Summary
QLTI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/05/2025 → 04/05/2026
Return 4.80% Volatility 14.85% Sharpe -0.07
Official loaded data — not a live quote.

GMO INTERNATIONAL QUALITY ETF

Symbol: QLTI

Exchange: NYSE

Sector: Technology

Category: Foreign Large Growth

Inception date: 28/10/2024

Latest date: 20/07/2026

Current price: $26.41

Expense ratio: 0.60%

Assets under management
$290.3M
-0.43% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.55%

Ann. 120.40% (Sharpe / Sortino numerator)

Volatility

23.54%

Sharpe ratio

4.962

VaR 95%

-1.32%

CVaR 95%: -1.68%
Max drawdown: -5.00%
Sortino ratio: 12.956
Calmar ratio: 24.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.58%

Ann. -15.07% (Sharpe / Sortino numerator)

Volatility

21.11%

Sharpe ratio

-0.885

VaR 95%

-2.26%

CVaR 95%: -2.51%
Max drawdown: -13.72%
Sortino ratio: -1.560
Calmar ratio: -1.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.64%

Ann. 2.15% (Sharpe / Sortino numerator)

Volatility

17.18%

Sharpe ratio

-0.085

VaR 95%

-1.52%

CVaR 95%: -2.23%
Max drawdown: -13.72%
Sortino ratio: -0.135
Calmar ratio: 0.16

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.80%

Ann. 2.51% (Sharpe / Sortino numerator)

Volatility

14.85%

Sharpe ratio

-0.074

VaR 95%

-1.52%

CVaR 95%: -1.99%
Max drawdown: -13.72%
Sortino ratio: -0.116
Calmar ratio: 0.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.88%

Ann. 4.98% (Sharpe / Sortino numerator)

Volatility

16.54%

Sharpe ratio

0.079

VaR 95%

-1.56%

CVaR 95%: -2.15%
Max drawdown: -14.82%
Sortino ratio: 0.122
Calmar ratio: 0.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.024%

Best day

3.993%

08/04/2026
Worst day

-3.031%

03/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $26.52 $26.58 $26.41 $26.41 4,400
17/07/2026 $26.57 $26.82 $26.57 $26.67 13,800
16/07/2026 $26.69 $26.83 $26.69 $26.83 5,800
15/07/2026 $26.80 $26.80 $26.65 $26.74 2,500
14/07/2026 $26.77 $26.77 $26.56 $26.58 27,000
13/07/2026 $26.86 $26.86 $26.61 $26.64 2,800
10/07/2026 $26.84 $26.91 $26.84 $26.91 1,800
09/07/2026 $26.76 $26.83 $26.76 $26.77 22,300
08/07/2026 $26.53 $26.74 $26.50 $26.74 3,300
07/07/2026 $27.21 $27.23 $27.07 $27.13 7,500