DRES vs. CGMM

Last updated Aug 6, 2026

DRES (GMO Domestic Resilience ETF) and CGMM (Capital Group U.S. Small and Mid Cap ETF) are both Mid Cap Blend Equities funds. Both are actively managed. Their 0.79 correlation means they have sometimes moved together and sometimes differently. DRES charges 0.50%/yr vs 0.51%/yr for CGMM.

Performance

DRES vs. CGMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Domestic Resilience ETF (DRES) and Capital Group U.S. Small and Mid Cap ETF (CGMM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRES achieves a 24.62% return, which is significantly higher than CGMM's 14.25% return.

DRES

• 1D: -0.77%
• 1M: 2.56%
• 6M: 9.52%
• YTD: 24.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

CGMM

• 1D: -0.30%
• 1M: 0.18%
• 6M: 8.07%
• YTD: 14.25%
• 1Y: 21.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CGMM Capital Group U.S. Small and Mid Cap ETF	$23.39M	$22.92M	$28.20M
DRES GMO Domestic Resilience ETF	$79.04K	$72.09K	$66.39K

DRES vs. CGMM - Yearly Performance Comparison

	2026 (YTD)	2025
DRES GMO Domestic Resilience ETF	24.62%	2.50%
CGMM Capital Group U.S. Small and Mid Cap ETF	14.25%	1.87%

Correlation

The correlation between DRES and CGMM is 0.79, 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	0.79

Return for Risk

DRES vs. CGMM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRES

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CGMM

CGMM Risk / Return Rank: 51
CGMM Sharpe Ratio Rank: 47
CGMM Sortino Ratio Rank: 50
CGMM Omega Ratio Rank: 44
CGMM Calmar Ratio Rank: 53
CGMM Martin Ratio Rank: 60

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRES vs. CGMM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Domestic Resilience ETF (DRES) and Capital Group U.S. Small and Mid Cap ETF (CGMM). 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.

	DRES	CGMM	Difference
Sharpe ratio: Return per unit of total volatility	—	1.35	—
Sortino ratio: Return per unit of downside risk	—	2.02	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	2.15	—
Martin ratio: Return relative to average drawdown	—	8.07	—

Drawdowns

DRES vs. CGMM - Drawdown Comparison

The maximum DRES drawdown since its inception was -10.41%, smaller than the maximum CGMM drawdown of -21.04%. Use the drawdown chart below to compare losses from any high point for DRES and CGMM.

Drawdown Indicators

	DRES	CGMM	Difference
Max Drawdown Largest peak-to-trough decline	-10.41%	-21.04%	+10.63%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.09%	—
Current Drawdown Current decline from peak	-0.77%	-0.30%	-0.47%
Average Drawdown Average peak-to-trough decline	-2.12%	-3.06%	+0.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.68%	—

Volatility

Volatility by Period

	DRES	CGMM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.18%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.12%	16.01%	+2.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.12%	19.77%	-1.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.12%	19.77%	-1.65%

DRES vs. CGMM - Expense Ratio Comparison

DRES has a 0.50% expense ratio, which is lower than CGMM's 0.51% expense ratio.

Dividends

DRES vs. CGMM - Dividend Comparison

DRES's dividend yield for the trailing twelve months is around 0.51%, more than CGMM's 0.37% yield.

Position	TTM	2025
CGMM Capital Group U.S. Small and Mid Cap ETF	0.37%	0.40%
DRES GMO Domestic Resilience ETF	0.51%	0.22%

Frequently Asked Questions

Can I hold both DRES and CGMM in my portfolio?

DRES and CGMM have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DRES or CGMM?

On fees, DRES is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DRES or CGMM?

DRES is cheaper with a 0.50% expense ratio, compared with 0.51% for CGMM.

Which ETF pays a higher dividend yield, DRES or CGMM?

DRES has the higher dividend yield at 0.51%, compared with 0.37% for CGMM.

What is the main difference between DRES and CGMM?

They also come from different issuers: GMO and Capital Group. Their fees differ too: 0.50% for DRES and 0.51% for CGMM.