LSAF vs. DRES
LSAF (LeaderShares AlphaFactor US Core Equity ETF) and DRES (GMO Domestic Resilience ETF) are both Mid Cap Blend Equities funds. LSAF is passively managed, while DRES is actively managed. Their 0.74 correlation means they have sometimes moved together and sometimes differently. LSAF charges 0.75%/yr vs 0.50%/yr for DRES.
Performance
LSAF vs. DRES - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LSAF achieves a 19.96% return, which is significantly lower than DRES's 21.60% return.
LSAF
- 1D
- -0.55%
- 1M
- 2.49%
- 6M
- 17.23%
- YTD
- 19.96%
- 1Y
- 30.03%
- 3Y*
- 18.58%
- 5Y*
- 10.90%
- 10Y*
- —
- ALL TIME*
- 11.02%
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 | |
| $265.84K | $205.64K | $201.86K |
LSAF vs. DRES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LSAF LeaderShares AlphaFactor US Core Equity ETF | 19.96% | 1.47% |
DRES GMO Domestic Resilience ETF | 21.60% | 2.50% |
Correlation
The correlation between LSAF and DRES is 0.74, 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 | 0.74 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LSAF vs. DRES — Risk / Return Rank
LSAF
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LSAF vs. DRES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LeaderShares AlphaFactor US Core Equity ETF (LSAF) 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.
| LSAF | DRES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | — | — |
| Martin ratioReturn relative to average drawdown | 14.86 | — | — |
Loading charts...
Drawdowns
LSAF vs. DRES - Drawdown Comparison
The maximum LSAF drawdown since its inception was -41.67%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for LSAF and DRES.
Loading charts...
Drawdown Indicators
| LSAF | DRES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.67% | -10.41% | -31.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | — | — |
Current DrawdownCurrent decline from peak | -1.48% | -1.59% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -2.14% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | — | — |
Volatility
LSAF vs. DRES - Volatility Comparison
Loading charts...
Volatility by Period
| LSAF | DRES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 18.07% | -3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.38% | 18.07% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 18.07% | +3.66% |
LSAF vs. DRES - Expense Ratio Comparison
LSAF has a 0.75% expense ratio, which is higher than DRES's 0.50% expense ratio.
Dividends
LSAF vs. DRES - Dividend Comparison
LSAF's dividend yield for the trailing twelve months is around 0.57%, more than DRES's 0.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRES GMO Domestic Resilience ETF | 0.52% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LSAF LeaderShares AlphaFactor US Core Equity ETF | 0.57% | 0.69% | 0.42% | 0.84% | 0.96% | 0.37% | 0.53% | 0.71% | 0.20% |
Frequently Asked Questions
LSAF and DRES have a correlation of 0.74, 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 0.75% for LSAF.
LSAF has the higher dividend yield at 0.57%, compared with 0.52% for DRES.
They also come from different issuers: Redwood and GMO. Their fees differ too: 0.75% for LSAF and 0.50% for DRES.
Find the right allocation for LSAF 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.
Open Portfolio Optimizer