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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Distillate Small/Mid Cash Flow ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Distillate Small/Mid Cash Flow ETF (DSMC) has returned 5.80% so far this year and 20.16% over the past 12 months.
Distillate Small/Mid Cash Flow ETF
- 1D
- 1.08%
- 1M
- -0.69%
- YTD
- 5.80%
- 6M
- 5.03%
- 1Y
- 20.16%
- 3Y*
- 10.77%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 6, 2022, DSMC's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, your investment would double in approximately 4.7 years.
Historically, 52% of months were positive and 48% 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% | 5.80% | |||||||||
| 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 | 6.20% | 8.47% | -5.66% | 8.68% |
Benchmark Metrics
Distillate Small/Mid Cash Flow ETF has an annualized alpha of -2.16%, beta of 1.01, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since October 07, 2022.
- This ETF participated in 122.66% of S&P 500 Index downside but only 101.23% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.16% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 1.01 and R² of 0.59, 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
- -2.16%
- Beta
- 1.01
- R²
- 0.59
- Upside Capture
- 101.23%
- Downside Capture
- 122.66%
Expense Ratio
DSMC has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DSMC ranks 47 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 a chosen benchmark (S&P 500 Index).
| DSMC | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.90 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.39 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.40 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.73 | 6.61 | -1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DSMC risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Distillate Small/Mid Cash Flow ETF provided a 1.20% 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 | 1.20% | 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 | $0.11 | |||||||||
| 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 3.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.62% | Nov 26, 2024 | 90 | Apr 8, 2025 | 197 | Jan 21, 2026 | 287 |
| -14.56% | Feb 3, 2023 | 63 | May 4, 2023 | 51 | Jul 19, 2023 | 114 |
| -10.47% | Aug 2, 2023 | 62 | Oct 27, 2023 | 24 | Dec 1, 2023 | 86 |
| -10.09% | Aug 1, 2024 | 5 | Aug 7, 2024 | 64 | Nov 6, 2024 | 69 |
| -7.73% | Apr 1, 2024 | 69 | Jul 9, 2024 | 16 | Jul 31, 2024 | 85 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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