Distillate Small/Mid Cash Flow ETF (DSMC) Sharpe Ratio: 0.87

DSMC's Sharpe Ratio of 0.87 indicates that for each unit of volatility, it generates 0.87 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

DSMC Sharpe Ratio Rank

Average

DSMC ranks above 47.7% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

DSMC Sharpe Ratio Market Positioning

The chart shows DSMC's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.47 or lower
Yellow zone (middle 50%): 0.47 to 1.38
Green zone (top 25%): 1.38 or higher
Top 1%: 5.74+
Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares Distillate Small/Mid Cash Flow ETF's Sharpe Ratio with other ETFs in the Small Cap Value Equities category across multiple time periods, showing how DSMC's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

Symbol	Name	1Y Sharpe Ratio
ISVL	iShares International Developed Small Cap Value Factor ETF	1.91
BSVO	EA Bridgeway Omni Small-Cap Value ETF	1.37
AVSC	Avantis US Small Cap Equity ETF	1.31
IWN	iShares Russell 2000 Value ETF	1.28
VTWV	Vanguard Russell 2000 Value ETF	1.27
XMVM	Invesco S&P MidCap Value with Momentum ETF	1.26
BSMC	Brandes U.S. Small-Mid Cap Value ETF	1.24
AVUV	Avantis US Small Cap Value ETF	1.23
MYLD	Cambria Micro And Smallcap Shareholder Yield ETF	1.19
USVM	VictoryShares US Small Mid Cap Value Momentum ETF	1.13
DSMC	Distillate Small/Mid Cash Flow ETF	0.87

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows DSMC's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DSMC consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore DSMC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

DSMC Sortino Ratio