, beta of 0.65, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since October 30, 2024.
- This ETF participated in 58.99% of S&P 500 Index downside but only 33.85% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.65 may look defensive, but with R² of 0.49 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 0.49 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
- -4.07%
- Beta
- 0.65
- R²
- 0.49
- Upside Capture
- 33.85%
- Downside Capture
- 58.99%
Expense Ratio
QLTI has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QLTI ranks 22 for risk / return — below 22% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for GMO International Quality ETF (QLTI) and compare them to a chosen benchmark (S&P 500 Index).
| QLTI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.90 | -0.50 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.39 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.40 | -0.98 |
Martin ratioReturn relative to average drawdown | 1.54 | 6.61 | -5.07 |
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 QLTI 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 Quality ETF provided a 0.55% dividend yield over the last twelve months, with an annual payout of $0.14 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.14 | $0.14 | $0.04 |
Dividend yield | 0.55% | 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 | |||||||||
| 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 11.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.82% | Mar 6, 2025 | 24 | Apr 8, 2025 | 28 | May 19, 2025 | 52 |
| -13.72% | Feb 25, 2026 | 23 | Mar 27, 2026 | — | — | — |
| -8.57% | Oct 30, 2024 | 51 | Jan 14, 2025 | 34 | Mar 5, 2025 | 85 |
| -6.96% | Oct 21, 2025 | 23 | Nov 20, 2025 | 24 | Dec 26, 2025 | 47 |
| -6.52% | Jul 11, 2025 | 16 | Aug 1, 2025 | 43 | Oct 2, 2025 | 59 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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