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SIXL vs. DRES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIXL vs. DRES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) 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, SIXL achieves a 11.76% return, which is significantly lower than DRES's 21.60% return.


SIXL

1D
-0.57%
1M
0.20%
6M
6.85%
YTD
11.76%
1Y
14.10%
3Y*
9.10%
5Y*
4.75%
10Y*
ALL TIME*
9.03%

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
$85.49K$51.42K$104.59K

SIXL vs. DRES - Yearly Performance Comparison


Correlation

The correlation between SIXL and DRES is 0.41, which is low. Their historical price movements had little consistent relationship.


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

0.41

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Return for Risk

SIXL vs. DRES — Risk / Return Rank

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

SIXL
SIXL Risk / Return Rank: 5555
Overall Rank
SIXL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SIXL Sortino Ratio Rank: 5959
Sortino Ratio Rank
SIXL Omega Ratio Rank: 5353
Omega Ratio Rank
SIXL Calmar Ratio Rank: 6060
Calmar Ratio Rank
SIXL Martin Ratio Rank: 4949
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.

SIXL vs. DRES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) 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.


SIXLDRESDifference
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

2.12

Martin ratioReturn relative to average drawdown

5.72

SIXL vs. DRES - Sharpe Ratio Comparison


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Drawdowns

SIXL vs. DRES - Drawdown Comparison

The maximum SIXL drawdown since its inception was -16.08%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for SIXL and DRES.


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Drawdown Indicators


SIXLDRESDifference

Max Drawdown

Largest peak-to-trough decline

-16.08%

-10.41%

-5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

Current Drawdown

Current decline from peak

-1.97%

-1.59%

-0.38%

Average Drawdown

Average peak-to-trough decline

-4.49%

-2.14%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

Volatility

SIXL vs. DRES - Volatility Comparison


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Volatility by Period


SIXLDRESDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

18.07%

-7.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

18.07%

-5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.60%

18.07%

-5.47%

SIXL vs. DRES - Expense Ratio Comparison

SIXL has a 0.47% expense ratio, which is lower than DRES's 0.50% expense ratio.


Dividends

SIXL vs. DRES - Dividend Comparison

SIXL's dividend yield for the trailing twelve months is around 2.19%, more than DRES's 0.52% yield.


PositionTTM202520242023202220212020
DRES
GMO Domestic Resilience ETF
0.52%0.22%0.00%0.00%0.00%0.00%0.00%
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
2.19%2.31%1.28%1.48%1.45%0.67%0.40%

Frequently Asked Questions


SIXL and DRES have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SIXL is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SIXL is cheaper with a 0.47% expense ratio, compared with 0.50% for DRES.

SIXL has the higher dividend yield at 2.19%, compared with 0.52% for DRES.

They also come from different issuers: Exchange Traded Concepts and GMO. Their fees differ too: 0.47% for SIXL and 0.50% for DRES.

Portfolio Optimizer

Find the right allocation for SIXL and DRES

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