See what your fund actually adds
GMO Dynamic Allocation ETF GMOD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GMOD | Replication |
|---|---|---|
| Annualized growth | 11.3% | 8.3% |
| Annualized volatility | 7.7% | 6.2% |
| Sharpe ratio | 1.43 | 1.32 |
| Maximum drawdown | 6.4% | 5.3% |
| Replication fit (R²) | 0.86 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model GMOD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 27.1% |
| BNDX | FI · International | 23.6% |
| VGIT | FI · Intermediate Gov | 23.0% |
| EMLC | FI · EM Local Currency | 13.9% |
| SCHD | Factor · Dividend | 12.3% |