Summary
QLTY
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 20.99% Volatility 17.69% Sharpe 0.78
Official loaded data — not a live quote.

GMO U.S. QUALITY ETF

Symbol: QLTY

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 13/11/2023

Latest date: 20/07/2026

Current price: $41.21

Expense ratio: 0.50%

Assets under management
$4.7B
-0.56% 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

0.87%

Ann. -42.09% (Sharpe / Sortino numerator)

Volatility

18.16%

Sharpe ratio

-2.518

VaR 95%

-1.76%

CVaR 95%: -1.78%
Max drawdown: -7.67%
Sortino ratio: -4.494
Calmar ratio: -5.49

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

4.49%

Ann. -19.96% (Sharpe / Sortino numerator)

Volatility

14.63%

Sharpe ratio

-1.612

VaR 95%

-1.65%

CVaR 95%: -1.73%
Max drawdown: -11.87%
Sortino ratio: -2.546
Calmar ratio: -1.68

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

6.04%

Ann. -0.55% (Sharpe / Sortino numerator)

Volatility

13.81%

Sharpe ratio

-0.302

VaR 95%

-1.48%

CVaR 95%: -1.81%
Max drawdown: -11.87%
Sortino ratio: -0.461
Calmar ratio: -0.05

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

20.99%

Ann. 17.46% (Sharpe / Sortino numerator)

Volatility

17.69%

Sharpe ratio

0.782

VaR 95%

-1.46%

CVaR 95%: -2.39%
Max drawdown: -11.87%
Sortino ratio: 1.071
Calmar ratio: 1.47

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

33.47%

Ann. 12.48% (Sharpe / Sortino numerator)

Volatility

15.41%

Sharpe ratio

0.574

VaR 95%

-1.52%

CVaR 95%: -2.15%
Max drawdown: -17.00%
Sortino ratio: 0.776
Calmar ratio: 0.73

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

66.75%

Ann. 22.09% (Sharpe / Sortino numerator)

Volatility

14.95%

Sharpe ratio

1.237

VaR 95%

-1.44%

CVaR 95%: -2.04%
Max drawdown: -17.00%
Sortino ratio: 1.714
Calmar ratio: 1.30

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

0.079%

Best day

2.905%

08/04/2026
Worst day

-2.629%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $41.44 $41.44 $41.18 $41.21 248,000
17/07/2026 $41.20 $41.38 $41.15 $41.25 432,300
16/07/2026 $41.94 $42.06 $41.70 $41.84 400,300
15/07/2026 $41.81 $41.91 $41.67 $41.82 992,800
14/07/2026 $41.90 $41.90 $41.57 $41.68 372,800
13/07/2026 $41.88 $42.00 $41.69 $41.72 302,300
10/07/2026 $41.98 $41.98 $41.69 $41.95 271,000
09/07/2026 $41.47 $41.90 $41.46 $41.88 260,900
08/07/2026 $41.39 $41.60 $41.31 $41.46 285,700
07/07/2026 $41.80 $41.87 $41.56 $41.66 435,300