MOOD vs. GMOD
MOOD (Relative Sentiment Tactical Allocation ETF) and GMOD (GMO Dynamic Allocation ETF) are both Tactical Allocation funds. Both are actively managed. A 0.79 correlation means they provide meaningful diversification when combined. MOOD charges 0.73%/yr vs 0.50%/yr for GMOD.
Performance
MOOD vs. GMOD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MOOD achieves a 13.94% return, which is significantly higher than GMOD's 7.52% return.
MOOD
- 1D
- 0.57%
- 1M
- -0.15%
- 6M
- 8.08%
- YTD
- 13.94%
- 1Y
- 31.34%
- 3Y*
- 19.59%
- 5Y*
- —
- 10Y*
- —
GMOD
- 1D
- 0.38%
- 1M
- 0.15%
- 6M
- 5.44%
- YTD
- 7.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MOOD vs. GMOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MOOD Relative Sentiment Tactical Allocation ETF | 13.94% | 5.28% |
GMOD GMO Dynamic Allocation ETF | 7.52% | 4.35% |
Correlation
The correlation between MOOD and GMOD is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025 | 0.79 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MOOD vs. GMOD — Risk / Return Rank
MOOD
GMOD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MOOD vs. GMOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Relative Sentiment Tactical Allocation ETF (MOOD) and GMO Dynamic Allocation ETF (GMOD). 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.
| MOOD | GMOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | — | — |
| Martin ratioReturn relative to average drawdown | 9.87 | — | — |
Loading charts...
Drawdowns
MOOD vs. GMOD - Drawdown Comparison
The maximum MOOD drawdown since its inception was -14.34%, which is greater than GMOD's maximum drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for MOOD and GMOD.
Loading charts...
Drawdown Indicators
| MOOD | GMOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.34% | -6.50% | -7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -9.71% | — | — |
Current DrawdownCurrent decline from peak | -1.50% | -0.53% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -1.10% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | — | — |
Volatility
MOOD vs. GMOD - Volatility Comparison
Loading charts...
Volatility by Period
| MOOD | GMOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.57% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 8.88% | +5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.13% | 8.88% | +3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.13% | 8.88% | +3.25% |
MOOD vs. GMOD - Expense Ratio Comparison
MOOD has a 0.73% expense ratio, which is higher than GMOD's 0.50% expense ratio.
Dividends
MOOD vs. GMOD - Dividend Comparison
MOOD's dividend yield for the trailing twelve months is around 0.35%, less than GMOD's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GMOD GMO Dynamic Allocation ETF | 1.37% | 0.93% | 0.00% | 0.00% | 0.00% |
MOOD Relative Sentiment Tactical Allocation ETF | 0.35% | 0.40% | 1.33% | 1.34% | 1.43% |
Frequently Asked Questions
MOOD and GMOD have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
GMOD is cheaper with a 0.50% expense ratio, compared with 0.73% for MOOD.
GMOD has the higher dividend yield at 1.37%, compared with 0.35% for MOOD.
They also come from different issuers: Relative Sentiment and GMO. Their fees differ too: 0.73% for MOOD and 0.50% for GMOD.
Find the right allocation for MOOD and GMOD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer