DRES vs. ETHO
DRES (GMO Domestic Resilience ETF) and ETHO (Amplify Etho Climate Leadership U.S. ETF) are both Mid Cap Blend Equities funds. DRES is actively managed, while ETHO is passively managed. A 0.77 correlation means they provide meaningful diversification when combined. DRES charges 0.50%/yr vs 0.45%/yr for ETHO.
Performance
DRES vs. ETHO - Performance Comparison
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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*
- —
DRES vs. ETHO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DRES GMO Domestic Resilience ETF | 20.22% | 2.50% |
ETHO Amplify Etho Climate Leadership U.S. ETF | 21.50% | 3.40% |
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
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ETHO
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.
| DRES | ETHO | Difference | |
|---|---|---|---|
| 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 | — |
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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
| DRES | ETHO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.41% | -25.50% | +15.09% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.25% | — |
Current DrawdownCurrent decline from peak | -2.70% | -1.58% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -4.36% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.40% | — |
Volatility
DRES vs. ETHO - Volatility Comparison
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Volatility by Period
| DRES | ETHO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
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