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DSMC vs. SMCF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DSMC vs. SMCF

Last updated Jun 5, 2026

DSMC (Distillate Small/Mid Cash Flow ETF) and SMCF (Themes US Small Cap Cash Flow Champions ETF) are both Small Cap Value Equities funds. DSMC is actively managed, while SMCF is passively managed. Over the past year, DSMC returned 28.11% vs 35.72% for SMCF. Their correlation of 0.87 suggests significant overlap in exposure. DSMC charges 0.55%/yr vs 0.29%/yr for SMCF.

Performance

DSMC vs. SMCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate Small/Mid Cash Flow ETF (DSMC) and Themes US Small Cap Cash Flow Champions ETF (SMCF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSMC achieves a 13.63% return, which is significantly lower than SMCF's 15.16% return.

DSMC

1D
0.70%
1M
1.11%
YTD
13.63%
6M
13.41%
1Y
28.11%
3Y*
14.16%
5Y*
—
10Y*
—

SMCF

1D
1.24%
1M
-1.23%
YTD
15.16%
6M
14.89%
1Y
35.72%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSMC vs. SMCF - Yearly Performance Comparison

2026 (YTD)202520242023
DSMC
Distillate Small/Mid Cash Flow ETF		13.63%2.73%2.81%4.98%
SMCF
Themes US Small Cap Cash Flow Champions ETF		15.16%9.56%16.30%4.47%

Correlation

The correlation between DSMC and SMCF is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2023

0.87

The correlation between DSMC and SMCF has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

DSMC vs. SMCF - Sectors Allocation Comparison

Sectors
DSMC
SMCF

Technology

21.5%
11.0%

Consumer Cyclical

19.9%
2.6%

Industrials

17.8%
9.8%

Energy

17.0%
18.2%

Communication Services

6.0%
1.5%

Healthcare

5.0%
4.4%

Consumer Defensive

4.8%
1.4%

Financial Services

4.1%
50.0%

Basic Materials

3.5%
0.6%

Real Estate

0.4%
0.5%

Utilities

-

-

Technology

DSMC
21.5%
SMCF
11.0%

Consumer Cyclical

DSMC
19.9%
SMCF
2.6%

Industrials

DSMC
17.8%
SMCF
9.8%

Energy

DSMC
17.0%
SMCF
18.2%

Communication Services

DSMC
6.0%
SMCF
1.5%

Healthcare

DSMC
5.0%
SMCF
4.4%

Consumer Defensive

DSMC
4.8%
SMCF
1.4%

Financial Services

DSMC
4.1%
SMCF
50.0%

Basic Materials

DSMC
3.5%
SMCF
0.6%

Real Estate

DSMC
0.4%
SMCF
0.5%

Utilities

DSMC

-

SMCF

-

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Distillate Small/Mid Cash Flow ETF

Themes US Small Cap Cash Flow Champions ETF

Often compared with DSMC:
DSMC vs. SFLODSMC vs. AVMVDSMC vs. CALFDSMC vs. IWNDSMC vs. AVUVDSMC vs. VFLODSMC vs. COWZ
Often compared with SMCF:
SMCF vs. SFLOSMCF vs. AVUVSMCF vs. DFSVSMCF vs. CALFSMCF vs. MSTYSMCF vs. SDVYSMCF vs. AVMV

Return for Risk

DSMC vs. SMCF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DSMC
DSMC Risk / Return Rank: 5151
Overall Rank
DSMC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DSMC Sortino Ratio Rank: 5151
Sortino Ratio Rank
DSMC Omega Ratio Rank: 4646
Omega Ratio Rank
DSMC Calmar Ratio Rank: 5656
Calmar Ratio Rank
DSMC Martin Ratio Rank: 5454
Martin Ratio Rank
SMCF
SMCF Risk / Return Rank: 7474
Overall Rank
SMCF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SMCF Sortino Ratio Rank: 7272
Sortino Ratio Rank
SMCF Omega Ratio Rank: 6767
Omega Ratio Rank
SMCF Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMCF Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSMC vs. SMCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate Small/Mid Cash Flow ETF (DSMC) and Themes US Small Cap Cash Flow Champions ETF (SMCF). 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.

DSMCSMCFDifference
Sharpe ratioReturn per unit of total volatility
1.64
2.23

-0.59

Sortino ratioReturn per unit of downside risk
2.47
3.18

-0.71

Omega ratioGain probability vs. loss probability

1.29

1.40

-0.11

Calmar ratioReturn relative to maximum drawdown

2.73

5.03

-2.30

Martin ratioReturn relative to average drawdown

9.08

13.54

-4.45

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSMC vs. SMCF - Sharpe Ratio Comparison

The current DSMC Sharpe Ratio is 1.64, which is comparable to the SMCF Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of DSMC and SMCF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

DSMCSMCFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.23

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.94

-0.18

Drawdowns

DSMC vs. SMCF - Drawdown Comparison

The maximum DSMC drawdown since its inception was -28.62%, roughly equal to the maximum SMCF drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for DSMC and SMCF.

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Drawdown Indicators

DSMCSMCFDifference

Max Drawdown

Largest peak-to-trough decline

-28.62%

-28.48%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

-7.13%

-3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-28.62%

—

—

Current Drawdown

Current decline from peak

-0.97%

-1.23%

+0.26%

Average Drawdown

Average peak-to-trough decline

-6.00%

-5.28%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.65%

+0.45%

Volatility

DSMC vs. SMCF - Volatility Comparison

Distillate Small/Mid Cash Flow ETF (DSMC) has a higher volatility of 4.31% compared to Themes US Small Cap Cash Flow Champions ETF (SMCF) at 3.49%. This indicates that DSMC's price experiences larger fluctuations and is considered to be riskier than SMCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DSMCSMCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

3.49%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

10.06%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

16.13%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

20.31%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.38%

20.31%

+0.07%

DSMC vs. SMCF - Expense Ratio Comparison

DSMC has a 0.55% expense ratio, which is higher than SMCF's 0.29% expense ratio.

Dividends

DSMC vs. SMCF - Dividend Comparison

DSMC's dividend yield for the trailing twelve months is around 1.12%, less than SMCF's 3.40% yield.

PositionTTM2025202420232022
DSMC
Distillate Small/Mid Cash Flow ETF		1.12%1.18%1.31%1.02%0.27%
SMCF
Themes US Small Cap Cash Flow Champions ETF		3.40%3.91%0.61%0.00%0.00%

Frequently Asked Questions

DSMC and SMCF have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DSMC has higher volatility (4.31%) compared to SMCF (3.49%). In terms of maximum drawdown, DSMC dropped -28.62% vs SMCF's -28.48%.

On 1-year performance, SMCF leads with 35.72% vs 28.11% for DSMC. On fees, SMCF is cheaper at 0.29% per year. On volatility, SMCF has been the lower-risk option at 3.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SMCF has performed better with a 35.72% return vs 28.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMCF is cheaper with a 0.29% expense ratio, compared with 0.55% for DSMC.

SMCF has the higher dividend yield at 3.40%, compared with 1.12% for DSMC.

They also come from different issuers: Distillate and Themes. Their fees differ too: 0.55% for DSMC and 0.29% for SMCF.

SMCF currently has the higher Sharpe Ratio (2.23 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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