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BCHI vs. GMOD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCHI vs. GMOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Beyond China ETF (BCHI) and GMO Dynamic Allocation ETF (GMOD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCHI achieves a 20.06% return, which is significantly higher than GMOD's 8.06% return.


BCHI

1D
0.10%
1M
-4.22%
6M
12.35%
YTD
20.06%
1Y
36.96%
3Y*
5Y*
10Y*
ALL TIME*
33.03%

GMOD

1D
-0.04%
1M
0.60%
6M
4.74%
YTD
8.06%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$56.39K$51.68K$47.34K
$231.46K$321.90K$299.47K

BCHI vs. GMOD - Yearly Performance Comparison


2026 (YTD)2025
BCHI
GMO Beyond China ETF
20.06%6.30%
GMOD
GMO Dynamic Allocation ETF
8.06%4.35%

Correlation

The correlation between BCHI and GMOD is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 14, 2025

0.75

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Return for Risk

BCHI vs. GMOD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCHI
BCHI Risk / Return Rank: 6565
Overall Rank
BCHI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BCHI Sortino Ratio Rank: 6363
Sortino Ratio Rank
BCHI Omega Ratio Rank: 7070
Omega Ratio Rank
BCHI Calmar Ratio Rank: 6666
Calmar Ratio Rank
BCHI Martin Ratio Rank: 6262
Martin Ratio Rank

GMOD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCHI vs. GMOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Beyond China ETF (BCHI) and GMO Dynamic Allocation ETF (GMOD). 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.

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.


BCHIGMODDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.33

Martin ratioReturn relative to average drawdown

7.51

BCHI vs. GMOD - Sharpe Ratio Comparison


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Drawdowns

BCHI vs. GMOD - Drawdown Comparison

The maximum BCHI drawdown since its inception was -16.01%, which is greater than GMOD's maximum drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for BCHI and GMOD.


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Drawdown Indicators


BCHIGMODDifference

Max Drawdown

Largest peak-to-trough decline

-16.01%

-6.50%

-9.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.01%

Current Drawdown

Current decline from peak

-12.64%

-0.04%

-12.60%

Average Drawdown

Average peak-to-trough decline

-2.82%

-1.07%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

Volatility

BCHI vs. GMOD - Volatility Comparison


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Volatility by Period


BCHIGMODDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

Volatility (6M)

Calculated over the trailing 6-month period

22.63%

Volatility (1Y)

Calculated over the trailing 1-year period

24.26%

8.77%

+15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

8.77%

+14.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

8.77%

+14.15%

BCHI vs. GMOD - Expense Ratio Comparison

BCHI has a 0.65% expense ratio, which is higher than GMOD's 0.50% expense ratio.


Dividends

BCHI vs. GMOD - Dividend Comparison

BCHI's dividend yield for the trailing twelve months is around 25.19%, more than GMOD's 1.36% yield.


PositionTTM2025
BCHI
GMO Beyond China ETF
25.19%3.67%
GMOD
GMO Dynamic Allocation ETF
1.36%0.93%

Frequently Asked Questions


BCHI and GMOD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GMOD is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GMOD is cheaper with a 0.50% expense ratio, compared with 0.65% for BCHI.

BCHI has the higher dividend yield at 25.19%, compared with 1.36% for GMOD.

BCHI is categorized as Emerging Markets Equities, while GMOD is Tactical Allocation. Their fees differ too: 0.65% for BCHI and 0.50% for GMOD.

Portfolio Optimizer

Find the right allocation for BCHI and GMOD

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