GMOI vs FXE
Comparison between GMO INTERNATIONAL VALUE ETF (GMOI, ETF) and Invesco CurrencyShares Euro Trust (FXE, ETF).
GMOI vs FXE - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
GMOI
$443M
FXE
$443M
Expense Ratio
GMOI
0.60%
Winner
FXE
0.40%
Max Drawdown
Winner
GMOI
14.67%
FXE
44.67%
Sharpe Ratio
Winner
GMOI
2.05
FXE
-0.28
5Y Beta
GMOI
0.61
Winner
FXE
-0.01
GMOI vs FXE - Historical Returns
Returns include dividend reinvestment.
1M
Winner
GMOI
+0.59%
FXE
-1.41%
3M
Winner
GMOI
+3.65%
FXE
-0.55%
6M
Winner
GMOI
+15.15%
FXE
-0.69%
1Y
Winner
GMOI
+34.92%
FXE
+1.44%
5Y(CAGR)
GMOI
N/A
FXE
-0.35%
10Y(CAGR)
GMOI
N/A
FXE
+0.09%
Max(CAGR)
Winner
GMOI
+31.70%
FXE
+0.12%
GMOI vs FXE - Annual Returns (2005 - 2026)
Returns include dividend reinvestment.
| Year | GMOI | FXE |
|---|---|---|
| 2026 | +10.46% | -1.36% |
| 2025 | +46.15% | +15.55% |
| 2024 | -4.57% | -3.36% |
| 2023 | N/A | +6.37% |
| 2022 | N/A | -5.88% |
| 2021 | N/A | -8.08% |
| 2020 | N/A | +8.40% |
| 2019 | N/A | -1.97% |
| 2018 | N/A | -5.78% |
| 2017 | N/A | +14.54% |
| 2016 | N/A | -3.55% |
| 2015 | N/A | -9.98% |
| 2014 | N/A | -11.81% |
| 2013 | N/A | +3.90% |
| 2012 | N/A | +0.72% |
| 2011 | N/A | -2.84% |
| 2010 | N/A | -7.48% |
| 2009 | N/A | +3.32% |
| 2008 | N/A | -2.02% |
| 2007 | N/A | +14.49% |
| 2006 | N/A | +12.27% |
| 2005 | N/A | -0.88% |
GMOI vs FXE Drawdown Comparison
The maximum drawdown for GMOI was -14.67%, occurring on Apr 8, 2025. Recovery took 37 trading sessions.
The maximum drawdown for FXE was -43.32%, occurring on Sep 27, 2022. This drawdown has not yet recovered.
The current GMOI drawdown is -2.11%. The current FXE drawdown is -28.45%.
| Rank | GMOI | FXE |
|---|---|---|
| #1 | -14.67% Mar 19, 2025 - May 12, 2025 | -43.32% Jul 11, 2008 - Sep 27, 2022 |
| #2 | -8.36% Feb 25, 2026 - May 6, 2026 | -3.60% Nov 26, 2007 - Jan 14, 2008 |
| #3 | -6.35% Nov 7, 2024 - Jan 30, 2025 | -3.54% Jan 23, 2006 - Apr 4, 2006 |
| #4 | -4.31% Nov 12, 2025 - Nov 28, 2025 | -3.49% Apr 22, 2008 - Jul 2, 2008 |
| #5 | -4.15% Jul 23, 2025 - Aug 12, 2025 | -3.04% Jun 2, 2006 - Aug 4, 2006 |
| #6 | -3.53% Oct 6, 2025 - Oct 27, 2025 | -3.01% Dec 1, 2006 - Mar 15, 2007 |
| #7 | -2.60% Mar 7, 2025 - Mar 17, 2025 | -2.74% Jan 30, 2008 - Feb 26, 2008 |
| #8 | -2.41% Jun 12, 2025 - Jun 27, 2025 | -2.73% Jul 20, 2007 - Sep 7, 2007 |
| #9 | -2.34% Jan 30, 2025 - Feb 5, 2025 | -2.63% Aug 21, 2006 - Nov 9, 2006 |
| #10 | -2.32% Jul 10, 2025 - Jul 23, 2025 | -2.25% Apr 27, 2007 - Jul 2, 2007 |
| #11 | -2.11% May 26, 2026 - Jun 5, 2026 | -2.09% Mar 17, 2008 - Mar 26, 2008 |
| #12 | -2.04% Oct 27, 2025 - Nov 10, 2025 | -1.72% Jan 14, 2008 - Jan 30, 2008 |
| #13 | -1.71% Aug 22, 2025 - Sep 11, 2025 | -1.52% Apr 5, 2006 - Apr 18, 2006 |
| #14 | -1.52% May 6, 2026 - May 13, 2026 | -1.51% May 12, 2006 - Jun 2, 2006 |
| #15 | -1.48% Nov 5, 2024 - Nov 7, 2024 | -1.47% Dec 16, 2005 - Jan 3, 2006 |
Correlation
Correlation between GMOI and FXE is 0.82 which considered as a strong positive correlation - the stocks tend to move together.
0.82
-101
Dividend Comparison (2006 - 2026)
GMOI vs FXE dividend yield comparison.
| Year | GMOI | FXE |
|---|---|---|
| 2026 | 0.00% | 0.37% |
| 2025 | 2.74% | 0.94% |
| 2024 | 0.54% | 2.28% |
| 2023 | 0.00% | 1.49% |
| 2022 | 0.00% | 0.01% |
| 2011 | 0.00% | 0.23% |
| 2010 | 0.00% | 0.01% |
| 2009 | 0.00% | 0.34% |
| 2008 | 0.00% | 3.57% |
| 2007 | 0.00% | 3.01% |
| 2006 | 0.00% | 1.97% |
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