GMO International Value ETF (GMOI) Performance
GMOI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +19.9% since Dec 31, 2025
- 1 year
- +29.7% total return
- Since first price
- +66.7% since 2024
GMOI trailing returns vs SPY, QQQ, AGG
| Period | GMOI total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.6% | −0.6% | −1.0% | −5.0% | +0.9% |
| 3 months | +3.4% | +3.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.8% | +8.4% | +7.8% | +8.4% | −1.5% |
| YTD | +19.9% | +19.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +29.7% | +27.8% | +14.4% | +15.9% | −1.1% |
| Since inceptionOct 29, 2024 | +66.7% | +60.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: GMOI vs SPY
From Oct 29, 2024: GMOI grew to $16,667, SPY to $13,365.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
GMOI returns by calendar year
1 of 1 full years positive. Best 2025 (+45.6%), worst 2025 (+45.6%). 2026 is year to date.
GMOI annual returns table
| Year | GMOI | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +19.9% | −8.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +45.6% | −14.7% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
GMOI largest drawdowns
Now 4.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Mar 19, 2025 | −14.7% | Apr 8, 2025 | May 12, 2025 | 20 days | 54 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
GMOI risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +30.7% |
| Volatility (annualized) | 11.6% |
| Sharpe ratio | 2.06 |
| Sortino ratio | 4.47 |
| Best month | +7.6% |
| Worst month | −4.7% |
| Best 12 months | +49.9% |
| Worst 12 months | +29.5% |
| Positive months | 78% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
GMOI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 13 | +29.5% | +37.7% | +49.9% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
GMOI performance overview
GMO International Value ETF (GMOI) returned +29.7% over the past year, with distributions reinvested. Since its first recorded price on Oct 29, 2024 it has returned +66.7%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −14.7%, from Mar 19, 2025 to Apr 8, 2025, and it took 34 days to get back to the old high. Volatility has been 11.6% a year.
Related: GMOI chart, GMOI holdings, GMOI dividends. See the GMOI overview for the latest quote and fund facts.
GMOI performance FAQ
What is the GMOI return over the past year?
GMOI returned +29.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 27.8%.
How much would $10,000 invested in GMOI be worth?
$10,000 invested in GMOI at its first recorded close on October 29, 2024 would be worth about $16,667 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of GMOI?
The largest peak-to-trough decline was −14.7% between March 19, 2025 and April 8, 2025. It recovered to the old high on May 12, 2025, 34 days after the bottom.
How volatile is GMOI?
Over the past history GMOI had an annualized volatility of 11.6% and a Sharpe ratio of 2.06 (excess return over 1–3 month T-bills per unit of risk).