DRES vs. QLTY
DRES (GMO Domestic Resilience ETF) and QLTY (GMO U.S. Quality ETF) are both exchange-traded funds - DRES is a Mid Cap Blend Equities fund actively managed by GMO, while QLTY is a Quality Factor fund tracking the S&P 500. DRES is actively managed, while QLTY is passively managed. Their 0.58 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.50% expense ratio.
Performance
DRES vs. QLTY - Performance Comparison
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Returns By Period
In the year-to-date period, DRES achieves a 24.62% return, which is significantly higher than QLTY's 11.50% return.
DRES
- 1D
- -0.77%
- 1M
- 2.56%
- 6M
- 9.52%
- YTD
- 24.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QLTY
- 1D
- -0.12%
- 1M
- 2.45%
- 6M
- 10.75%
- YTD
- 11.50%
- 1Y
- 26.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.04K | $72.09K | $66.39K | |
| $17.65M | $16.37M | $19.31M |
DRES vs. QLTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DRES GMO Domestic Resilience ETF | 24.62% | 2.50% |
QLTY GMO U.S. Quality ETF | 11.50% | 6.51% |
Correlation
The correlation between DRES and QLTY is 0.58, 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 | 0.58 |
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Return for Risk
DRES vs. QLTY — Risk / Return Rank
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QLTY
DRES vs. QLTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Domestic Resilience ETF (DRES) and GMO U.S. Quality ETF (QLTY). 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 | QLTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.29 | — |
| Martin ratioReturn relative to average drawdown | — | 9.26 | — |
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Drawdowns
DRES vs. QLTY - Drawdown Comparison
The maximum DRES drawdown since its inception was -10.41%, smaller than the maximum QLTY drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for DRES and QLTY.
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Drawdown Indicators
| DRES | QLTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.41% | -17.00% | +6.59% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.71% | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.12% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -1.99% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.89% | — |
Volatility
DRES vs. QLTY - Volatility Comparison
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Volatility by Period
| DRES | QLTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.53% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 12.62% | +5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 14.52% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 14.52% | +3.60% |
DRES vs. QLTY - Expense Ratio Comparison
Both DRES and QLTY have an expense ratio of 0.50%.
Dividends
DRES vs. QLTY - Dividend Comparison
DRES's dividend yield for the trailing twelve months is around 0.51%, less than QLTY's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DRES GMO Domestic Resilience ETF | 0.51% | 0.22% | 0.00% | 0.00% |
QLTY GMO U.S. Quality ETF | 0.70% | 0.73% | 0.79% | 0.15% |
Frequently Asked Questions
DRES and QLTY have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DRES and QLTY have the same expense ratio: 0.50% per year.
QLTY has the higher dividend yield at 0.70%, compared with 0.51% for DRES.
DRES is categorized as Mid Cap Blend Equities, while QLTY is Quality Factor.
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