AIVI vs. GMOI
AIVI (WisdomTree International Al Enhanced Value Fund) and GMOI (GMO International Value ETF) are both Foreign Large Cap Equities funds. AIVI is actively managed, while GMOI is passively managed. Over the past year, AIVI returned 21.35% vs 34.93% for GMOI. Their correlation of 0.89 suggests significant overlap in exposure. AIVI charges 0.58%/yr vs 0.60%/yr for GMOI.
Performance
AIVI vs. GMOI - Performance Comparison
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Returns By Period
In the year-to-date period, AIVI achieves a 7.90% return, which is significantly lower than GMOI's 11.76% return.
AIVI
- 1D
- -1.90%
- 1M
- -2.27%
- YTD
- 7.90%
- 6M
- 11.86%
- 1Y
- 21.35%
- 3Y*
- 17.61%
- 5Y*
- 9.64%
- 10Y*
- 8.33%
GMOI
- 1D
- -1.93%
- 1M
- -1.37%
- YTD
- 11.76%
- 6M
- 15.15%
- 1Y
- 34.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AIVI vs. GMOI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AIVI WisdomTree International Al Enhanced Value Fund | 7.90% | 38.68% | -4.81% |
GMOI GMO International Value ETF | 11.76% | 45.64% | -4.57% |
Correlation
The correlation between AIVI and GMOI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2024 | 0.89 |
The correlation between AIVI and GMOI has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
AIVI vs. GMOI — Risk / Return Rank
AIVI
GMOI
AIVI vs. GMOI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Al Enhanced Value Fund (AIVI) and GMO International Value ETF (GMOI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AIVI | GMOI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.46 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 4.20 | -2.23 |
| Martin ratioReturn relative to average drawdown | 6.88 | 16.57 | -9.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIVI | GMOI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.64 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 2.05 | -1.81 |
Drawdowns
AIVI vs. GMOI - Drawdown Comparison
The maximum AIVI drawdown since its inception was -65.98%, which is greater than GMOI's maximum drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for AIVI and GMOI.
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Drawdown Indicators
| AIVI | GMOI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.98% | -14.67% | -51.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -8.36% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -11.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.42% | — | — |
Current DrawdownCurrent decline from peak | -4.04% | -2.11% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -15.53% | -1.70% | -13.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.11% | +1.00% |
Volatility
AIVI vs. GMOI - Volatility Comparison
WisdomTree International Al Enhanced Value Fund (AIVI) and GMO International Value ETF (GMOI) have volatilities of 3.90% and 3.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIVI | GMOI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 3.90% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 10.49% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 13.31% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 15.64% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 15.64% | +0.84% |
AIVI vs. GMOI - Expense Ratio Comparison
AIVI has a 0.58% expense ratio, which is lower than GMOI's 0.60% expense ratio.
Dividends
AIVI vs. GMOI - Dividend Comparison
AIVI's dividend yield for the trailing twelve months is around 4.27%, more than GMOI's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIVI WisdomTree International Al Enhanced Value Fund | 4.27% | 4.70% | 4.94% | 5.05% | 4.32% | 5.53% | 3.50% | 4.31% | 4.21% | 3.65% | 3.98% | 4.23% |
GMOI GMO International Value ETF | 2.45% | 2.74% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AIVI and GMOI have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GMOI has higher volatility (3.90%) compared to AIVI (3.90%). In terms of maximum drawdown, AIVI dropped -65.98% vs GMOI's -14.67%.
On 1-year performance, GMOI leads with 34.93% vs 21.35% for AIVI. On fees, AIVI is cheaper at 0.58% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GMOI has performed better with a 34.93% return vs 21.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AIVI is cheaper with a 0.58% expense ratio, compared with 0.60% for GMOI.
AIVI has the higher dividend yield at 4.27%, compared with 2.45% for GMOI.
They also come from different issuers: WisdomTree and GMO. Their fees differ too: 0.58% for AIVI and 0.60% for GMOI.
GMOI currently has the higher Sharpe Ratio (2.64 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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