ISZE vs. GMOI

Last updated Aug 2, 2026

ISZE (iShares Edge MSCI Intl Size Factor ETF) and GMOI (GMO International Value ETF) are both Foreign Large Cap Equities funds - ISZE tracks the MSCI World ex USA Risk Weighted Index while GMOI tracks the MSCI World ex USA Value. Both are passively managed. ISZE charges 0.30%/yr vs 0.60%/yr for GMOI.

Performance

ISZE vs. GMOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Intl Size Factor ETF (ISZE) and GMO International Value ETF (GMOI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ISZE

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

GMOI

• 1D: -0.84%
• 1M: 5.97%
• 6M: 13.54%
• YTD: 20.56%
• 1Y: 42.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 34.33%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GMOI GMO International Value ETF	$7.55M	$4.55M	$3.04M

ISZE vs. GMOI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ISZE iShares Edge MSCI Intl Size Factor ETF	0.00%	0.00%	0.00%
GMOI GMO International Value ETF	20.56%	45.64%	-4.48%

Return for Risk

ISZE vs. GMOI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ISZE

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

GMOI

GMOI Risk / Return Rank: 96
GMOI Sharpe Ratio Rank: 97
GMOI Sortino Ratio Rank: 96
GMOI Omega Ratio Rank: 95
GMOI Calmar Ratio Rank: 94
GMOI Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ISZE vs. GMOI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Intl Size Factor ETF (ISZE) 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.

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.

	ISZE	GMOI	Difference
Sharpe ratio: Return per unit of total volatility	—	3.23	—
Sortino ratio: Return per unit of downside risk	—	4.40	—
Omega ratio: Gain probability vs. loss probability	—	1.57	—
Calmar ratio: Return relative to maximum drawdown	—	5.05	—
Martin ratio: Return relative to average drawdown	—	20.38	—

Drawdowns

Drawdown Indicators

	ISZE	GMOI	Difference
Max Drawdown Largest peak-to-trough decline	—	-14.67%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.36%	—
Current Drawdown Current decline from peak	—	-0.84%	—
Average Drawdown Average peak-to-trough decline	—	-1.63%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.07%	—

Volatility

Volatility by Period

	ISZE	GMOI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.11%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.39%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.39%	—

ISZE vs. GMOI - Expense Ratio Comparison

ISZE has a 0.30% expense ratio, which is lower than GMOI's 0.60% expense ratio.

Dividends

ISZE vs. GMOI - Dividend Comparison

ISZE has not paid dividends to shareholders, while GMOI's dividend yield for the trailing twelve months is around 2.65%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GMOI GMO International Value ETF	2.65%	2.74%	0.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ISZE iShares Edge MSCI Intl Size Factor ETF	0.00%	0.00%	1.89%	6.63%	2.72%	8.47%	1.39%	2.24%	3.04%	3.33%	3.18%	1.09%

Frequently Asked Questions

Which ETF is better, ISZE or GMOI?

On fees, ISZE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISZE or GMOI?

ISZE is cheaper with a 0.30% expense ratio, compared with 0.60% for GMOI.

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

GMOI has the higher dividend yield at 2.65%, compared with 0.00% for ISZE.

What is the main difference between ISZE and GMOI?

ISZE tracks MSCI World ex USA Risk Weighted Index, while GMOI tracks MSCI World ex USA Value. They also come from different issuers: iShares and GMO. Their fees differ too: 0.30% for ISZE and 0.60% for GMOI.