BCHI vs. GMOD
BCHI (GMO Beyond China ETF) and GMOD (GMO Dynamic Allocation ETF) are both exchange-traded funds - BCHI is a Emerging Markets Equities fund actively managed by GMO, while GMOD is a Tactical Allocation fund actively managed by GMO. Both are actively managed. Their 0.75 correlation means they have sometimes moved together and sometimes differently. BCHI charges 0.65%/yr vs 0.50%/yr for GMOD.
Performance
BCHI vs. GMOD - Performance Comparison
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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*
- —
Liquidity Comparison
| Position | Avg. 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
BCHI
GMOD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| BCHI | GMOD | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| BCHI | GMOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.01% | -6.50% | -9.51% |
Max Drawdown (1Y)Largest decline over 1 year | -16.01% | — | — |
Current DrawdownCurrent decline from peak | -12.64% | -0.04% | -12.60% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -1.07% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | — | — |
Volatility
BCHI vs. GMOD - Volatility Comparison
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Volatility by Period
| BCHI | GMOD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
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.
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