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DRES vs. TUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRES vs. TUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Domestic Resilience ETF (DRES) and First Trust Total US Market AlphaDEX ETF (TUSA). 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 24.62% return, which is significantly higher than TUSA's 16.11% return.


DRES

1D
-0.77%
1M
2.56%
6M
9.52%
YTD
24.62%
1Y
3Y*
5Y*
10Y*
ALL TIME*

TUSA

1D
-0.82%
1M
4.76%
6M
5.77%
YTD
16.11%
1Y
23.91%
3Y*
15.79%
5Y*
8.03%
10Y*
11.22%
ALL TIME*
6.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$79.04K$72.09K$66.39K
$158.80K$145.45K$186.95K

DRES vs. TUSA - Yearly Performance Comparison


Correlation

The correlation between DRES and TUSA is 0.67, 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

0.67

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Return for Risk

DRES vs. TUSA — 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.


TUSA
TUSA Risk / Return Rank: 7575
Overall Rank
TUSA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TUSA Sortino Ratio Rank: 7777
Sortino Ratio Rank
TUSA Omega Ratio Rank: 7070
Omega Ratio Rank
TUSA Calmar Ratio Rank: 8585
Calmar Ratio Rank
TUSA Martin Ratio Rank: 6868
Martin Ratio Rank
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. TUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Domestic Resilience ETF (DRES) and First Trust Total US Market AlphaDEX ETF (TUSA). 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.


DRESTUSADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.65

Martin ratioReturn relative to average drawdown

9.49

DRES vs. TUSA - Sharpe Ratio Comparison


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Drawdowns

DRES vs. TUSA - Drawdown Comparison

The maximum DRES drawdown since its inception was -10.41%, smaller than the maximum TUSA drawdown of -56.53%. Use the drawdown chart below to compare losses from any high point for DRES and TUSA.


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Drawdown Indicators


DRESTUSADifference

Max Drawdown

Largest peak-to-trough decline

-10.41%

-56.53%

+46.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

Current Drawdown

Current decline from peak

-0.77%

-0.82%

+0.05%

Average Drawdown

Average peak-to-trough decline

-2.12%

-9.80%

+7.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

Volatility

DRES vs. TUSA - Volatility Comparison


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Volatility by Period


DRESTUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

12.74%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

17.54%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

20.06%

-1.94%

DRES vs. TUSA - Expense Ratio Comparison

DRES has a 0.50% expense ratio, which is lower than TUSA's 0.70% expense ratio.


Dividends

DRES vs. TUSA - Dividend Comparison

DRES's dividend yield for the trailing twelve months is around 0.51%, less than TUSA's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
DRES
GMO Domestic Resilience ETF
0.51%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TUSA
First Trust Total US Market AlphaDEX ETF
1.51%1.59%2.05%2.15%2.31%0.72%0.99%1.13%1.14%0.79%1.24%0.95%

Frequently Asked Questions


DRES and TUSA have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

DRES is cheaper with a 0.50% expense ratio, compared with 0.70% for TUSA.

TUSA has the higher dividend yield at 1.51%, compared with 0.51% for DRES.

They also come from different issuers: GMO and First Trust. Their fees differ too: 0.50% for DRES and 0.70% for TUSA.

Portfolio Optimizer

Find the right allocation for DRES and TUSA

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