ETHO vs. DRES
ETHO (Amplify Etho Climate Leadership U.S. ETF) and DRES (GMO Domestic Resilience ETF) are both Mid Cap Blend Equities funds. ETHO is passively managed, while DRES is actively managed. A 0.77 correlation means they provide meaningful diversification when combined. ETHO charges 0.45%/yr vs 0.50%/yr for DRES.
Performance
ETHO vs. DRES - Performance Comparison
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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*
- —
ETHO vs. DRES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ETHO Amplify Etho Climate Leadership U.S. ETF | 22.44% | 3.40% |
DRES GMO Domestic Resilience ETF | 21.80% | 2.50% |
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
ETHO
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| ETHO | DRES | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| ETHO | DRES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.50% | -10.41% | -15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | — | — |
Current DrawdownCurrent decline from peak | -0.82% | -1.43% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -2.18% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | — | — |
Volatility
ETHO vs. DRES - Volatility Comparison
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Volatility by Period
| ETHO | DRES | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
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