- ISIN
- US90139K8606
- CUSIP
- 90139K860
- Issuer
- GMO
- Inception Date
- Sep 30, 2025
- Region
- North America (United States)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $38M
Share Price Chart
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Performance
DRES Performance Chart
GMO Domestic Resilience ETF (DRES) is up 20.7% since the beginning of the year. DRES is currently trading at $31 per share.
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Returns By Period
GMO Domestic Resilience ETF
- 1D
- 0.93%
- 1M
- 3.88%
- YTD
- 20.66%
- 6M
- 19.44%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
DRES Monthly Returns History
Based on dividend-adjusted daily data since Oct 1, 2025, DRES's average daily return is +0.12%, while the average monthly return is +2.50%. At this rate, an investment would double in approximately 2.3 years.
Historically, 78% of months were positive and 22% were negative. The best month was Apr 2026 with a return of +9.9%, while the worst month was Mar 2026 at -6.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.
On a daily basis, DRES closed higher 54% of trading days. The best single day was Apr 8, 2026 with a return of +3.0%, while the worst single day was Jun 10, 2026 at -2.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.11% | 7.63% | -6.27% | 9.89% | -1.16% | 1.87% | 20.66% | ||||||
| 2025 | 1.67% | 0.28% | 0.53% | 2.50% |
Benchmark Metrics
GMO Domestic Resilience ETF has an annualized alpha of 18.98%, beta of 0.91, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since October 01, 2025.
- This ETF captured 95.62% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -46.52%) - a profile typical of hedging or uncorrelated assets.
- R2 of 0.45 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 18.98%
- Beta
- 0.91
- R²
- 0.45
- Upside Capture
- 95.62%
- Downside Capture
- -46.52%
Expense Ratio
DRES has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for GMO Domestic Resilience ETF (DRES) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRES | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.66 | — |
| Martin ratioReturn relative to average drawdown | — | 11.86 | — |
Dividends
Dividend History
GMO Domestic Resilience ETF provided a 0.30% dividend yield over the last twelve months, with an annual payout of $0.09 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.09 | $0.06 |
Dividend yield | 0.30% | 0.22% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO Domestic Resilience ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.04 | ||||||
| 2025 | $0.06 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the GMO Domestic Resilience ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the GMO Domestic Resilience ETF was 10.41%, occurring on Mar 20, 2026. Recovery took 23 trading sessions.
The current GMO Domestic Resilience ETF drawdown is 0.79%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -10.41%Mar 2026 | 17d | 1mo 4d | 1mo 21dMar 2026 - Apr 2026 |
2025 pullback2025 | -6.85%Nov 2025 | 29d | 13d | 1mo 12dOct 2025 - Dec 2025 |
2026 pullback2026 | -4.67%May 2026 | 12d | 15d | 27dMay 2026 - Jun 2026 |
2025 pullback2025 | -3.64%Oct 2025 | 1d | 11d | 12dOct 2025 - Oct 2025 |
2025 pullback2025 | -3.46%Dec 2025 | 19d | 5d | 24dDec 2025 - Jan 2026 |
Drawdown Indicators
| DRES | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.41% | -56.78% | +46.37% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.79% | -2.49% | +1.70% |
Average DrawdownAverage peak-to-trough decline | -2.21% | -10.72% | +8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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