SIZE vs. DRES
SIZE (iShares MSCI USA Size Factor ETF) and DRES (GMO Domestic Resilience ETF) are both Mid Cap Blend Equities funds. SIZE is passively managed, while DRES is actively managed. Their 0.75 correlation means they have sometimes moved together and sometimes differently. SIZE charges 0.15%/yr vs 0.50%/yr for DRES.
Performance
SIZE vs. DRES - Performance Comparison
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Returns By Period
In the year-to-date period, SIZE achieves a 11.20% return, which is significantly lower than DRES's 21.60% return.
SIZE
- 1D
- -0.35%
- 1M
- 0.26%
- 6M
- 8.60%
- YTD
- 11.20%
- 1Y
- 17.37%
- 3Y*
- 13.59%
- 5Y*
- 7.99%
- 10Y*
- 11.70%
- ALL TIME*
- 11.92%
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 | |
| $662.14K | $788.99K | $1.01M |
SIZE vs. DRES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIZE iShares MSCI USA Size Factor ETF | 11.20% | 0.96% |
DRES GMO Domestic Resilience ETF | 21.60% | 2.50% |
Correlation
The correlation between SIZE and DRES is 0.75, 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 | 0.75 |
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Return for Risk
SIZE vs. DRES — Risk / Return Rank
SIZE
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SIZE vs. DRES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) 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.
| SIZE | DRES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | — | — |
| Martin ratioReturn relative to average drawdown | 7.91 | — | — |
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Drawdowns
SIZE vs. DRES - Drawdown Comparison
The maximum SIZE drawdown since its inception was -39.15%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for SIZE and DRES.
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Drawdown Indicators
| SIZE | DRES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.15% | -10.41% | -28.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | — | — |
Current DrawdownCurrent decline from peak | -1.39% | -1.59% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -2.14% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | — | — |
Volatility
SIZE vs. DRES - Volatility Comparison
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Volatility by Period
| SIZE | DRES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 18.07% | -5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 18.07% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 18.07% | +0.60% |
SIZE vs. DRES - Expense Ratio Comparison
SIZE has a 0.15% expense ratio, which is lower than DRES's 0.50% expense ratio.
Dividends
SIZE vs. DRES - Dividend Comparison
SIZE's dividend yield for the trailing twelve months is around 1.37%, 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% |
SIZE iShares MSCI USA Size Factor ETF | 1.37% | 1.50% | 1.53% | 1.42% | 1.59% | 1.19% | 1.43% | 1.35% | 2.43% | 1.58% | 1.88% | 1.95% |
Frequently Asked Questions
SIZE and DRES have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SIZE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SIZE is cheaper with a 0.15% expense ratio, compared with 0.50% for DRES.
SIZE has the higher dividend yield at 1.37%, compared with 0.52% for DRES.
They also come from different issuers: iShares and GMO. Their fees differ too: 0.15% for SIZE and 0.50% for DRES.
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