IXUS vs. GMOI
IXUS (iShares Core MSCI Total International Stock ETF) and GMOI (GMO International Value ETF) are both Foreign Large Cap Equities funds - IXUS tracks the MSCI ACWI ex USA IMI Index (Net) while GMOI tracks the MSCI World ex USA Value. Both are passively managed. Over the past year, IXUS returned 29.41% vs 35.21% for GMOI. Their correlation of 0.85 suggests significant overlap in exposure. IXUS charges 0.07%/yr vs 0.60%/yr for GMOI.
Performance
IXUS vs. GMOI - Performance Comparison
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Returns By Period
In the year-to-date period, IXUS achieves a 12.74% return, which is significantly higher than GMOI's 11.52% return.
IXUS
- 1D
- -3.08%
- 1M
- 0.45%
- YTD
- 12.74%
- 6M
- 12.52%
- 1Y
- 29.41%
- 3Y*
- 19.01%
- 5Y*
- 8.29%
- 10Y*
- 10.21%
GMOI
- 1D
- -1.03%
- 1M
- -1.76%
- YTD
- 11.52%
- 6M
- 11.19%
- 1Y
- 35.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IXUS vs. GMOI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 12.74% | 32.40% | -4.41% |
GMOI GMO International Value ETF | 11.52% | 45.64% | -4.48% |
Correlation
The correlation between IXUS and GMOI is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.85 |
The correlation between IXUS and GMOI has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
IXUS vs. GMOI — Risk / Return Rank
IXUS
GMOI
IXUS vs. GMOI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) 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.
| IXUS | GMOI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.47 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 4.23 | -1.63 |
| Martin ratioReturn relative to average drawdown | 10.00 | 16.65 | -6.65 |
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Drawdowns
IXUS vs. GMOI - Drawdown Comparison
The maximum IXUS drawdown since its inception was -36.22%, which is greater than GMOI's maximum drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for IXUS and GMOI.
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Drawdown Indicators
| IXUS | GMOI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.22% | -14.67% | -21.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -8.36% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -13.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.22% | — | — |
Current DrawdownCurrent decline from peak | -3.08% | -2.63% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -1.69% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.12% | +0.83% |
Volatility
IXUS vs. GMOI - Volatility Comparison
iShares Core MSCI Total International Stock ETF (IXUS) has a higher volatility of 7.22% compared to GMO International Value ETF (GMOI) at 3.99%. This indicates that IXUS's price experiences larger fluctuations and is considered to be riskier than GMOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IXUS | GMOI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.22% | 3.99% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.64% | 10.67% | +3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 13.40% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 15.57% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 15.57% | +1.40% |
IXUS vs. GMOI - Expense Ratio Comparison
IXUS has a 0.07% expense ratio, which is lower than GMOI's 0.60% expense ratio.
Dividends
IXUS vs. GMOI - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 2.98%, more than GMOI's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOI GMO International Value ETF | 2.45% | 2.74% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IXUS iShares Core MSCI Total International Stock ETF | 2.98% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
Frequently Asked Questions
IXUS and GMOI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXUS has higher volatility (7.22%) compared to GMOI (3.99%). In terms of maximum drawdown, IXUS dropped -36.22% vs GMOI's -14.67%.
On 1-year performance, GMOI leads with 35.21% vs 29.41% for IXUS. On fees, IXUS is cheaper at 0.07% per year. On volatility, GMOI has been the lower-risk option at 3.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GMOI has performed better with a 35.21% return vs 29.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IXUS is cheaper with a 0.07% expense ratio, compared with 0.60% for GMOI.
IXUS has the higher dividend yield at 2.98%, compared with 2.45% for GMOI.
IXUS tracks MSCI ACWI ex USA IMI Index (Net), while GMOI tracks MSCI World ex USA Value. They also come from different issuers: iShares and GMO. Their fees differ too: 0.07% for IXUS and 0.60% for GMOI.
GMOI currently has the higher Sharpe Ratio (2.64 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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