- ISIN
- US26922A3216
- CUSIP
- 26922A321
- Issuer
- Distillate
- Inception Date
- Oct 23, 2018
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $2B
Highlights
- Avg. Volume (1M)
- 58K
- Avg. Volume Value (1M)
- $3.71M
Share Price Chart
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Performance
DSTL Performance Chart
Distillate U.S. Fundamental Stability & Value ETF (DSTL) is up 11.4% since the beginning of the year. DSTL is currently trading at $65 per share. Investors who bought $1,000 worth of DSTL shares 5 years ago would now be looking at an investment worth $1,639.
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Returns By Period
Distillate U.S. Fundamental Stability & Value ETF (DSTL) has returned 11.38% so far this year and 21.28% over the past 12 months.
Distillate U.S. Fundamental Stability & Value ETF
- 1D
- -0.37%
- 1M
- 5.06%
- 6M
- 9.47%
- YTD
- 11.38%
- 1Y
- 21.28%
- 3Y*
- 13.05%
- 5Y*
- 10.39%
- 10Y*
- —
- ALL TIME*
- 14.47%
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%
DSTL Monthly Returns History
Based on dividend-adjusted daily data since Oct 24, 2018, DSTL's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +13.9%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DSTL closed higher 53% of trading days. The best single day was Mar 17, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -14.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.75% | 3.47% | -6.36% | 3.09% | 0.79% | -0.10% | 8.85% | 11.38% | |||||
| 2025 | 3.47% | -2.08% | -2.16% | -3.08% | 1.85% | 3.73% | -0.96% | 4.76% | 1.24% | -1.67% | 3.07% | 0.59% | 8.71% |
| 2024 | 0.43% | 4.44% | 4.42% | -5.49% | 2.04% | -0.77% | 6.85% | 2.13% | 1.43% | -2.23% | 6.16% | -6.33% | 12.78% |
| 2023 | 6.89% | -2.91% | 2.23% | -0.02% | -2.02% | 7.45% | 3.97% | -1.19% | -3.70% | -3.01% | 7.47% | 6.57% | 22.71% |
| 2022 | -3.87% | -1.39% | 1.71% | -5.62% | 1.60% | -8.94% | 9.63% | -4.10% | -9.13% | 8.86% | 6.87% | -4.51% | -10.64% |
| 2021 | -1.05% | 2.31% | 7.88% | 3.46% | 1.52% | 0.56% | 2.04% | 1.10% | -4.49% | 5.82% | -1.50% | 8.77% | 28.87% |
Benchmark Metrics
Distillate U.S. Fundamental Stability & Value ETF has an annualized alpha of 1.96%, beta of 0.90, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 24, 2018.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.81%) than losses (90.50%) - typical of diversified or defensive assets.
- With beta of 0.90 and R2 of 0.84, 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
- 1.96%
- Beta
- 0.90
- R²
- 0.84
- Upside Capture
- 93.81%
- Downside Capture
- 90.50%
Expense Ratio
DSTL has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DSTL ranks 66 for risk / return — above 66% 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 U.S. Fundamental Stability & Value ETF (DSTL) 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.
| DSTL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.00 | +0.47 |
| Martin ratioReturn relative to average drawdown | 7.12 | 8.49 | -1.37 |
Dividends
Dividend History
Distillate U.S. Fundamental Stability & Value ETF provided a 1.13% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 6 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.77 | $0.74 | $0.64 | $0.55 | $0.47 | $0.30 | $0.30 |
Dividend yield | 1.13% | 1.31% | 1.34% | 1.30% | 1.35% | 1.01% | 0.83% | 0.97% |
Monthly Dividends
The table displays the monthly dividend distributions for Distillate U.S. Fundamental Stability & Value 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 | $0.19 | $0.00 | $0.00 | $0.18 | $0.00 | $0.36 | |||||
| 2025 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.77 |
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.23 | $0.74 |
| 2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.22 | $0.64 |
| 2022 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.19 | $0.55 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.47 |
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 U.S. Fundamental Stability & Value 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 U.S. Fundamental Stability & Value ETF was 33.09%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Distillate U.S. Fundamental Stability & Value ETF drawdown is 2.50%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-33.09%Mar 2020 | 1mo 9d | 4mo 1d | 5mo 10dFeb 2020 - Jul 2020 | COVID crash2020 |
-20.10%Sep 2022 | 8mo 28d | 9mo 16d | 1y 6moJan 2022 - Jul 2023 | Bear market2022 |
-16.92%Apr 2025 | 4mo 7d | 5mo 6d | 9mo 13dDec 2024 - Sep 2025 | 2025 selloff2025 |
-15.80%Dec 2018 | 1mo 15d | 2mo | 3mo 15dNov 2018 - Feb 2019 | Rate-hike selloffLate 2018 |
-9.32%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 | — |
Drawdown Indicators
| DSTL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -56.78% | +23.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -9.10% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -18.90% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -25.43% | +5.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.50% | -1.58% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -10.70% | +6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.14% | +0.74% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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