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DRES vs. ETHO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRES vs. ETHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Domestic Resilience ETF (DRES) and Amplify Etho Climate Leadership U.S. ETF (ETHO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRES achieves a 20.22% return, which is significantly lower than ETHO's 21.50% return.


DRES

1D
0.63%
1M
-0.17%
6M
13.30%
YTD
20.22%
1Y
3Y*
5Y*
10Y*

ETHO

1D
-0.22%
1M
3.94%
6M
16.52%
YTD
21.50%
1Y
34.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRES vs. ETHO - Yearly Performance Comparison


Correlation

The correlation between DRES and ETHO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.77

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Return for Risk

DRES vs. ETHO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.


ETHO
ETHO Risk / Return Rank: 7575
Overall Rank
ETHO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ETHO Sortino Ratio Rank: 7272
Sortino Ratio Rank
ETHO Omega Ratio Rank: 6464
Omega Ratio Rank
ETHO Calmar Ratio Rank: 8282
Calmar Ratio Rank
ETHO Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRES vs. ETHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Domestic Resilience ETF (DRES) and Amplify Etho Climate Leadership U.S. ETF (ETHO). 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.


DRESETHODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.52

Martin ratioReturn relative to average drawdown

13.64

DRES vs. ETHO - Sharpe Ratio Comparison


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Drawdowns

DRES vs. ETHO - Drawdown Comparison

The maximum DRES drawdown since its inception was -10.41%, smaller than the maximum ETHO drawdown of -25.50%. Use the drawdown chart below to compare losses from any high point for DRES and ETHO.


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Drawdown Indicators


DRESETHODifference

Max Drawdown

Largest peak-to-trough decline

-10.41%

-25.50%

+15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

Current Drawdown

Current decline from peak

-2.70%

-1.58%

-1.12%

Average Drawdown

Average peak-to-trough decline

-2.17%

-4.36%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

Volatility

DRES vs. ETHO - Volatility Comparison


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Volatility by Period


DRESETHODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

17.83%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

19.40%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

19.40%

-1.06%

DRES vs. ETHO - Expense Ratio Comparison

DRES has a 0.50% expense ratio, which is higher than ETHO's 0.45% expense ratio.


Dividends

DRES vs. ETHO - Dividend Comparison

DRES's dividend yield for the trailing twelve months is around 0.53%, less than ETHO's 0.70% yield.


PositionTTM20252024
DRES
GMO Domestic Resilience ETF
0.53%0.22%0.00%
ETHO
Amplify Etho Climate Leadership U.S. ETF
0.70%0.86%0.69%

Frequently Asked Questions


DRES and ETHO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETHO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETHO is cheaper with a 0.45% expense ratio, compared with 0.50% for DRES.

ETHO has the higher dividend yield at 0.70%, compared with 0.53% for DRES.

They also come from different issuers: GMO and Amplify. Their fees differ too: 0.50% for DRES and 0.45% for ETHO.

Portfolio Optimizer

Find the right allocation for DRES and ETHO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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