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Distillate Small/Mid Cash Flow ETF (DSMC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US26922B6671

Inception Date

Oct 5, 2022

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

DSMC has an expense ratio of 0.55%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
28.48%
51.15%
DSMC (Distillate Small/Mid Cash Flow ETF)
Benchmark (^GSPC)

Returns By Period

Distillate Small/Mid Cash Flow ETF (DSMC) returned -11.20% year-to-date (YTD) and -12.34% over the past 12 months.


DSMC

YTD

-11.20%

1M

3.80%

6M

-16.48%

1Y

-12.34%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of DSMC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.62%-7.98%-3.26%-5.06%3.39%-11.20%
2024-2.35%4.81%5.18%-5.87%3.79%-3.60%6.46%-3.27%1.13%-3.44%9.20%-7.66%2.81%
202312.61%-2.02%-3.50%-2.24%-3.35%12.02%6.26%-2.29%-1.74%-5.47%8.10%10.23%29.50%
20226.20%8.47%-5.66%8.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DSMC is 4, meaning it’s performing worse than 96% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DSMC is 44
Overall Rank
The Sharpe Ratio Rank of DSMC is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of DSMC is 44
Sortino Ratio Rank
The Omega Ratio Rank of DSMC is 55
Omega Ratio Rank
The Calmar Ratio Rank of DSMC is 44
Calmar Ratio Rank
The Martin Ratio Rank of DSMC is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Distillate Small/Mid Cash Flow ETF (DSMC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Distillate Small/Mid Cash Flow ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: -0.54
  • All Time: 0.48

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Distillate Small/Mid Cash Flow ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.54
0.44
DSMC (Distillate Small/Mid Cash Flow ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Distillate Small/Mid Cash Flow ETF provided a 1.41% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 2 consecutive years.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.50202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$0.44$0.46$0.35$0.07

Dividend yield

1.41%1.31%1.02%0.28%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.08$0.00$0.00$0.08
2024$0.00$0.00$0.10$0.00$0.00$0.11$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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.02%
-7.88%
DSMC (Distillate Small/Mid Cash Flow ETF)
Benchmark (^GSPC)

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. The portfolio has not yet recovered.

The current Distillate Small/Mid Cash Flow ETF drawdown is 19.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.62%Nov 26, 202490Apr 8, 2025
-14.56%Feb 3, 202363May 4, 202351Jul 19, 2023114
-10.47%Aug 2, 202362Oct 27, 202324Dec 1, 202386
-10.09%Aug 1, 20245Aug 7, 202464Nov 6, 202469
-7.73%Apr 1, 202469Jul 9, 202416Jul 31, 202485

Volatility

Volatility Chart

The current Distillate Small/Mid Cash Flow ETF volatility is 7.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
7.44%
6.82%
DSMC (Distillate Small/Mid Cash Flow ETF)
Benchmark (^GSPC)