DSTL vs. BRK-B
Compare and contrast key facts about Distillate US Fundamental Stability & Value ETF (DSTL) and Berkshire Hathaway Inc. (BRK-B).
DSTL is a passively managed fund by Distillate Capital that tracks the performance of the Distillate U.S. Fundamental Stability & Value Index. It was launched on Oct 24, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSTL or BRK-B.
Key characteristics
| DSTL | BRK-B | |
|---|---|---|
| YTD Return | 18.30% | 30.74% |
| 1Y Return | 31.09% | 33.22% |
| 3Y Return (Ann) | 10.55% | 17.77% |
| 5Y Return (Ann) | 15.81% | 16.33% |
| Sharpe Ratio | 2.76 | 2.30 |
| Sortino Ratio | 3.99 | 3.22 |
| Omega Ratio | 1.49 | 1.41 |
| Calmar Ratio | 5.21 | 4.35 |
| Martin Ratio | 12.46 | 11.41 |
| Ulcer Index | 2.48% | 2.89% |
| Daily Std Dev | 11.23% | 14.38% |
| Max Drawdown | -33.10% | -53.86% |
| Current Drawdown | -0.78% | -2.57% |
Correlation
The correlation between DSTL and BRK-B is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DSTL vs. BRK-B - Performance Comparison
In the year-to-date period, DSTL achieves a 18.30% return, which is significantly lower than BRK-B's 30.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DSTL vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Distillate US Fundamental Stability & Value ETF (DSTL) and Berkshire Hathaway Inc. (BRK-B). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DSTL vs. BRK-B - Dividend Comparison
DSTL's dividend yield for the trailing twelve months is around 1.25%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
DSTL Distillate US Fundamental Stability & Value ETF | 1.25% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSTL vs. BRK-B - Drawdown Comparison
The maximum DSTL drawdown since its inception was -33.10%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DSTL and BRK-B. For additional features, visit the drawdowns tool.
Volatility
DSTL vs. BRK-B - Volatility Comparison
The current volatility for Distillate US Fundamental Stability & Value ETF (DSTL) is 3.43%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.64%. This indicates that DSTL experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.