DSTL vs. CBSE
DSTL (Distillate U.S. Fundamental Stability & Value ETF) and CBSE (Clough Select Equity ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past 5 years, DSTL returned 9.04%/yr vs 12.52%/yr for CBSE. A 0.69 correlation means they provide meaningful diversification when combined. DSTL charges 0.39%/yr vs 0.85%/yr for CBSE.
Performance
DSTL vs. CBSE - Performance Comparison
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Returns By Period
In the year-to-date period, DSTL achieves a 2.53% return, which is significantly lower than CBSE's 32.18% return.
DSTL
- 1D
- -0.69%
- 1M
- 1.26%
- YTD
- 2.53%
- 6M
- 2.90%
- 1Y
- 12.73%
- 3Y*
- 13.05%
- 5Y*
- 9.04%
- 10Y*
- —
CBSE
- 1D
- -0.93%
- 1M
- 10.89%
- YTD
- 32.18%
- 6M
- 29.85%
- 1Y
- 51.66%
- 3Y*
- 31.65%
- 5Y*
- 12.52%
- 10Y*
- —
DSTL vs. CBSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DSTL Distillate U.S. Fundamental Stability & Value ETF | 2.53% | 8.71% | 12.78% | 22.71% | -10.64% | 28.87% | 4.47% |
CBSE Clough Select Equity ETF | 32.18% | 19.53% | 32.20% | 17.29% | -19.92% | 14.57% | 16.87% |
Correlation
The correlation between DSTL and CBSE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2020 | 0.69 |
Over the past year, the correlation between DSTL and CBSE has dropped to 0.43 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
DSTL vs. CBSE — Risk / Return Rank
DSTL
CBSE
DSTL vs. CBSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. Fundamental Stability & Value ETF (DSTL) and Clough Select Equity ETF (CBSE). 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.
| DSTL | CBSE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 3.83 | -2.29 |
| Martin ratioReturn relative to average drawdown | 4.63 | 11.59 | -6.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSTL | CBSE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.30 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.52 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.80 | -0.09 |
Drawdowns
DSTL vs. CBSE - Drawdown Comparison
The maximum DSTL drawdown since its inception was -33.09%, smaller than the maximum CBSE drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for DSTL and CBSE.
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Drawdown Indicators
| DSTL | CBSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -36.30% | +3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -13.57% | +5.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -29.40% | +12.48% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -36.30% | +16.20% |
Current DrawdownCurrent decline from peak | -2.61% | -0.93% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -12.31% | +8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 4.47% | -1.72% |
Volatility
DSTL vs. CBSE - Volatility Comparison
The current volatility for Distillate U.S. Fundamental Stability & Value ETF (DSTL) is 3.39%, while Clough Select Equity ETF (CBSE) has a volatility of 7.80%. This indicates that DSTL experiences smaller price fluctuations and is considered to be less risky than CBSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSTL | CBSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 7.80% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 17.58% | -9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 22.55% | -10.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 24.06% | -8.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.39% | 23.79% | -4.40% |
DSTL vs. CBSE - Expense Ratio Comparison
DSTL has a 0.39% expense ratio, which is lower than CBSE's 0.85% expense ratio.
Dividends
DSTL vs. CBSE - Dividend Comparison
DSTL's dividend yield for the trailing twelve months is around 1.24%, more than CBSE's 0.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CBSE Clough Select Equity ETF | 0.26% | 0.35% | 0.37% | 1.50% | 0.52% | 0.00% | 0.00% | 0.00% |
DSTL Distillate U.S. Fundamental Stability & Value ETF | 1.24% | 1.31% | 1.34% | 1.30% | 1.35% | 1.01% | 0.83% | 0.97% |
Frequently Asked Questions
DSTL and CBSE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBSE has higher volatility (7.80%) compared to DSTL (3.39%). In terms of maximum drawdown, DSTL dropped -33.09% vs CBSE's -36.30%.
On 5-year performance, CBSE leads with 12.52% vs 9.04% for DSTL. On fees, DSTL is cheaper at 0.39% per year. On volatility, DSTL has been the lower-risk option at 3.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, CBSE has performed better with a 12.52% return vs 9.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DSTL is cheaper with a 0.39% expense ratio, compared with 0.85% for CBSE.
DSTL has the higher dividend yield at 1.24%, compared with 0.26% for CBSE.
They also come from different issuers: Distillate Capital and Clough. Their fees differ too: 0.39% for DSTL and 0.85% for CBSE.
CBSE currently has the higher Sharpe Ratio (2.30 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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