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GMO Domestic Resilience ETF (DRES) Sharpe Ratio

ETF · Currency in USD · Last updated Jun 4, 2026

The GMO Domestic Resilience ETF is an actively managed U.S. equity ETF that seeks total return by investing in companies GMO believes are positioned to benefit from domestic reindustrialization and onshoring. The portfolio focuses on areas such as manufacturing and automation, transportation and logistics, energy and materials, and defense, using GMO's quality and valuation-driven security selection process.

Sharpe ratio is not yet available for DRES. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares GMO Domestic Resilience ETF's Sharpe Ratio with other ETFs in the Mid Cap Blend Equities category across multiple time periods, showing how DRES's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
OPTZOptimize Strategy Index ETF3.41
PEXLPacer US Export Leaders ETF3.05
CSDInvesco S&P Spin-Off ETF3.03
EPUiShares MSCI Peru ETF2.71
CPAICounterpoint Quantitative Equity ETF2.52
RSHOTema American Reshoring ETF2.44
LSTLeuthold Select Industries ETF2.44
FFSMFidelity Fundamental Small-Mid Cap ETF2.16
ONEOSPDR Russell 1000 Momentum Focus ETF2.16
LOPPGabelli Love Our Planet & People ETF2.07
DRESGMO Domestic Resilience ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DRES's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DRES consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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