GMOI vs. EUFN
Compare and contrast key facts about GMO International Value ETF (GMOI) and iShares MSCI Europe Financials ETF (EUFN).
GMOI and EUFN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GMOI is a passively managed fund by GMO that tracks the performance of the MSCI World ex USA Value. It was launched on Oct 28, 2024. EUFN is a passively managed fund by iShares that tracks the performance of the MSCI Europe Financials Index. It was launched on Jan 20, 2010. Both GMOI and EUFN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GMOI vs. EUFN - Performance Comparison
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GMOI vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GMOI GMO International Value ETF | 7.89% | 45.64% | -4.57% |
EUFN iShares MSCI Europe Financials ETF | -6.04% | 65.73% | -1.80% |
Returns By Period
In the year-to-date period, GMOI achieves a 7.89% return, which is significantly higher than EUFN's -6.04% return.
GMOI
- 1D
- 2.61%
- 1M
- -4.66%
- YTD
- 7.89%
- 6M
- 17.89%
- 1Y
- 39.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EUFN
- 1D
- 4.25%
- 1M
- -7.58%
- YTD
- -6.04%
- 6M
- 2.94%
- 1Y
- 27.35%
- 3Y*
- 29.23%
- 5Y*
- 17.62%
- 10Y*
- 11.63%
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GMOI vs. EUFN - Expense Ratio Comparison
GMOI has a 0.60% expense ratio, which is higher than EUFN's 0.48% expense ratio.
Return for Risk
GMOI vs. EUFN — Risk / Return Rank
GMOI
EUFN
GMOI vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO International Value ETF (GMOI) and iShares MSCI Europe Financials ETF (EUFN). 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.
| GMOI | EUFN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 1.24 | +1.17 |
Sortino ratioReturn per unit of downside risk | 3.19 | 1.76 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.24 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.74 | +1.59 |
Martin ratioReturn relative to average drawdown | 15.91 | 6.10 | +9.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GMOI | EUFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 1.24 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.12 | 0.25 | +1.87 |
Correlation
The correlation between GMOI and EUFN is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GMOI vs. EUFN - Dividend Comparison
GMOI's dividend yield for the trailing twelve months is around 2.54%, less than EUFN's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOI GMO International Value ETF | 2.54% | 2.74% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUFN iShares MSCI Europe Financials ETF | 3.80% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
Drawdowns
GMOI vs. EUFN - Drawdown Comparison
The maximum GMOI drawdown since its inception was -14.67%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for GMOI and EUFN.
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Drawdown Indicators
| GMOI | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.67% | -53.25% | +38.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -14.77% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.25% | — |
Current DrawdownCurrent decline from peak | -4.71% | -10.30% | +5.59% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -14.68% | +12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 4.22% | -1.80% |
Volatility
GMOI vs. EUFN - Volatility Comparison
The current volatility for GMO International Value ETF (GMOI) is 6.26%, while iShares MSCI Europe Financials ETF (EUFN) has a volatility of 9.84%. This indicates that GMOI experiences smaller price fluctuations and is considered to be less risky than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMOI | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 9.84% | -3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 14.70% | -4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 22.21% | -5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 21.57% | -5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 24.53% | -8.76% |