GMOD vs. LOTI

Last updated Jun 6, 2026

GMOD (GMO Dynamic Allocation ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.41 correlation, their price movements are largely independent. GMOD charges 0.50%/yr vs 1.01%/yr for LOTI.

Performance

GMOD vs. LOTI - Performance Comparison

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

Returns By Period

In the year-to-date period, GMOD achieves a 5.74% return, which is significantly higher than LOTI's 3.22% return.

GMOD

• 1D: -1.79%
• 1M: -1.01%
• YTD: 5.74%
• 6M: 6.83%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LOTI

• 1D: 0.27%
• 1M: 0.00%
• YTD: 3.22%
• 6M: 3.19%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GMOD vs. LOTI - Yearly Performance Comparison

	2026 (YTD)	2025
GMOD GMO Dynamic Allocation ETF	5.74%	3.87%
LOTI Liberty One Tactical Income ETF	3.22%	-0.57%

Correlation

The correlation between GMOD and LOTI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.41

Return for Risk

GMOD vs. LOTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Dynamic Allocation ETF (GMOD) and Liberty One Tactical Income ETF (LOTI). 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

	GMOD	LOTI	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.77	0.97	+0.80

Drawdowns

GMOD vs. LOTI - Drawdown Comparison

The maximum GMOD drawdown since its inception was -6.50%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for GMOD and LOTI.

Drawdown Indicators

	GMOD	LOTI	Difference
Max Drawdown Largest peak-to-trough decline	-6.50%	-4.42%	-2.08%
Current Drawdown Current decline from peak	-1.83%	-1.97%	+0.14%
Average Drawdown Average peak-to-trough decline	-1.16%	-1.35%	+0.19%

Volatility

Volatility by Period

	GMOD	LOTI	Difference
Volatility (1Y) Calculated over the trailing 1-year period	8.95%	5.66%	+3.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.95%	5.66%	+3.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.95%	5.66%	+3.29%

GMOD vs. LOTI - Expense Ratio Comparison

GMOD has a 0.50% expense ratio, which is lower than LOTI's 1.01% expense ratio.

Dividends

GMOD vs. LOTI - Dividend Comparison

GMOD's dividend yield for the trailing twelve months is around 0.88%, less than LOTI's 1.33% yield.

Position	TTM	2025
GMOD GMO Dynamic Allocation ETF	0.88%	0.93%
LOTI Liberty One Tactical Income ETF	1.33%	0.45%

Frequently Asked Questions

Can I hold both GMOD and LOTI in my portfolio?

GMOD and LOTI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GMOD or LOTI?

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.

Which ETF is cheaper, GMOD or LOTI?

GMOD is cheaper with a 0.50% expense ratio, compared with 1.01% for LOTI.

Which ETF pays a higher dividend yield, GMOD or LOTI?

LOTI has the higher dividend yield at 1.33%, compared with 0.88% for GMOD.

What is the main difference between GMOD and LOTI?

They also come from different issuers: GMO and Liberty One. Their fees differ too: 0.50% for GMOD and 1.01% for LOTI.