GlobeNewswire Inc.T3·10mo ago
GMOI GMO International Value ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
GMOI
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Key stats
About
GMO International Value ETF (GMOI) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2024-10-28
- Has Options
- No
Fund profile
holdings as of May 31, 2026SEC filingthrough May 2026flows, SEC filings
- Expense ratio
- 0.60% prospectus, filed Jun 30, 2026
- Assets
- $455M SEC filing, May 31, 2026
- Trailing yield
- 1.24% paid annual
- Average daily volume
- $2.4M 30 sessions
- Holdings
- 158 top 10 are 30.0%
- Listed
- Oct 28, 2024 NYSE Arca
Cost33
Liquidity46
Scale55
Diversification83
Moves with. US large-cap stocks (50% of its variance, beta 0.82); Developed markets ex-US over US (38% of its variance, beta 0.81); Gold (4% of its variance, beta 0.04); US dollar (4% of its variance, beta -0.15). These factors explain 87% of its daily moves over the last year.
Stated objective. Total return. (from the fund's prospectus)
All 158 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$3.9M latest reported month
- Latest 3 months
- +$7.8M +1.7% of assets
- Latest 12 months
- +$242M +53.2% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$3.9M |
| Apr 2026 | +$89K |
| Mar 2026 | +$3.8M |
| Feb 2026 | +$59M |
| Jan 2026 | +$111M |
| Dec 2025 | +$13M |
| Nov 2025 | +$19M |
| Oct 2025 | +$104K |
| Sep 2025 | +$3.1M |
| Aug 2025 | +$6.0M |
| Jul 2025 | $0 |
| Jun 2025 | +$23M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 20 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| LVHIFranklin International Low Volatility High Dividend Index ETF | 30% | 0.40% | $6.2B | +21.8% | compare |
| IVLUiShares MSCI Intl Value Factor ETF | 29% | 0.31% | $4.5B | +19.0% | compare |
| DFIVDimensional International Value ETF | 26% | 0.27% | $22.0B | +22.4% | compare |
| RODMHartford Multifactor Developed Markets (ex-US) ETF | 25% | 0.29% | $1.7B | +18.3% | compare |
| EFViShares MSCI EAFE Value ETF | 24% | 0.31% | $30.7B | +15.9% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of May 31, 2026SEC filing- Insider buying
- 1% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 9.6% of weight in 7 days; 19.8% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.78%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Feb 28, 2026 → May 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | Roche Holding AG | 2.07% | — | — |
| New position | Roche Holding AG | — | 1.84% | — |
| Increase | Deutsche Bank AG | 0.51% | 1.56% | +228.3% |
| Decrease | NVSNovartis AG | 2.58% | 1.53% | −35.3% |
| Exit | Bayerische Motoren Werke AG | 0.96% | — | — |
| Decrease | Volvo AB | 1.08% | 0.15% | −85.1% |
| Exit | TSTenaris SA | 0.74% | — | — |
| Increase | Mercedes-Benz Group AG | 1.10% | 1.71% | +72.7% |
| New position | Allianz SE | — | 0.60% | — |
| Decrease | RIORio Tinto PLC | 2.76% | 2.27% | −25.4% |
22 new, 23 exited, 33 increased and 39 decreased between the fund's two latest holdings reports; turnover 16.3%. Full holdings and history
Under the hood
fiscal year to Feb 28, 2026SEC census- Authorized participants
- 5 active of 11 with agreements; top 3 did 86%
- Created · redeemed
- $282M · $66M over the fiscal year
- Redemptions in kind
- 96% creations 75% in kind
- Creation unit
- 50,000 shares
- Securities lending
- authorized, none lent
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-05-31
Holdings
158
AUM
$449.4M
Provider
Nport
Inception
2024-10-28
Exchange
ARCX
Data As Of
2026-05-31
Expense Ratio
0.60%
Dividend Yield
1.24%
Distribution
Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-30 | 2026-07-01 | $0.1512 | CD |
| 2025-12-30 | 2025-12-31 | $0.3486 | SC |
