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Distillate International Fundamental Stability & V...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US26922B5012

CUSIP

26922B501

Issuer

Distillate Capital

Inception Date

Dec 14, 2020

Region

Global ex-U.S. (Broad)

Leveraged

1x

Index Tracked

Distillate Fundamental Stability & Value Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
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Popular comparisons:
DSTX vs. DFAI DSTX vs. JIRE DSTX vs. IWQU.L DSTX vs. IQLT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Distillate International Fundamental Stability & Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.57%
12.32%
DSTX (Distillate International Fundamental Stability & Value ETF)
Benchmark (^GSPC)

Returns By Period

Distillate International Fundamental Stability & Value ETF had a return of 0.52% year-to-date (YTD) and 6.06% in the last 12 months.


DSTX

YTD

0.52%

1M

-5.50%

6M

-3.16%

1Y

6.06%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.36%3.79%1.94%-3.76%3.40%-2.52%3.28%3.26%3.57%-5.70%0.52%
202311.29%-4.45%4.97%0.54%-2.30%4.19%3.82%-3.87%-4.25%-3.71%9.12%4.66%20.03%
2022-3.75%-2.19%-1.09%-5.45%3.03%-9.72%4.27%-7.05%-10.44%2.99%14.52%-3.70%-19.28%
20210.85%0.86%0.51%1.66%2.97%-0.48%-2.94%-0.11%-4.56%2.09%-1.86%3.08%1.78%
20202.03%2.03%

Expense Ratio

DSTX features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for DSTX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DSTX is 15, indicating that it is in the bottom 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DSTX is 1515
Combined Rank
The Sharpe Ratio Rank of DSTX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DSTX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of DSTX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of DSTX is 1717
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 International Fundamental Stability & Value ETF (DSTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DSTX, currently valued at 0.41, compared to the broader market0.002.004.000.412.46
The chart of Sortino ratio for DSTX, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.0012.000.663.31
The chart of Omega ratio for DSTX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.46
The chart of Calmar ratio for DSTX, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.423.55
The chart of Martin ratio for DSTX, currently valued at 1.77, compared to the broader market0.0020.0040.0060.0080.00100.001.7715.76
DSTX
^GSPC

The current Distillate International Fundamental Stability & Value ETF Sharpe ratio is 0.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Distillate International Fundamental Stability & Value ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.41
2.46
DSTX (Distillate International Fundamental Stability & Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Distillate International Fundamental Stability & Value ETF provided a 2.19% dividend yield over the last twelve months, with an annual payout of $0.51 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.602020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.51$0.43$0.63$0.58$0.02

Dividend yield

2.19%1.81%3.12%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.04$0.00$0.00$0.30$0.00$0.00$0.06$0.00$0.00$0.39
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$0.13$0.00$0.00$0.18$0.00$0.00$0.25$0.63
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
2020$0.02$0.02

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.86%
-1.40%
DSTX (Distillate International Fundamental Stability & Value ETF)
Benchmark (^GSPC)

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 34.02%, occurring on Oct 12, 2022. Recovery took 490 trading sessions.

The current Distillate International Fundamental Stability & Value ETF drawdown is 9.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.02%Jun 15, 2021335Oct 12, 2022490Sep 26, 2024825
-10.1%Sep 27, 202435Nov 14, 2024
-6.42%Feb 17, 202114Mar 8, 202159Jun 1, 202173
-3.9%Jan 22, 20216Jan 29, 20216Feb 8, 202112
-1.79%Dec 18, 20203Dec 22, 20204Dec 29, 20207

Volatility

Volatility Chart

The current Distillate International Fundamental Stability & Value ETF volatility is 4.37%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.37%
4.07%
DSTX (Distillate International Fundamental Stability & Value ETF)
Benchmark (^GSPC)