- 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
- $137M
Highlights
- Avg. Volume (1M)
- 5K
- Avg. Volume Value (1M)
- $196.71K
Share Price Chart
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Performance
DSMC Performance Chart
Distillate Small/Mid Cash Flow ETF (DSMC) is up 20.8% since the beginning of the year. DSMC is currently trading at $43 per share.
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Returns By Period
Distillate Small/Mid Cash Flow ETF (DSMC) has returned 20.82% so far this year and 31.37% over the past 12 months.
Distillate Small/Mid Cash Flow ETF
- 1D
- -0.24%
- 1M
- 3.93%
- 6M
- 13.71%
- YTD
- 20.82%
- 1Y
- 31.37%
- 3Y*
- 11.31%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.53%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DSMC Monthly Returns History
Based on dividend-adjusted daily data since Oct 6, 2022, DSMC's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, an investment would double in approximately 4.1 years.
Historically, 57% of months were positive and 43% 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% | 1.32% | 5.56% | 20.82% | |||||
| 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 -0.97%, beta of 0.96, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 06, 2022.
- This ETF participated in 106.89% of S&P 500 Index downside but only 92.70% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.96 and R2 of 0.55, 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
- -0.97%
- Beta
- 0.96
- R²
- 0.55
- Upside Capture
- 92.70%
- Downside Capture
- 106.89%
Expense Ratio
DSMC has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DSMC ranks 77 for risk / return — above 77% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return 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 | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 2.00 | +0.83 |
| Martin ratioReturn relative to average drawdown | 9.69 | 8.49 | +1.20 |
Dividends
Dividend History
Distillate Small/Mid Cash Flow ETF provided a 1.09% dividend yield over the last twelve months, with an annual payout of $0.47 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.47 | $0.42 | $0.46 | $0.35 | $0.07 |
Dividend yield | 1.09% | 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 | $0.12 | $0.00 | $0.23 | |||||
| 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 1.56%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-28.62%Apr 2025 | 4mo 13d | 9mo 18d | 1y 1moNov 2024 - Jan 2026 | 2025 selloff2025 |
-14.56%May 2023 | 3mo | 2mo 16d | 5mo 16dFeb 2023 - Jul 2023 | — |
-10.47%Oct 2023 | 2mo 26d | 1mo 5d | 4mo 1dAug 2023 - Dec 2023 | — |
-10.09%Aug 2024 | 6d | 3mo 1d | 3mo 7dAug 2024 - Nov 2024 | — |
-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 | -1.56% | -1.58% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -10.70% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.14% | +0.87% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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