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ETHO vs. DRES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHO vs. DRES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Etho Climate Leadership U.S. ETF (ETHO) and GMO Domestic Resilience ETF (DRES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ETHO having a 22.44% return and DRES slightly lower at 21.80%.


ETHO

1D
0.49%
1M
3.24%
6M
16.53%
YTD
22.44%
1Y
37.11%
3Y*
5Y*
10Y*

DRES

1D
1.41%
1M
0.14%
6M
12.22%
YTD
21.80%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHO vs. DRES - Yearly Performance Comparison


Correlation

The correlation between ETHO and DRES 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

ETHO vs. DRES — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETHO
ETHO Risk / Return Rank: 8484
Overall Rank
ETHO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ETHO Sortino Ratio Rank: 8282
Sortino Ratio Rank
ETHO Omega Ratio Rank: 7676
Omega Ratio Rank
ETHO Calmar Ratio Rank: 8888
Calmar Ratio Rank
ETHO Martin Ratio Rank: 8989
Martin Ratio Rank

DRES

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ETHO vs. DRES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) and GMO Domestic Resilience ETF (DRES). 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.


ETHODRESDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

4.03

Martin ratioReturn relative to average drawdown

15.62

ETHO vs. DRES - Sharpe Ratio Comparison


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Drawdowns

ETHO vs. DRES - Drawdown Comparison

The maximum ETHO drawdown since its inception was -25.50%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for ETHO and DRES.


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Drawdown Indicators


ETHODRESDifference

Max Drawdown

Largest peak-to-trough decline

-25.50%

-10.41%

-15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

Current Drawdown

Current decline from peak

-0.82%

-1.43%

+0.61%

Average Drawdown

Average peak-to-trough decline

-4.34%

-2.18%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

Volatility

ETHO vs. DRES - Volatility Comparison


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Volatility by Period


ETHODRESDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

18.22%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

18.22%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

18.22%

+1.12%

ETHO vs. DRES - Expense Ratio Comparison

ETHO has a 0.45% expense ratio, which is lower than DRES's 0.50% expense ratio.


Dividends

ETHO vs. DRES - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 0.70%, more than DRES's 0.52% yield.


PositionTTM20252024
DRES
GMO Domestic Resilience ETF
0.52%0.22%0.00%
ETHO
Amplify Etho Climate Leadership U.S. ETF
0.70%0.86%0.69%

Frequently Asked Questions


ETHO and DRES 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 0.52% for DRES.

They also come from different issuers: Amplify and GMO. Their fees differ too: 0.45% for ETHO and 0.50% for DRES.

Portfolio Optimizer

Find the right allocation for ETHO and DRES

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