EXUS vs. GMOI

Last updated Jun 5, 2026

EXUS (Macquarie Focused International Core ETF) and GMOI (GMO International Value ETF) are both Foreign Large Cap Equities funds. A 0.73 correlation means they provide meaningful diversification when combined. EXUS charges 0.59%/yr vs 0.60%/yr for GMOI.

Performance

EXUS vs. GMOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Macquarie Focused International Core ETF (EXUS) and GMO International Value ETF (GMOI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EXUS achieves a 7.26% return, which is significantly lower than GMOI's 13.97% return.

EXUS

• 1D: 0.26%
• 1M: 3.19%
• YTD: 7.26%
• 6M: 8.12%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GMOI

• 1D: 0.82%
• 1M: 2.57%
• YTD: 13.97%
• 6M: 17.28%
• 1Y: 37.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXUS vs. GMOI - Yearly Performance Comparison

	2026 (YTD)	2025
EXUS Macquarie Focused International Core ETF	7.26%	4.28%
GMOI GMO International Value ETF	13.97%	20.94%

Correlation

The correlation between EXUS and GMOI is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025	0.73

Return for Risk

EXUS vs. GMOI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GMOI

GMOI Risk / Return Rank: 86
GMOI Sharpe Ratio Rank: 87
GMOI Sortino Ratio Rank: 88
GMOI Omega Ratio Rank: 85
GMOI Calmar Ratio Rank: 84
GMOI Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXUS vs. GMOI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Macquarie Focused International Core ETF (EXUS) 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.

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

Sharpe Ratios by Period

	EXUS	GMOI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	2.17	-1.48

Drawdowns

EXUS vs. GMOI - Drawdown Comparison

The maximum EXUS drawdown since its inception was -15.28%, roughly equal to the maximum GMOI drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for EXUS and GMOI.

Drawdown Indicators

	EXUS	GMOI	Difference
Max Drawdown Largest peak-to-trough decline	-15.28%	-14.67%	-0.61%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.36%	—
Current Drawdown Current decline from peak	-0.60%	-0.18%	-0.42%
Average Drawdown Average peak-to-trough decline	-3.05%	-1.70%	-1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.11%	—

Volatility

Volatility by Period

	EXUS	GMOI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.88%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.29%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.12%	13.15%	+4.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.12%	15.58%	+2.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.12%	15.58%	+2.54%

EXUS vs. GMOI - Expense Ratio Comparison

EXUS has a 0.59% expense ratio, which is lower than GMOI's 0.60% expense ratio.

Dividends

EXUS vs. GMOI - Dividend Comparison

EXUS's dividend yield for the trailing twelve months is around 0.03%, less than GMOI's 2.40% yield.

Position	TTM	2025	2024
EXUS Macquarie Focused International Core ETF	0.03%	0.03%	0.00%
GMOI GMO International Value ETF	2.40%	2.74%	0.54%

Frequently Asked Questions

Can I hold both EXUS and GMOI in my portfolio?

EXUS and GMOI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EXUS or GMOI?

On fees, EXUS is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EXUS or GMOI?

EXUS is cheaper with a 0.59% expense ratio, compared with 0.60% for GMOI.

Which ETF pays a higher dividend yield, EXUS or GMOI?

GMOI has the higher dividend yield at 2.40%, compared with 0.03% for EXUS.

What is the main difference between EXUS and GMOI?

They also come from different issuers: Macquarie and GMO. Their fees differ too: 0.59% for EXUS and 0.60% for GMOI.