GMOI vs SDS
Comparison between GMO INTERNATIONAL VALUE ETF (GMOI, ETF) and ProShares UltraShort S&P500 -2x Shares (SDS, ETF).
GMOI vs SDS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
GMOI
$443M
SDS
$443M
Expense Ratio
GMOI
0.60%
SDS
N/A
Max Drawdown
Winner
GMOI
14.67%
SDS
99.89%
Sharpe Ratio
Winner
GMOI
2.05
SDS
-1.61
5Y Beta
GMOI
0.61
Winner
SDS
-1.91
5Y Dividends CAGR
GMOI
N/A
SDS
9.31%
GMOI vs SDS - Historical Returns
Returns include dividend reinvestment.
1M
Winner
GMOI
+0.59%
SDS
-3.21%
3M
Winner
GMOI
+3.65%
SDS
-14.30%
6M
Winner
GMOI
+15.15%
SDS
-12.35%
1Y
Winner
GMOI
+34.92%
SDS
-32.38%
5Y(CAGR)
GMOI
N/A
SDS
-21.29%
10Y(CAGR)
GMOI
N/A
SDS
-27.33%
Max(CAGR)
Winner
GMOI
+31.70%
SDS
-25.09%
GMOI vs SDS - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | GMOI | SDS |
|---|---|---|
| 2026 | +10.46% | -13.03% |
| 2025 | +46.15% | -27.18% |
| 2024 | -4.57% | -30.24% |
| 2023 | N/A | -32.17% |
| 2022 | N/A | +32.17% |
| 2021 | N/A | -44.54% |
| 2020 | N/A | -48.99% |
| 2019 | N/A | -41.12% |
| 2018 | N/A | +7.54% |
| 2017 | N/A | -30.97% |
| 2016 | N/A | -26.29% |
| 2015 | N/A | -9.61% |
| 2014 | N/A | -27.06% |
| 2013 | N/A | -42.30% |
| 2012 | N/A | -27.66% |
| 2011 | N/A | -17.21% |
| 2010 | N/A | -29.93% |
| 2009 | N/A | -47.35% |
| 2008 | N/A | +57.43% |
| 2007 | N/A | -4.12% |
| 2006 | N/A | -19.87% |
GMOI vs SDS Drawdown Comparison
The maximum drawdown for GMOI was -14.67%, occurring on Apr 8, 2025. Recovery took 37 trading sessions.
The maximum drawdown for SDS was -99.85%, occurring on Jun 2, 2026. This drawdown has not yet recovered.
The current GMOI drawdown is -2.11%. The current SDS drawdown is -99.84%.
| Rank | GMOI | SDS |
|---|---|---|
| #1 | -14.67% Mar 19, 2025 - May 12, 2025 | -99.85% Mar 9, 2009 - Jun 2, 2026 |
| #2 | -8.36% Feb 25, 2026 - May 6, 2026 | -41.04% Nov 20, 2008 - Mar 5, 2009 |
| #3 | -6.35% Nov 7, 2024 - Jan 30, 2025 | -33.06% Jul 17, 2006 - Jul 11, 2008 |
| #4 | -4.31% Nov 12, 2025 - Nov 28, 2025 | -31.02% Oct 27, 2008 - Nov 20, 2008 |
| #5 | -4.15% Jul 23, 2025 - Aug 12, 2025 | -22.44% Oct 10, 2008 - Oct 27, 2008 |
| #6 | -3.53% Oct 6, 2025 - Oct 27, 2025 | -14.92% Jul 15, 2008 - Sep 17, 2008 |
| #7 | -2.60% Mar 7, 2025 - Mar 17, 2025 | -13.57% Sep 17, 2008 - Sep 29, 2008 |
| #8 | -2.41% Jun 12, 2025 - Jun 27, 2025 | -8.50% Sep 29, 2008 - Oct 3, 2008 |
| #9 | -2.34% Jan 30, 2025 - Feb 5, 2025 | -0.43% Mar 5, 2009 - Mar 9, 2009 |
| #10 | -2.32% Jul 10, 2025 - Jul 23, 2025 | N/A |
| #11 | -2.11% May 26, 2026 - Jun 5, 2026 | N/A |
| #12 | -2.04% Oct 27, 2025 - Nov 10, 2025 | N/A |
| #13 | -1.71% Aug 22, 2025 - Sep 11, 2025 | N/A |
| #14 | -1.52% May 6, 2026 - May 13, 2026 | N/A |
| #15 | -1.48% Nov 5, 2024 - Nov 7, 2024 | N/A |
Correlation
Correlation between GMOI and SDS is -0.89 which considered as a strong negative correlation - the stocks tend to move in opposite directions.
-0.89
-101
Dividend Comparison (2006 - 2026)
GMOI vs SDS dividend yield comparison.
| Year | GMOI | SDS |
|---|---|---|
| 2026 | 0.00% | 0.70% |
| 2025 | 2.74% | 5.88% |
| 2024 | 0.54% | 7.89% |
| 2023 | 0.00% | 5.77% |
| 2022 | 0.00% | 0.35% |
| 2020 | 0.00% | 0.92% |
| 2019 | 0.00% | 1.84% |
| 2018 | 0.00% | 1.28% |
| 2017 | 0.00% | 0.09% |
| 2008 | 0.00% | 22.43% |
| 2007 | 0.00% | 3.30% |
| 2006 | 0.00% | 1.24% |
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