Sortino 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 Sortino 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 Aug 6, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CTEF | Castellan Targeted Equity ETF | 3.61 | |||
| LSAF | LeaderShares AlphaFactor US Core Equity ETF | 3.30 | |||
| SRHQ | SRH U.S. Quality ETF | 3.22 | |||
| ETHO | Amplify Etho Climate Leadership U.S. ETF | 3.15 | |||
| CSD | Invesco S&P Spin-Off ETF | 3.05 | |||
| JPME | JPMorgan Diversified Return US Mid Cap Equity ETF | 2.98 | |||
| ONEO | SPDR Russell 1000 Momentum Focus ETF | 2.94 | |||
| ABCS | Alpha Blue Capital US Small-Mid Cap Dynamic ETF | 2.92 | |||
| LST | Leuthold Select Industries ETF | 2.91 | |||
| FDLS | Inspire Fidelis Multi Factor ETF | 2.91 | |||
| DRES | GMO Domestic Resilience ETF | — |
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Historical Sortino Ratio
The chart shows DRES's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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