TSME vs. DRES
TSME (Thrivent Small-Mid Cap ESG ETF) and DRES (GMO Domestic Resilience ETF) are both Mid Cap Blend Equities funds. Both are actively managed. Their 0.76 correlation means they have sometimes moved together and sometimes differently. TSME charges 0.65%/yr vs 0.50%/yr for DRES.
Performance
TSME vs. DRES - Performance Comparison
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Returns By Period
In the year-to-date period, TSME achieves a 16.10% return, which is significantly lower than DRES's 21.60% return.
TSME
- 1D
- 1.09%
- 1M
- -3.24%
- 6M
- 8.60%
- YTD
- 16.10%
- 1Y
- 22.52%
- 3Y*
- 17.15%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.39%
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 | |
| $3.32M | $3.62M | $3.55M |
TSME vs. DRES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSME Thrivent Small-Mid Cap ESG ETF | 16.10% | 0.52% |
DRES GMO Domestic Resilience ETF | 21.60% | 2.50% |
Correlation
The correlation between TSME and DRES is 0.76, 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 | 0.76 |
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Return for Risk
TSME vs. DRES — Risk / Return Rank
TSME
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSME vs. DRES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small-Mid Cap ESG ETF (TSME) 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.
| TSME | DRES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | — | — |
| Martin ratioReturn relative to average drawdown | 4.49 | — | — |
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Drawdowns
TSME vs. DRES - Drawdown Comparison
The maximum TSME drawdown since its inception was -26.59%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for TSME and DRES.
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Drawdown Indicators
| TSME | DRES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.59% | -10.41% | -16.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.72% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | — | — |
Current DrawdownCurrent decline from peak | -7.70% | -1.59% | -6.11% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -2.14% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | — | — |
Volatility
TSME vs. DRES - Volatility Comparison
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Volatility by Period
| TSME | DRES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.82% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.77% | 18.07% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 18.07% | +3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.87% | 18.07% | +3.80% |
TSME vs. DRES - Expense Ratio Comparison
TSME has a 0.65% expense ratio, which is higher than DRES's 0.50% expense ratio.
Dividends
TSME vs. DRES - Dividend Comparison
TSME's dividend yield for the trailing twelve months is around 0.14%, less than DRES's 0.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DRES GMO Domestic Resilience ETF | 0.52% | 0.22% | 0.00% | 0.00% | 0.00% |
TSME Thrivent Small-Mid Cap ESG ETF | 0.14% | 0.17% | 0.38% | 0.53% | 0.16% |
Frequently Asked Questions
TSME and DRES have a correlation of 0.76, 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 0.65% for TSME.
DRES has the higher dividend yield at 0.52%, compared with 0.14% for TSME.
They also come from different issuers: Thrivent and GMO. Their fees differ too: 0.65% for TSME and 0.50% for DRES.
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