See what your fund actually adds
GMO US Value ETF GMOV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GMOV | Replication |
|---|---|---|
| Annualized growth | 16.8% | 12.7% |
| Annualized volatility | 13.4% | 13.2% |
| Sharpe ratio | 1.22 | 0.98 |
| Maximum drawdown | 14.2% | 14.9% |
| Replication fit (R²) | 0.94 · Tracking error 3.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model GMOV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 46.1% |
| VBR | Small-Cap · Value | 25.8% |
| VOX | Sector · Communication | 15.8% |
| XLF | Sector · Financials | 12.3% |