See what your fund actually adds

GMO International Value ETF GMOI

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

GMOI compared with its replication portfolio
MeasureGMOIReplication
Annualized growth29.0%24.0%
Annualized volatility13.6%13.4%
Sharpe ratio1.951.68
Maximum drawdown9.2%9.3%
Replication fit (R²)0.94 · Tracking error 3.4%

Replication portfolio

The published portfolio below is the investable basket used to model GMOI’s historical return behavior.

GMOI replication basket weights
TickerBuilding blockWeight
EFVIntl · Value79.1%
DGSEM Small Cap9.5%
XLESector · Energy7.0%
XLVSector · Healthcare4.4%