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DSTL vs. IWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DSTL vs. IWX

Last updated Aug 2, 2026
Documentation

DSTL (Distillate U.S. Fundamental Stability & Value ETF) and IWX (iShares Russell Top 200 Value ETF) are both Large Cap Value Equities funds. DSTL is actively managed, while IWX is passively managed. Over the past 5 years, DSTL returned 10.39%/yr vs 12.65%/yr for IWX. Their correlation of 0.88 means they have usually moved in the same direction. DSTL charges 0.39%/yr vs 0.20%/yr for IWX.

Performance

DSTL vs. IWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate U.S. Fundamental Stability & Value ETF (DSTL) and iShares Russell Top 200 Value ETF (IWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSTL achieves a 11.38% return, which is significantly lower than IWX's 20.90% return.

DSTL

1D
-0.37%
1M
5.06%
6M
9.47%
YTD
11.38%
1Y
21.28%
3Y*
13.05%
5Y*
10.39%
10Y*
—
ALL TIME*
14.47%

IWX

1D
0.74%
1M
2.59%
6M
15.57%
YTD
20.90%
1Y
34.92%
3Y*
18.98%
5Y*
12.65%
10Y*
12.13%
ALL TIME*
11.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DSTL

Distillate U.S. Fundamental Stability & Value ETF
$4.23M$3.71M$4.59M

IWX

iShares Russell Top 200 Value ETF
$55.11M$49.72M$33.93M

DSTL vs. IWX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DSTL
Distillate U.S. Fundamental Stability & Value ETF		11.38%8.71%12.78%22.71%-10.64%28.87%19.31%35.49%-8.42%
IWX
iShares Russell Top 200 Value ETF		20.90%18.23%14.89%10.45%-5.33%23.33%1.46%25.82%-6.34%

Correlation

The correlation between DSTL and IWX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.66

Correlation (3Y)
Balances recent behavior with more history.

0.82

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

0.88

Over the past year, the correlation between DSTL and IWX has dropped to 0.66 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.

DSTL vs. IWX - Sectors Allocation Comparison

Sectors
DSTL
IWX

Technology

28.6%
22.6%

Healthcare

22.6%
13.6%

Industrials

13.4%
8.3%

Consumer Cyclical

12.4%
11.6%

Financial Services

7.5%
20.0%

Communication Services

6.0%
3.5%

Energy

5.3%
5.1%

Consumer Defensive

2.8%
8.2%

Utilities

1.0%
2.6%

Basic Materials

0.6%
2.8%

Real Estate

-

1.8%

Technology

DSTL
28.6%
IWX
22.6%

Healthcare

DSTL
22.6%
IWX
13.6%

Industrials

DSTL
13.4%
IWX
8.3%

Consumer Cyclical

DSTL
12.4%
IWX
11.6%

Financial Services

DSTL
7.5%
IWX
20.0%

Communication Services

DSTL
6.0%
IWX
3.5%

Energy

DSTL
5.3%
IWX
5.1%

Consumer Defensive

DSTL
2.8%
IWX
8.2%

Utilities

DSTL
1.0%
IWX
2.6%

Basic Materials

DSTL
0.6%
IWX
2.8%

Real Estate

DSTL

-

IWX
1.8%

Compare stocks, funds, or ETFs

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

Distillate U.S. Fundamental Stability & Value ETF

iShares Russell Top 200 Value ETF

Often compared with DSTL:
DSTL vs. COWZDSTL vs. VFLODSTL vs. PPLDSTL vs. PFIXDSTL vs. SCHDDSTL vs. VOODSTL vs. POGRX
Often compared with IWX:
IWX vs. IWNIWX vs. IWYIWX vs. IWCIWX vs. IWFIWX vs. XLPIWX vs. QQQIWX vs. SPYV

Return for Risk

DSTL vs. IWX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DSTL
DSTL Risk / Return Rank: 6868
Overall Rank
DSTL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DSTL Sortino Ratio Rank: 7474
Sortino Ratio Rank
DSTL Omega Ratio Rank: 6565
Omega Ratio Rank
DSTL Calmar Ratio Rank: 7171
Calmar Ratio Rank
DSTL Martin Ratio Rank: 6060
Martin Ratio Rank
IWX
IWX Risk / Return Rank: 9595
Overall Rank
IWX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWX Omega Ratio Rank: 9595
Omega Ratio Rank
IWX Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DSTL vs. IWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. Fundamental Stability & Value ETF (DSTL) and iShares Russell Top 200 Value ETF (IWX). 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.

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.

DSTLIWXDifference
Sharpe ratioReturn per unit of total volatility
1.55
3.10

-1.54

Sortino ratioReturn per unit of downside risk
2.37
4.28

-1.91

Omega ratioGain probability vs. loss probability

1.27

1.55

-0.28

Calmar ratioReturn relative to maximum drawdown

2.47

5.05

-2.58

Martin ratioReturn relative to average drawdown

7.12

22.22

-15.09

DSTL vs. IWX - Sharpe Ratio Comparison

The current DSTL Sharpe Ratio is 1.55, which is lower than the IWX Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of DSTL and IWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DSTL vs. IWX - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.09%, smaller than the maximum IWX drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for DSTL and IWX.

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Drawdown Indicators

DSTLIWXDifference

Max Drawdown

Largest peak-to-trough decline

-33.09%

-35.76%

+2.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-6.59%

-1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-13.37%

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-18.13%

-1.97%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.76%

—

Current Drawdown

Current decline from peak

-2.50%

0.00%

-2.50%

Average Drawdown

Average peak-to-trough decline

-4.11%

-3.79%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.50%

+1.38%

Volatility

DSTL vs. IWX - Volatility Comparison

Distillate U.S. Fundamental Stability & Value ETF (DSTL) has a higher volatility of 6.39% compared to iShares Russell Top 200 Value ETF (IWX) at 3.10%. This indicates that DSTL's price experiences larger fluctuations and is considered to be riskier than IWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DSTLIWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

3.10%

+3.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

8.46%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.36%

10.81%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

13.89%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

16.48%

+2.91%

DSTL vs. IWX - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is higher than IWX's 0.20% expense ratio.

Dividends

DSTL vs. IWX - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.13%, less than IWX's 1.39% yield.

PositionTTM20252024202320222021202020192018201720162015
DSTL
Distillate U.S. Fundamental Stability & Value ETF		1.13%1.31%1.34%1.30%1.35%1.01%0.83%0.97%0.00%0.00%0.00%0.00%
IWX
iShares Russell Top 200 Value ETF		1.39%1.59%1.97%2.13%2.07%1.79%2.12%2.60%2.66%2.12%2.22%2.77%

Frequently Asked Questions

DSTL and IWX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DSTL has higher volatility (6.39%) compared to IWX (3.10%). In terms of maximum drawdown, DSTL dropped -33.09% vs IWX's -35.76%.

On 5-year performance, IWX leads with 12.65% vs 10.39% for DSTL. On fees, IWX is cheaper at 0.20% per year. On volatility, IWX has been the lower-risk option at 3.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IWX has performed better with a 12.65% return vs 10.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWX is cheaper with a 0.20% expense ratio, compared with 0.39% for DSTL.

IWX has the higher dividend yield at 1.39%, compared with 1.13% for DSTL.

They also come from different issuers: Distillate and iShares. Their fees differ too: 0.39% for DSTL and 0.20% for IWX.

IWX currently has the higher Sharpe Ratio (3.10 vs 1.55), 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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