ABCS vs. DRES
ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) and DRES (GMO Domestic Resilience ETF) are both Mid Cap Blend Equities funds. ABCS is passively managed, while DRES is actively managed. Their 0.72 correlation means they have sometimes moved together and sometimes differently. ABCS charges 0.27%/yr vs 0.50%/yr for DRES.
Performance
ABCS vs. DRES - Performance Comparison
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Returns By Period
In the year-to-date period, ABCS achieves a 16.54% return, which is significantly lower than DRES's 21.60% return.
ABCS
- 1D
- -0.47%
- 1M
- 3.51%
- 6M
- 14.48%
- YTD
- 16.54%
- 1Y
- 25.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.96%
DRES
- 1D
- 0.30%
- 1M
- 0.31%
- 6M
- 12.48%
- YTD
- 21.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $78.00K | $72.55K | $66.49K | |
| $93.72K | $76.15K | $99.36K |
ABCS vs. DRES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF | 16.54% | 1.52% |
DRES GMO Domestic Resilience ETF | 21.60% | 2.50% |
Correlation
The correlation between ABCS and DRES is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.72 |
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Return for Risk
ABCS vs. DRES — Risk / Return Rank
ABCS
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ABCS vs. DRES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and GMO Domestic Resilience ETF (DRES). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ABCS | DRES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | — | — |
| Martin ratioReturn relative to average drawdown | 9.35 | — | — |
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Drawdowns
ABCS vs. DRES - Drawdown Comparison
The maximum ABCS drawdown since its inception was -20.52%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for ABCS and DRES.
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Drawdown Indicators
| ABCS | DRES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.52% | -10.41% | -10.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | — | — |
Current DrawdownCurrent decline from peak | -1.27% | -1.59% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -2.14% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | — | — |
Volatility
ABCS vs. DRES - Volatility Comparison
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Volatility by Period
| ABCS | DRES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.59% | 18.07% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 18.07% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 18.07% | -1.16% |
ABCS vs. DRES - Expense Ratio Comparison
ABCS has a 0.27% expense ratio, which is lower than DRES's 0.50% expense ratio.
Dividends
ABCS vs. DRES - Dividend Comparison
ABCS's dividend yield for the trailing twelve months is around 1.12%, more than DRES's 0.52% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF | 1.12% | 1.37% | 1.39% | 0.02% |
DRES GMO Domestic Resilience ETF | 0.52% | 0.22% | 0.00% | 0.00% |
Frequently Asked Questions
ABCS and DRES have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ABCS is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ABCS is cheaper with a 0.27% expense ratio, compared with 0.50% for DRES.
ABCS has the higher dividend yield at 1.12%, compared with 0.52% for DRES.
They also come from different issuers: Alpha Architect and GMO. Their fees differ too: 0.27% for ABCS and 0.50% for DRES.
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