- ISIN
- US26922B5012
- CUSIP
- 26922B501
- Issuer
- Distillate Capital
- Inception Date
- Dec 14, 2020
- Region
- Global ex-U.S. (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Distillate Fundamental Stability & Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $49M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
DSTX Performance Chart
Distillate International Fundamental Stability & Value ETF (DSTX) is up 5.2% since the beginning of the year. DSTX is currently trading at $33 per share. Investors who bought $1,000 worth of DSTX shares 5 years ago would now be looking at an investment worth $1,389.
Loading charts...
Returns By Period
Distillate International Fundamental Stability & Value ETF (DSTX) has returned 5.16% so far this year and 25.82% over the past 12 months.
Distillate International Fundamental Stability & Value ETF
- 1D
- -0.96%
- 1M
- -1.69%
- YTD
- 5.16%
- 6M
- 5.51%
- 1Y
- 25.82%
- 3Y*
- 16.65%
- 5Y*
- 6.80%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DSTX Monthly Returns History
Based on dividend-adjusted daily data since Dec 15, 2020, DSTX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +14.5%, while the worst month was Sep 2022 at -10.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DSTX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.98% | 7.41% | -8.25% | 4.06% | 1.54% | -2.87% | 5.16% | ||||||
| 2025 | 4.91% | 2.17% | 1.79% | 3.44% | 4.01% | 4.81% | -1.15% | 4.82% | 4.79% | 1.44% | 1.78% | 2.75% | 41.71% |
| 2024 | -2.36% | 3.79% | 1.94% | -3.76% | 3.40% | -2.52% | 3.28% | 3.26% | 3.57% | -5.70% | -2.14% | -2.52% | -0.44% |
| 2023 | 11.29% | -4.45% | 4.97% | 0.54% | -2.30% | 4.19% | 3.82% | -3.87% | -4.25% | -3.71% | 9.11% | 4.66% | 20.03% |
| 2022 | -3.75% | -2.19% | -1.09% | -5.45% | 3.03% | -9.24% | 4.27% | -7.05% | -10.44% | 2.99% | 14.52% | -3.70% | -18.85% |
| 2021 | 0.85% | 0.86% | 0.51% | 1.66% | 2.97% | -0.48% | -2.94% | -0.11% | -4.56% | 2.09% | -1.86% | 3.08% | 1.78% |
Benchmark Metrics
Distillate International Fundamental Stability & Value ETF has an annualized alpha of -2.12%, beta of 0.76, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since December 15, 2020.
- This ETF participated in 84.76% of S&P 500 Index downside but only 66.00% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.12% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.12%
- Beta
- 0.76
- R²
- 0.57
- Upside Capture
- 66.00%
- Downside Capture
- 84.76%
Expense Ratio
DSTX has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DSTX ranks 46 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 International Fundamental Stability & Value ETF (DSTX) 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.
| DSTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.78 | -0.71 |
| Martin ratioReturn relative to average drawdown | 7.23 | 12.44 | -5.21 |
Dividends
Dividend History
Distillate International Fundamental Stability & Value ETF provided a 2.77% dividend yield over the last twelve months, with an annual payout of $0.92 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.92 | $0.93 | $0.56 | $0.43 | $0.74 | $0.58 | $0.02 |
Dividend yield | 2.77% | 2.93% | 2.41% | 1.81% | 3.68% | 2.24% | 0.07% |
Monthly Dividends
The table displays the monthly dividend distributions for Distillate International 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 | $0.07 | $0.00 | $0.00 | $0.00 | $0.07 | ||||||
| 2025 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.47 | $0.93 |
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.16 | $0.56 |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.25 | $0.74 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.58 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Distillate International 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 International Fundamental Stability & Value ETF was 33.67%, occurring on Oct 12, 2022. Recovery took 491 trading sessions.
The current Distillate International Fundamental Stability & Value ETF drawdown is 5.84%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -33.67%Oct 2022 | 1y 3mo | 1y 11mo | 3y 3moJun 2021 - Sep 2024 |
2025 selloff2025 | -13.29%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 |
2026 correction2026 | -12.48%Mar 2026 | 18d | — | 3mo 23dMar 2026 - now |
2025 correction2025 | -11.01%Jan 2025 | 3mo 18d | 1mo 23d | 5mo 11dSep 2024 - Mar 2025 |
2021 pullback2021 | -6.42%Mar 2021 | 19d | 2mo 25d | 3mo 14dFeb 2021 - Jun 2021 |
Drawdown Indicators
| DSTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -56.78% | +23.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -9.10% | -3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -13.29% | -18.90% | +5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -25.43% | -7.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.84% | -1.80% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -10.71% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.03% | +1.55% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DSTX
Add Distillate International Fundamental Stability & Value ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with DSTX