DRES vs. OPTZ

Last updated Jun 24, 2026

DRES (GMO Domestic Resilience ETF) and OPTZ (Optimize Strategy Index ETF) are both Mid Cap Blend Equities funds. DRES is actively managed, while OPTZ is passively managed. A 0.69 correlation means they provide meaningful diversification when combined. DRES charges 0.50%/yr vs 0.25%/yr for OPTZ.

Performance

DRES vs. OPTZ - Performance Comparison

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

Returns By Period

In the year-to-date period, DRES achieves a 19.60% return, which is significantly lower than OPTZ's 32.54% return.

DRES

• 1D: -1.32%
• 1M: 2.97%
• YTD: 19.60%
• 6M: 16.97%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

OPTZ

• 1D: -3.23%
• 1M: 7.00%
• YTD: 32.54%
• 6M: 30.49%
• 1Y: 61.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DRES vs. OPTZ - Yearly Performance Comparison

	2026 (YTD)	2025
DRES GMO Domestic Resilience ETF	19.60%	2.50%
OPTZ Optimize Strategy Index ETF	32.54%	2.70%

Correlation

The correlation between DRES and OPTZ is 0.69, 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	0.69

Return for Risk

DRES vs. OPTZ — 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.

OPTZ

OPTZ Risk / Return Rank: 92
OPTZ Sharpe Ratio Rank: 93
OPTZ Sortino Ratio Rank: 91
OPTZ Omega Ratio Rank: 89
OPTZ Calmar Ratio Rank: 92
OPTZ Martin Ratio Rank: 94

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. OPTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Domestic Resilience ETF (DRES) and Optimize Strategy Index ETF (OPTZ). 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	OPTZ	Difference
Sharpe ratio: Return per unit of total volatility	—	3.09	—
Sortino ratio: Return per unit of downside risk	—	3.95	—
Omega ratio: Gain probability vs. loss probability	—	1.52	—
Calmar ratio: Return relative to maximum drawdown	—	5.78	—
Martin ratio: Return relative to average drawdown	—	25.39	—

Drawdowns

DRES vs. OPTZ - Drawdown Comparison

The maximum DRES drawdown since its inception was -10.41%, smaller than the maximum OPTZ drawdown of -25.75%. Use the drawdown chart below to compare losses from any high point for DRES and OPTZ.

Drawdown Indicators

	DRES	OPTZ	Difference
Max Drawdown Largest peak-to-trough decline	-10.41%	-25.75%	+15.34%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.63%	—
Current Drawdown Current decline from peak	-1.66%	-3.23%	+1.57%
Average Drawdown Average peak-to-trough decline	-2.20%	-3.36%	+1.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.42%	—

Volatility

Volatility by Period

	DRES	OPTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.53%	19.88%	-1.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.53%	21.28%	-2.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.53%	21.28%	-2.75%

DRES vs. OPTZ - Expense Ratio Comparison

DRES has a 0.50% expense ratio, which is higher than OPTZ's 0.25% expense ratio.

Dividends

DRES vs. OPTZ - Dividend Comparison

DRES's dividend yield for the trailing twelve months is around 0.30%, less than OPTZ's 0.44% yield.

Position	TTM	2025	2024
DRES GMO Domestic Resilience ETF	0.30%	0.22%	0.00%
OPTZ Optimize Strategy Index ETF	0.44%	0.58%	0.32%

Frequently Asked Questions

Can I hold both DRES and OPTZ in my portfolio?

DRES and OPTZ have a correlation of 0.69, 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 OPTZ?

On fees, OPTZ is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DRES or OPTZ?

OPTZ is cheaper with a 0.25% expense ratio, compared with 0.50% for DRES.

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

OPTZ has the higher dividend yield at 0.44%, compared with 0.30% for DRES.

What is the main difference between DRES and OPTZ?

They also come from different issuers: GMO and Optimize. Their fees differ too: 0.50% for DRES and 0.25% for OPTZ.