FTDS vs. DRES
FTDS (First Trust Dividend Strength ETF) and DRES (GMO Domestic Resilience ETF) are both Mid Cap Blend Equities funds. FTDS is passively managed, while DRES is actively managed. Their 0.66 correlation means they have sometimes moved together and sometimes differently. FTDS charges 0.70%/yr vs 0.50%/yr for DRES.
Performance
FTDS vs. DRES - Performance Comparison
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Returns By Period
In the year-to-date period, FTDS achieves a 15.08% return, which is significantly lower than DRES's 21.60% return.
FTDS
- 1D
- 0.31%
- 1M
- 4.00%
- 6M
- 8.67%
- YTD
- 15.08%
- 1Y
- 24.87%
- 3Y*
- 15.10%
- 5Y*
- 8.13%
- 10Y*
- 11.18%
- ALL TIME*
- 6.70%
DRES
- 1D
- 0.30%
- 1M
- 0.31%
- 6M
- 12.48%
- YTD
- 21.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $93.72K | $76.15K | $99.36K | |
| $146.70K | $150.71K | $191.32K |
FTDS vs. DRES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FTDS First Trust Dividend Strength ETF | 15.08% | 2.08% |
DRES GMO Domestic Resilience ETF | 21.60% | 2.50% |
Correlation
The correlation between FTDS and DRES is 0.66, 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 | 0.66 |
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Return for Risk
FTDS vs. DRES — Risk / Return Rank
FTDS
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FTDS vs. DRES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) 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.
| FTDS | DRES | Difference | |
|---|---|---|---|
| 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 | 3.61 | — | — |
| Martin ratioReturn relative to average drawdown | 9.38 | — | — |
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Drawdowns
FTDS vs. DRES - Drawdown Comparison
The maximum FTDS drawdown since its inception was -56.53%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for FTDS and DRES.
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Drawdown Indicators
| FTDS | DRES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.53% | -10.41% | -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 DrawdownCurrent decline from peak | -0.74% | -1.59% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -2.14% | -7.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | — | — |
Volatility
FTDS vs. DRES - Volatility Comparison
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Volatility by Period
| FTDS | DRES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 18.07% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 18.07% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.05% | 18.07% | +1.98% |
FTDS vs. DRES - Expense Ratio Comparison
FTDS has a 0.70% expense ratio, which is higher than DRES's 0.50% expense ratio.
Dividends
FTDS vs. DRES - Dividend Comparison
FTDS's dividend yield for the trailing twelve months is around 1.53%, more than DRES's 0.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRES GMO Domestic Resilience ETF | 0.52% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTDS First Trust Dividend Strength ETF | 1.53% | 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
FTDS and DRES have a correlation of 0.66, 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 FTDS.
FTDS has the higher dividend yield at 1.53%, compared with 0.52% for DRES.
They also come from different issuers: First Trust and GMO. Their fees differ too: 0.70% for FTDS and 0.50% for DRES.
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