| 2025-09-30 | 2025-10-01 | $0.5700 | CD |
| 2024-12-30 | 2024-12-31 | $0.1271 | CD |
Asset Allocation
Top Holdings
top 50 of 158 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| TD | Toronto-Dominion Bank/The | 4.18% | Equity (common) | CA |
| — | TotalEnergies SE | 3.52% | Equity (common) | FR |
| BHP | BHP Group Ltd | 3.32% | Equity (common) | AU |
| BNS | Bank of Nova Scotia/The | 3.27% | Equity (common) | CA |
| BBVA | Banco Bilbao Vizcaya Argentaria SA | 3.19% | Equity (common) | ES |
| — | BNP Paribas SA | 3.08% | Equity (common) | FR |
| GSK | GSK PLC | 2.86% | Equity (common) | GB |
| RIO | Rio Tinto PLC | 2.27% | Equity (common) | GB |
| SNY | Sanofi SA | 2.19% | Equity (common) | FR |
| SLF | Sun Life Financial Inc | 2.18% | Equity (common) | CA |
| MFC | Manulife Financial Corp | 2.02% | Equity (common) | CA |
| EQNR | Equinor ASA | 2.02% | Equity (common) | NO |
| HMC | Honda Motor Co Ltd | 1.93% | Equity (common) | JP |
| NSRGY | Nestle SA | 1.93% | Equity (common) | CH |
| — | NTT Inc | 1.88% | Equity (common) | JP |
| — | Roche Holding AG | 1.84% | Equity (common) | CH |
| — | Mercedes-Benz Group AG | 1.71% | Equity (common) | DE |
| — | Deutsche Bank AG | 1.56% | Equity (common) | DE |
| — | Mitsui & Co Ltd | 1.55% | Equity (common) | JP |
| NVS | Novartis AG | 1.53% | Equity (common) | CH |
| — | Deutsche Post AG | 1.47% | Equity (common) | DE |
| — | Fortescue Ltd | 1.43% | Equity (common) | AU |
| — | Repsol SA | 1.38% | Equity (common) | ES |
| ING | ING Groep NV | 1.33% | Equity (common) | NL |
| — | Inpex Corp | 1.25% | Equity (common) | JP |
| DTEGY | Deutsche Telekom AG | 1.24% | Equity (common) | DE |
| — | Komatsu Ltd | 1.24% | Equity (common) | JP |
| — | Panasonic Holdings Corp | 1.20% | Equity (common) | JP |
| BMO | Bank of Montreal | 1.10% | Equity (common) | CA |
| — | 3i Group PLC | 0.97% | Equity (common) | GB |
| — | Volkswagen AG | 0.96% | Equity (preferred) | DE |
| — | Banco Santander SA | 0.92% | Equity (common) | ES |
| — | Sun Hung Kai Properties Ltd | 0.91% | Equity (common) | HK |
| — | CK Hutchison Holdings Ltd | 0.90% | Equity (common) | KY |
| — | Nippon Yusen KK | 0.89% | Equity (common) | JP |
| ERIC | Telefonaktiebolaget LM Ericsson | 0.87% | Equity (common) | SE |
| — | OMV AG | 0.71% | Equity (common) | AT |
| — | Japan Post Holdings Co Ltd | 0.69% | Equity (common) | JP |
| — | ORIX Corp | 0.68% | Equity (common) | JP |
| — | Daiwa House Industry Co Ltd | 0.68% | Equity (common) | JP |
| TM | Toyota Motor Corp | 0.67% | Equity (common) | JP |
| — | Investor AB | 0.67% | Equity (common) | SE |
| — | Denso Corp | 0.60% | Equity (common) | JP |
| — | Allianz SE | 0.60% | Equity (common) | DE |
| — | DCC PLC | 0.59% | Equity (common) | IE |
| — | Sumitomo Corp | 0.58% | Equity (common) | JP |
| — | Asahi Group Holdings Ltd | 0.58% | Equity (common) | JP |
| — | Kubota Corp | 0.57% | Equity (common) | JP |
| — | BT Group PLC | 0.56% | Equity (common) | GB |
| HSBC | HSBC Holdings PLC | 0.56% | Equity (common) | GB |
Geographic Breakdown
Chart
Seasonality
| Month | '24 | '25 | '26 | Avg |
|---|---|---|---|---|
| Jan | -- | 4.56% | 4.94% | 4.75% |
| Feb | -- | 6.80% | 5.97% | 6.38% |
| Mar | -- | 1.14% | -3.67% | -1.27% |
| Apr | -- | 1.80% | 2.66% | 2.23% |
| May | -- | 5.89% | 1.97% | 3.93% |
| Jun | -- | 1.34% | -0.95% | 0.20% |
| Jul | -- | 0.24% | 7.69% | 3.97% |
| Aug | -- | 6.35% | 2.21% | 4.28% |
| Sep | -- | 0.35% | -3.93% | -1.79% |
| Oct | -1.38% | 0.07% | 2.64%* | 0.44% |
| Nov | -1.86% | 3.83% | -- | 0.98% |
| Dec | -2.75% | 3.64% | -- | 0.45% |
| Total | -5.88% | 42.13% | 20.56% | 18.94% |
* Only 3 year(s) of data available.
