DSTL vs. SEIV

Last updated Aug 2, 2026

DSTL (Distillate U.S. Fundamental Stability & Value ETF) and SEIV (SEI QiM U.S. Large Cap Value Active ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past 3 years, DSTL returned 13.05%/yr vs 24.62%/yr for SEIV. Their correlation of 0.87 means they have usually moved in the same direction. DSTL charges 0.39%/yr vs 0.15%/yr for SEIV.

Performance

DSTL vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate U.S. Fundamental Stability & Value ETF (DSTL) and SEI QiM U.S. Large Cap Value Active ETF (SEIV). 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 SEIV's 19.61% 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%

SEIV

• 1D: -0.06%
• 1M: 3.04%
• 6M: 17.35%
• YTD: 19.61%
• 1Y: 41.26%
• 3Y*: 24.62%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.48%

*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
SEIV SEI QiM U.S. Large Cap Value Active ETF	$8.91M	$9.09M	$6.11M

DSTL vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DSTL Distillate U.S. Fundamental Stability & Value ETF	11.38%	8.71%	12.78%	22.71%	-3.21%
SEIV SEI QiM U.S. Large Cap Value Active ETF	19.61%	27.43%	19.73%	21.90%	-5.02%

Correlation

The correlation between DSTL and SEIV 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 (All Time) Calculated using the full available price history since May 18, 2022	0.87

Over the past year, the correlation between DSTL and SEIV has dropped to 0.66 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

DSTL vs. SEIV - Sectors Allocation Comparison

Sectors	DSTL	SEIV
Technology	28.6%	17.0%
Healthcare	22.6%	18.1%
Industrials	13.4%	1.9%
Consumer Cyclical	12.4%	18.5%
Financial Services	7.5%	23.0%
Communication Services	6.0%	6.5%
Energy	5.3%	0.9%
Consumer Defensive	2.8%	3.9%
Utilities	1.0%	2.4%
Basic Materials	0.6%	6.1%
Real Estate	-	1.2%

Return for Risk

DSTL vs. SEIV — 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

SEIV

SEIV Risk / Return Rank: 95
SEIV Sharpe Ratio Rank: 96
SEIV Sortino Ratio Rank: 96
SEIV Omega Ratio Rank: 95
SEIV Calmar Ratio Rank: 95
SEIV Martin Ratio Rank: 95

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. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. Fundamental Stability & Value ETF (DSTL) and SEI QiM U.S. Large Cap Value Active ETF (SEIV). 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	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	1.55	3.07	-1.52
Sortino ratio: Return per unit of downside risk	2.37	4.18	-1.80
Omega ratio: Gain probability vs. loss probability	1.27	1.55	-0.28
Calmar ratio: Return relative to maximum drawdown	2.47	5.66	-3.19
Martin ratio: Return relative to average drawdown	7.12	21.01	-13.88

DSTL vs. SEIV - Sharpe Ratio Comparison

The current DSTL Sharpe Ratio is 1.55, which is lower than the SEIV Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of DSTL and SEIV, 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. SEIV - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.09%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for DSTL and SEIV.

Drawdown Indicators

	DSTL	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-18.18%	-14.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-6.95%	-1.35%
Max Drawdown (3Y) Largest decline over 3 years	-16.92%	-17.71%	+0.79%
Max Drawdown (5Y) Largest decline over 5 years	-20.10%	—	—
Current Drawdown Current decline from peak	-2.50%	-0.83%	-1.67%
Average Drawdown Average peak-to-trough decline	-4.11%	-3.42%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	1.87%	+1.01%

Volatility

DSTL vs. SEIV - Volatility Comparison

Distillate U.S. Fundamental Stability & Value ETF (DSTL) has a higher volatility of 6.39% compared to SEI QiM U.S. Large Cap Value Active ETF (SEIV) at 3.31%. This indicates that DSTL's price experiences larger fluctuations and is considered to be riskier than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSTL	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	3.31%	+3.08%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	9.48%	+1.11%
Volatility (1Y) Calculated over the trailing 1-year period	13.36%	12.82%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	16.54%	-0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	16.54%	+2.85%

DSTL vs. SEIV - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

DSTL vs. SEIV - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.13%, less than SEIV's 1.44% 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%
SEIV SEI QiM U.S. Large Cap Value Active ETF	1.44%	1.51%	1.66%	2.08%	1.63%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DSTL and SEIV in my portfolio?

DSTL and SEIV 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.

Which is riskier, DSTL or SEIV?

DSTL has higher volatility (6.39%) compared to SEIV (3.31%). In terms of maximum drawdown, DSTL dropped -33.09% vs SEIV's -18.18%.

Which ETF is better, DSTL or SEIV?

On 3-year performance, SEIV leads with 24.62% vs 13.05% for DSTL. On fees, SEIV is cheaper at 0.15% per year. On volatility, SEIV has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DSTL or SEIV?

Over the 3-year period, SEIV has performed better with a 24.62% return vs 13.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DSTL or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.39% for DSTL.

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

SEIV has the higher dividend yield at 1.44%, compared with 1.13% for DSTL.

What is the main difference between DSTL and SEIV?

They also come from different issuers: Distillate and SEI. Their fees differ too: 0.39% for DSTL and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.07 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.