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DSTL vs. FLCA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSTL and FLCA is 0.73, 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.


-0.50.00.51.00.7

Performance

DSTL vs. FLCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate US Fundamental Stability & Value ETF (DSTL) and Franklin FTSE Canada ETF (FLCA). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.91%
8.38%
DSTL
FLCA

Key characteristics

Sharpe Ratio

DSTL:

1.33

FLCA:

1.03

Sortino Ratio

DSTL:

1.98

FLCA:

1.46

Omega Ratio

DSTL:

1.23

FLCA:

1.19

Calmar Ratio

DSTL:

2.14

FLCA:

1.65

Martin Ratio

DSTL:

5.64

FLCA:

6.54

Ulcer Index

DSTL:

2.67%

FLCA:

2.09%

Daily Std Dev

DSTL:

11.35%

FLCA:

13.25%

Max Drawdown

DSTL:

-33.10%

FLCA:

-41.51%

Current Drawdown

DSTL:

-5.84%

FLCA:

-7.70%

Returns By Period

In the year-to-date period, DSTL achieves a 13.36% return, which is significantly higher than FLCA's 10.53% return.


DSTL

YTD

13.36%

1M

-2.46%

6M

7.46%

1Y

13.95%

5Y*

13.86%

10Y*

N/A

FLCA

YTD

10.53%

1M

-5.44%

6M

10.20%

1Y

12.19%

5Y*

9.02%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DSTL vs. FLCA - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is higher than FLCA's 0.09% expense ratio.


DSTL
Distillate US Fundamental Stability & Value ETF
Expense ratio chart for DSTL: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for FLCA: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

DSTL vs. FLCA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate US Fundamental Stability & Value ETF (DSTL) and Franklin FTSE Canada ETF (FLCA). 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.


Sharpe ratio
The chart of Sharpe ratio for DSTL, currently valued at 1.33, compared to the broader market0.002.004.001.331.03
The chart of Sortino ratio for DSTL, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.001.981.46
The chart of Omega ratio for DSTL, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.19
The chart of Calmar ratio for DSTL, currently valued at 2.14, compared to the broader market0.005.0010.0015.002.141.65
The chart of Martin ratio for DSTL, currently valued at 5.64, compared to the broader market0.0020.0040.0060.0080.00100.005.646.54
DSTL
FLCA

The current DSTL Sharpe Ratio is 1.33, which is comparable to the FLCA Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DSTL and FLCA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.33
1.03
DSTL
FLCA

Dividends

DSTL vs. FLCA - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.30%, more than FLCA's 1.00% yield.


TTM2023202220212020201920182017
DSTL
Distillate US Fundamental Stability & Value ETF
1.30%1.30%1.35%1.02%0.83%0.97%0.45%0.00%
FLCA
Franklin FTSE Canada ETF
1.00%2.49%2.20%2.03%2.50%2.29%3.02%0.09%

Drawdowns

DSTL vs. FLCA - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.10%, smaller than the maximum FLCA drawdown of -41.51%. Use the drawdown chart below to compare losses from any high point for DSTL and FLCA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.84%
-7.70%
DSTL
FLCA

Volatility

DSTL vs. FLCA - Volatility Comparison

The current volatility for Distillate US Fundamental Stability & Value ETF (DSTL) is 3.77%, while Franklin FTSE Canada ETF (FLCA) has a volatility of 4.16%. This indicates that DSTL experiences smaller price fluctuations and is considered to be less risky than FLCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.77%
4.16%
DSTL
FLCA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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