DRES vs. GMOI

Last updated Aug 2, 2026

DRES (GMO Domestic Resilience ETF) and GMOI (GMO International Value ETF) are both exchange-traded funds - DRES is a Mid Cap Blend Equities fund actively managed by GMO, while GMOI is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Value. DRES is actively managed, while GMOI is passively managed. Their 0.56 correlation means they have sometimes moved together and sometimes differently. DRES charges 0.50%/yr vs 0.60%/yr for GMOI.

Performance

DRES vs. GMOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Domestic Resilience ETF (DRES) and GMO International Value ETF (GMOI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DRES having a 21.60% return and GMOI slightly lower at 20.56%.

DRES

• 1D: 0.30%
• 1M: 0.31%
• 6M: 12.48%
• YTD: 21.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

GMOI

• 1D: -0.84%
• 1M: 5.97%
• 6M: 13.54%
• YTD: 20.56%
• 1Y: 42.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 34.33%

*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)
DRES GMO Domestic Resilience ETF	$93.72K	$76.15K	$99.36K
GMOI GMO International Value ETF	$7.55M	$4.55M	$3.04M

DRES vs. GMOI - Yearly Performance Comparison

	2026 (YTD)	2025
DRES GMO Domestic Resilience ETF	21.60%	2.50%
GMOI GMO International Value ETF	20.56%	9.27%

Correlation

The correlation between DRES and GMOI is 0.56, 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	0.56

Return for Risk

DRES vs. GMOI — 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.

GMOI

GMOI Risk / Return Rank: 96
GMOI Sharpe Ratio Rank: 97
GMOI Sortino Ratio Rank: 96
GMOI Omega Ratio Rank: 95
GMOI Calmar Ratio Rank: 94
GMOI Martin Ratio Rank: 95

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. GMOI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Domestic Resilience ETF (DRES) and GMO International Value ETF (GMOI). 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	GMOI	Difference
Sharpe ratio: Return per unit of total volatility	—	3.23	—
Sortino ratio: Return per unit of downside risk	—	4.40	—
Omega ratio: Gain probability vs. loss probability	—	1.57	—
Calmar ratio: Return relative to maximum drawdown	—	5.05	—
Martin ratio: Return relative to average drawdown	—	20.38	—

Drawdowns

DRES vs. GMOI - Drawdown Comparison

The maximum DRES drawdown since its inception was -10.41%, smaller than the maximum GMOI drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for DRES and GMOI.

Drawdown Indicators

	DRES	GMOI	Difference
Max Drawdown Largest peak-to-trough decline	-10.41%	-14.67%	+4.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.36%	—
Current Drawdown Current decline from peak	-1.59%	-0.84%	-0.75%
Average Drawdown Average peak-to-trough decline	-2.14%	-1.63%	-0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.07%	—

Volatility

Volatility by Period

	DRES	GMOI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.07%	13.11%	+4.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.07%	15.39%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.07%	15.39%	+2.68%

DRES vs. GMOI - Expense Ratio Comparison

DRES has a 0.50% expense ratio, which is lower than GMOI's 0.60% expense ratio.

Dividends

DRES vs. GMOI - Dividend Comparison

DRES's dividend yield for the trailing twelve months is around 0.52%, less than GMOI's 2.65% yield.

Position	TTM	2025	2024
DRES GMO Domestic Resilience ETF	0.52%	0.22%	0.00%
GMOI GMO International Value ETF	2.65%	2.74%	0.54%

Frequently Asked Questions

Can I hold both DRES and GMOI in my portfolio?

DRES and GMOI have a correlation of 0.56, 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 GMOI?

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 GMOI?

DRES is cheaper with a 0.50% expense ratio, compared with 0.60% for GMOI.

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

GMOI has the higher dividend yield at 2.65%, compared with 0.52% for DRES.

What is the main difference between DRES and GMOI?

DRES is categorized as Mid Cap Blend Equities, while GMOI is Foreign Large Cap Equities. Their fees differ too: 0.50% for DRES and 0.60% for GMOI.