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GMOC vs. CUSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMOC vs. CUSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Ultra-Short Income ETF (GMOC) and CrossingBridge Ultra-Short Duration ETF (CUSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMOC achieves a 1.85% return, which is significantly lower than CUSD's 2.37% return.


GMOC

1D
-0.02%
1M
0.35%
YTD
1.85%
6M
1.96%
1Y
3Y*
5Y*
10Y*

CUSD

1D
-0.99%
1M
0.39%
YTD
2.37%
6M
-1.02%
1Y
3.75%
3Y*
4.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMOC vs. CUSD - Yearly Performance Comparison


Correlation

The correlation between GMOC and CUSD is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 28, 2025

0.01

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Return for Risk

GMOC vs. CUSD — Risk / Return Rank

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

GMOC

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


CUSD
CUSD Risk / Return Rank: 1414
Overall Rank
CUSD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CUSD Sortino Ratio Rank: 1111
Sortino Ratio Rank
CUSD Omega Ratio Rank: 1313
Omega Ratio Rank
CUSD Calmar Ratio Rank: 1717
Calmar Ratio Rank
CUSD Martin Ratio Rank: 1717
Martin Ratio Rank
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.

GMOC vs. CUSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Ultra-Short Income ETF (GMOC) and CrossingBridge Ultra-Short Duration ETF (CUSD). 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.


GMOCCUSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.69

Martin ratioReturn relative to average drawdown

1.73

GMOC vs. CUSD - Sharpe Ratio Comparison


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Drawdowns

GMOC vs. CUSD - Drawdown Comparison

The maximum GMOC drawdown since its inception was -0.14%, smaller than the maximum CUSD drawdown of -5.42%. Use the drawdown chart below to compare losses from any high point for GMOC and CUSD.


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Drawdown Indicators


GMOCCUSDDifference

Max Drawdown

Largest peak-to-trough decline

-0.14%

-5.42%

+5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

Current Drawdown

Current decline from peak

-0.02%

-2.48%

+2.46%

Average Drawdown

Average peak-to-trough decline

-0.01%

-0.49%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

Volatility

GMOC vs. CUSD - Volatility Comparison


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Volatility by Period


GMOCCUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

Volatility (1Y)

Calculated over the trailing 1-year period

0.50%

15.70%

-15.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.50%

7.83%

-7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.50%

7.83%

-7.33%

GMOC vs. CUSD - Expense Ratio Comparison

GMOC has a 0.20% expense ratio, which is lower than CUSD's 0.81% expense ratio.


Dividends

GMOC vs. CUSD - Dividend Comparison

GMOC's dividend yield for the trailing twelve months is around 2.33%, less than CUSD's 13.73% yield.


PositionTTM2025202420232022
CUSD
CrossingBridge Ultra-Short Duration ETF
13.73%14.05%7.10%3.62%1.14%
GMOC
GMO Ultra-Short Income ETF
2.33%0.84%0.00%0.00%0.00%

Frequently Asked Questions


GMOC and CUSD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GMOC is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GMOC is cheaper with a 0.20% expense ratio, compared with 0.81% for CUSD.

CUSD has the higher dividend yield at 13.73%, compared with 2.33% for GMOC.

They also come from different issuers: GMO and CrossingBridge. Their fees differ too: 0.20% for GMOC and 0.81% for CUSD.

Portfolio Optimizer

Find the right allocation for GMOC and CUSD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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