- ISIN
- US26922B6671
- Issuer
- Distillate
- Inception Date
- Oct 5, 2022
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $125M
Share Price Chart
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Performance
DSMC Performance Chart
Distillate Small/Mid Cash Flow ETF (DSMC) is up 11.0% since the beginning of the year. DSMC is currently trading at $39 per share.
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Returns By Period
Distillate Small/Mid Cash Flow ETF (DSMC) has returned 10.99% so far this year and 24.22% over the past 12 months.
Distillate Small/Mid Cash Flow ETF
- 1D
- -0.82%
- 1M
- -0.56%
- YTD
- 10.99%
- 6M
- 9.17%
- 1Y
- 24.22%
- 3Y*
- 12.09%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DSMC Monthly Returns History
Based on dividend-adjusted daily data since Oct 6, 2022, DSMC's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.
Historically, 53% of months were positive and 47% were negative. The best month was Jan 2023 with a return of +12.6%, while the worst month was Feb 2025 at -8.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DSMC closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 3, 2025 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.26% | 0.26% | -0.69% | 6.16% | 0.58% | -1.76% | 10.99% | ||||||
| 2025 | 1.62% | -7.98% | -3.26% | -5.06% | 4.52% | 4.24% | 2.77% | 8.80% | -1.08% | -3.59% | 1.65% | 1.31% | 2.73% |
| 2024 | -2.35% | 4.81% | 5.18% | -5.87% | 3.79% | -3.60% | 6.46% | -3.27% | 1.14% | -3.44% | 9.20% | -7.66% | 2.81% |
| 2023 | 12.61% | -2.02% | -3.50% | -2.24% | -3.35% | 12.02% | 6.26% | -2.29% | -1.74% | -5.47% | 8.10% | 10.23% | 29.50% |
| 2022 | 6.03% | 8.47% | -5.66% | 8.50% |
Benchmark Metrics
Distillate Small/Mid Cash Flow ETF has an annualized alpha of -3.58%, beta of 0.98, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since October 06, 2022.
- This ETF participated in 122.72% of S&P 500 Index downside but only 92.70% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -3.58% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.98 and R2 of 0.57, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -3.58%
- Beta
- 0.98
- R²
- 0.57
- Upside Capture
- 92.70%
- Downside Capture
- 122.72%
Expense Ratio
DSMC has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DSMC ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Distillate Small/Mid Cash Flow ETF (DSMC) and compare them to S&P 500 Index.
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.
| DSMC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.78 | -0.43 |
| Martin ratioReturn relative to average drawdown | 7.80 | 12.44 | -4.64 |
Dividends
Dividend History
Distillate Small/Mid Cash Flow ETF provided a 1.15% dividend yield over the last twelve months, with an annual payout of $0.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.45 | $0.42 | $0.46 | $0.35 | $0.07 |
Dividend yield | 1.15% | 1.18% | 1.31% | 1.02% | 0.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Distillate Small/Mid Cash Flow ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.11 | ||||||
| 2025 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.42 |
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.16 | $0.46 |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.35 |
| 2022 | $0.07 | $0.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Distillate Small/Mid Cash Flow ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Distillate Small/Mid Cash Flow ETF was 28.62%, occurring on Apr 8, 2025. Recovery took 197 trading sessions.
The current Distillate Small/Mid Cash Flow ETF drawdown is 3.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -28.62%Apr 2025 | 4mo 13d | 9mo 18d | 1y 1moNov 2024 - Jan 2026 |
2023 correction2023 | -14.56%May 2023 | 3mo | 2mo 16d | 5mo 16dFeb 2023 - Jul 2023 |
2023 correction2023 | -10.47%Oct 2023 | 2mo 26d | 1mo 5d | 4mo 1dAug 2023 - Dec 2023 |
2024 correction2024 | -10.09%Aug 2024 | 6d | 3mo 1d | 3mo 7dAug 2024 - Nov 2024 |
2024 pullback2024 | -7.73%Jul 2024 | 3mo 9d | 22d | 4mo 1dApr 2024 - Jul 2024 |
Drawdown Indicators
| DSMC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.62% | -56.78% | +28.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.33% | -9.10% | -1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -28.62% | -18.90% | -9.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.71% | -1.80% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -10.71% | +4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.03% | +1.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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