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $39.70
SMA 50: $40.62
SMA 200: $38.18
Current: $40.17
EMA 12: $39.91
EMA 26: $40.02
MACD: -0.1125 | Signal: 0.1457
BEARISH
ADX (14): 24.36
WEAK TREND
+DI: 32.43
−DI: 31.35
Momentum Oscillators
RSI (14): 52.36
NEUTRAL
Stoch %K: 90.12
Stoch %D: 84.10
Williams %R: -14.64
Volume & Volatility
BB Upper: $40.67
BB Lower: $38.73
NEUTRAL
OBV: 8,070,765
Vol SMA 20: 59,833
Vol ROC: -97.98%
ATR: $0.37
True Range: $0.30
HV 20: 11.8%
HV 30: 12.1%
HV 60: 11.0%
Data Summary
Data Points: 496
Last Updated:
Date Range: 2024-10-29T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report: GMOI
Executive Summary:
BULLISH (Confidence Level: 6/10)
Key drivers: Strong momentum signals, low volatility, and neutral news sentiment.
Primary risks: Market rotation out of the sector, negative catalysts from recent news headlines.
Investment thesis: GMOI is poised for a short-term uptrend due to its strong technical momentum and favorable market conditions. However, caution is advised given the stock's beta and potential for sector-related downturns.
Recent news sentiment impact: Neutral, with no significant news events driving the stock price.
Technical Analysis:
Trend Direction: Short-term (1-4 weeks): Uptrend; Medium-term (1-3 months): Sideways trend; Long-term (3-12 months): Downtrend
Support/Resistance Levels: SMA 50 ($37.03) and SMA 20 ($37.72) serve as strong support levels.
Momentum Signals: RSI: Neutral (60.07) MACD: Bullish (Histogram: 0.28, Signal: 0.03) Bollinger Bands: Neutral
Volume Analysis: Volume trend is sideways, with institutional interest indicated by the OBV and volume rate of change.
News & Sentiment Analysis:
Recent Headlines Summary: A string of neutral news articles related to mining, oil, and gas companies, highlighting the sector's stability.
Sentiment Assessment: Neutral (4/5)
Catalyst Identification: None significant
Market Narrative: The market is reacting to recent earnings reports and sector performance rather than specific company news.
Risk & Volatility Assessment:
Beta Interpretation: GMOI has a relatively low beta, indicating it moves less than the market.
Volatility Regime: Low volatility - stock moves less than market.
Options Market Signals: No options data available
Downside Protection: Support levels at SMA 50 ($37.03) and SMA 20 ($37.72)
Market Context & Positioning:
Sector Performance: GMOI is slightly outperforming the sector, with a positive correlation to the S&P 500.
Institutional Activity: Institutional interest is evident through volume patterns and OBV.
Correlation Analysis: GMOI has a moderate correlation (0.67) to the market.
Relative Valuation: The stock is positioned within its trading range, with no clear buy or sell signals.
Key Levels & Action Items:
Critical Price Levels: SMA 50 ($37.03) and SMA 20 ($37.72)
Breakout/Breakdown Levels: None significant
Time-Sensitive Catalysts: Earnings announcements from other sector companies could impact GMOI's price movement.
Risk Management: Stop-loss levels at $36.84 (lower Bollinger Band) and position sizing considerations based on risk tolerance.
Please note that this analysis is a hypothetical example, and actual stock prices and news headlines may differ. The provided data serves as a foundation for the analysis, but real-world market conditions would require more comprehensive and up-to-date information.
Generated
News
All GMOI news →
BenzingaT3·12mo ago
BenzingaT3·13mo ago
BenzingaT3·17mo ago
BenzingaT3·19mo ago
GMOI Options Activity & IV Rank
Loading options activity...
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
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—
pts
EXTREME
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 0.6620
Alpha: 16.57%
Correlation: 0.6331
R-Squared: 40.1%
Stock Volatility: 13.3%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
GMOI Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|