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IWR vs. DRES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWR vs. DRES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap ETF (IWR) and GMO Domestic Resilience ETF (DRES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWR achieves a 14.55% return, which is significantly lower than DRES's 21.60% return.


IWR

1D
-0.28%
1M
-0.59%
6M
11.19%
YTD
14.55%
1Y
20.25%
3Y*
14.75%
5Y*
8.04%
10Y*
11.43%
ALL TIME*
9.95%

DRES

1D
0.30%
1M
0.31%
6M
12.48%
YTD
21.60%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$93.72K$76.15K$99.36K
$186.41M$266.84M$222.00M

IWR vs. DRES - Yearly Performance Comparison


2026 (YTD)2025
IWR
iShares Russell Midcap ETF
14.55%0.11%
DRES
GMO Domestic Resilience ETF
21.60%2.50%

Correlation

The correlation between IWR and DRES is 0.83, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.83

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Return for Risk

IWR vs. DRES — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IWR
IWR Risk / Return Rank: 6262
Overall Rank
IWR Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWR Omega Ratio Rank: 5555
Omega Ratio Rank
IWR Calmar Ratio Rank: 6666
Calmar Ratio Rank
IWR Martin Ratio Rank: 7272
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) 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.

IWR vs. DRES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) 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.


IWRDRESDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.28

Martin ratioReturn relative to average drawdown

8.85

IWR vs. DRES - Sharpe Ratio Comparison


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Drawdowns

IWR vs. DRES - Drawdown Comparison

The maximum IWR drawdown since its inception was -58.78%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for IWR and DRES.


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Drawdown Indicators


IWRDRESDifference

Max Drawdown

Largest peak-to-trough decline

-58.78%

-10.41%

-48.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

Max Drawdown (3Y)

Largest decline over 3 years

-21.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

Max Drawdown (10Y)

Largest decline over 10 years

-40.59%

Current Drawdown

Current decline from peak

-0.93%

-1.59%

+0.66%

Average Drawdown

Average peak-to-trough decline

-7.76%

-2.14%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

Volatility

IWR vs. DRES - Volatility Comparison


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Volatility by Period


IWRDRESDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.67%

18.07%

-4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

18.07%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

18.07%

+1.24%

IWR vs. DRES - Expense Ratio Comparison

IWR has a 0.19% expense ratio, which is lower than DRES's 0.50% expense ratio.


Dividends

IWR vs. DRES - Dividend Comparison

IWR's dividend yield for the trailing twelve months is around 1.16%, more than DRES's 0.52% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IWR
iShares Russell Midcap ETF
1.16%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%

Frequently Asked Questions


IWR and DRES have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWR is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWR is cheaper with a 0.19% expense ratio, compared with 0.50% for DRES.

IWR has the higher dividend yield at 1.16%, compared with 0.52% for DRES.

They also come from different issuers: iShares and GMO. Their fees differ too: 0.19% for IWR and 0.50% for DRES.

Portfolio Optimizer

Find the right allocation for IWR and DRES

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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