DSTL vs. LVDS

Last updated Jun 24, 2026

DSTL (Distillate U.S. Fundamental Stability & Value ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.71 correlation means they provide meaningful diversification when combined. DSTL charges 0.39%/yr vs 0.30%/yr for LVDS.

Performance

DSTL vs. LVDS - Performance Comparison

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

Returns By Period

In the year-to-date period, DSTL achieves a -0.31% return, which is significantly lower than LVDS's 15.18% return.

DSTL

• 1D: 0.03%
• 1M: -1.51%
• YTD: -0.31%
• 6M: -1.10%
• 1Y: 8.52%
• 3Y*: 11.48%
• 5Y*: 8.57%
• 10Y*: —

LVDS

• 1D: -1.20%
• 1M: 2.78%
• YTD: 15.18%
• 6M: 14.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DSTL vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
DSTL Distillate U.S. Fundamental Stability & Value ETF	-0.31%	5.87%
LVDS JPMorgan Fundamental Data Science Large Value ETF	15.18%	7.40%

Correlation

The correlation between DSTL and LVDS is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.71

DSTL vs. LVDS - Sectors Allocation Comparison

Sectors	DSTL	LVDS
Technology	31.1%	18.7%
Healthcare	20.3%	10.1%
Industrials	12.9%	12.1%
Consumer Cyclical	11.9%	8.4%
Financial Services	6.8%	18.7%
Communication Services	6.7%	7.5%
Energy	5.4%	6.6%
Consumer Defensive	3.3%	6.4%
Utilities	1.0%	4.7%
Basic Materials	0.7%	2.7%
Real Estate	-	4.1%

Return for Risk

DSTL vs. LVDS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSTL

DSTL Risk / Return Rank: 22
DSTL Sharpe Ratio Rank: 21
DSTL Sortino Ratio Rank: 21
DSTL Omega Ratio Rank: 19
DSTL Calmar Ratio Rank: 23
DSTL Martin Ratio Rank: 24

LVDS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSTL vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. Fundamental Stability & Value ETF (DSTL) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	0.71	—	—
Sortino ratio: Return per unit of downside risk	1.10	—	—
Omega ratio: Gain probability vs. loss probability	1.13	—	—
Calmar ratio: Return relative to maximum drawdown	1.03	—	—
Martin ratio: Return relative to average drawdown	2.96	—	—

Drawdowns

DSTL vs. LVDS - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.09%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for DSTL and LVDS.

Drawdown Indicators

	DSTL	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-6.64%	-26.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	—	—
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	-5.31%	-1.20%	-4.11%
Average Drawdown Average peak-to-trough decline	-4.15%	-0.95%	-3.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	—	—

Volatility

Volatility by Period

	DSTL	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	10.68%	+1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.79%	10.68%	+5.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.37%	10.68%	+8.69%

DSTL vs. LVDS - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is higher than LVDS's 0.30% expense ratio.

Dividends

DSTL vs. LVDS - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.28%, less than LVDS's 7.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DSTL Distillate U.S. Fundamental Stability & Value ETF	1.28%	1.31%	1.34%	1.30%	1.35%	1.01%	0.83%	0.97%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.45%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DSTL and LVDS in my portfolio?

DSTL and LVDS have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DSTL or LVDS?

On fees, LVDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DSTL or LVDS?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.39% for DSTL.

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

LVDS has the higher dividend yield at 7.45%, compared with 1.28% for DSTL.

What is the main difference between DSTL and LVDS?

They also come from different issuers: Distillate Capital and JPMorgan. Their fees differ too: 0.39% for DSTL and 0.30% for LVDS.