The OS X Dashboard doesn't include a Clock widget specifically for GMT/UTC (Universal Coordinated Time). Even if you try choosing London, which is usually GMT, it doesn't always match UTC—since London observes daylight savings time.
If you would like to have a clock that always shows the current UTC time, a good option is to use Freetown in Africa. They use UTC+00:00, and don't ever change throughout the year.
Mac OS X Hints