DSTL vs. LSVD

Last updated Aug 2, 2026

DSTL (Distillate U.S. Fundamental Stability & Value ETF) and LSVD (LSV Disciplined Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, DSTL returned 21.28% vs 37.10% for LSVD. Their 0.65 correlation means they have sometimes moved together and sometimes differently. DSTL charges 0.39%/yr vs 0.40%/yr for LSVD.

Performance

DSTL vs. LSVD - Performance Comparison

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

Returns By Period

In the year-to-date period, DSTL achieves a 11.38% return, which is significantly lower than LSVD's 17.97% 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%

LSVD

• 1D: 1.00%
• 1M: 2.24%
• 6M: 14.59%
• YTD: 17.97%
• 1Y: 37.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. 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
LSVD LSV Disciplined Value ETF	$23.96K	$28.04K	$57.70K

DSTL vs. LSVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DSTL Distillate U.S. Fundamental Stability & Value ETF	11.38%	8.71%	-1.79%
LSVD LSV Disciplined Value ETF	17.97%	22.29%	-2.62%

Correlation

The correlation between DSTL and LSVD is 0.53, 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.	0.53
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024	0.65

The correlation between DSTL and LSVD shifts across timeframes, from 0.53 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

DSTL vs. LSVD - Sectors Allocation Comparison

Sectors	DSTL	LSVD
Technology	28.6%	38.8%
Healthcare	22.6%	12.3%
Industrials	13.4%	4.7%
Consumer Cyclical	12.4%	11.5%
Financial Services	7.5%	12.1%
Communication Services	6.0%	13.0%
Energy	5.3%	1.7%
Consumer Defensive	2.8%	3.3%
Utilities	1.0%	0.8%
Basic Materials	0.6%	1.4%
Real Estate	-	0.5%

Return for Risk

DSTL vs. LSVD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DSTL

DSTL Risk / Return Rank: 68
DSTL Sharpe Ratio Rank: 68
DSTL Sortino Ratio Rank: 74
DSTL Omega Ratio Rank: 65
DSTL Calmar Ratio Rank: 71
DSTL Martin Ratio Rank: 60

LSVD

LSVD Risk / Return Rank: 93
LSVD Sharpe Ratio Rank: 94
LSVD Sortino Ratio Rank: 93
LSVD Omega Ratio Rank: 92
LSVD Calmar Ratio Rank: 92
LSVD Martin Ratio Rank: 94

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. LSVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. Fundamental Stability & Value ETF (DSTL) and LSV Disciplined Value ETF (LSVD). 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.

	DSTL	LSVD	Difference
Sharpe ratio: Return per unit of total volatility	1.55	2.61	-1.06
Sortino ratio: Return per unit of downside risk	2.37	3.54	-1.17
Omega ratio: Gain probability vs. loss probability	1.27	1.45	-0.18
Calmar ratio: Return relative to maximum drawdown	2.47	4.37	-1.89
Martin ratio: Return relative to average drawdown	7.12	18.02	-10.90

DSTL vs. LSVD - Sharpe Ratio Comparison

The current DSTL Sharpe Ratio is 1.55, which is lower than the LSVD Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of DSTL and LSVD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DSTL vs. LSVD - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.09%, which is greater than LSVD's maximum drawdown of -19.30%. Use the drawdown chart below to compare losses from any high point for DSTL and LSVD.

Drawdown Indicators

	DSTL	LSVD	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-19.30%	-13.79%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-8.07%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-16.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.10%	—	—
Current Drawdown Current decline from peak	-2.50%	-0.43%	-2.07%
Average Drawdown Average peak-to-trough decline	-4.11%	-2.46%	-1.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	1.95%	+0.93%

Volatility

DSTL vs. LSVD - Volatility Comparison

Distillate U.S. Fundamental Stability & Value ETF (DSTL) has a higher volatility of 6.39% compared to LSV Disciplined Value ETF (LSVD) at 3.56%. This indicates that DSTL's price experiences larger fluctuations and is considered to be riskier than LSVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSTL	LSVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	3.56%	+2.83%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	10.32%	+0.27%
Volatility (1Y) Calculated over the trailing 1-year period	13.36%	13.49%	-0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	17.29%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	17.29%	+2.10%

DSTL vs. LSVD - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is lower than LSVD's 0.40% expense ratio.

Dividends

DSTL vs. LSVD - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.13%, more than LSVD's 0.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DSTL Distillate U.S. Fundamental Stability & Value ETF	1.13%	1.31%	1.34%	1.30%	1.35%	1.01%	0.83%	0.97%
LSVD LSV Disciplined Value ETF	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DSTL and LSVD in my portfolio?

DSTL and LSVD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSTL or LSVD?

DSTL has higher volatility (6.39%) compared to LSVD (3.56%). In terms of maximum drawdown, DSTL dropped -33.09% vs LSVD's -19.30%.

Which ETF is better, DSTL or LSVD?

On 1-year performance, LSVD leads with 37.10% vs 21.28% for DSTL. On fees, DSTL is cheaper at 0.39% per year. On volatility, LSVD has been the lower-risk option at 3.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DSTL or LSVD?

Over the 1-year period, LSVD has performed better with a 37.10% return vs 21.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DSTL or LSVD?

DSTL is cheaper with a 0.39% expense ratio, compared with 0.40% for LSVD.

Which ETF pays a higher dividend yield, DSTL or LSVD?

DSTL has the higher dividend yield at 1.13%, compared with 0.27% for LSVD.

What is the main difference between DSTL and LSVD?

They also come from different issuers: Distillate and LSV. Their fees differ too: 0.39% for DSTL and 0.40% for LSVD.

Which has better risk-adjusted returns?

LSVD currently has the higher Sharpe Ratio (2.61 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.