DSTL vs. SPLV
Compare and contrast key facts about Distillate U.S. Fundamental Stability & Value ETF (DSTL) and Invesco S&P 500 Low Volatility ETF (SPLV).
DSTL and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSTL is an actively managed fund by Distillate Capital. It was launched on Oct 24, 2018. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011.
Performance
DSTL vs. SPLV - Performance Comparison
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DSTL vs. SPLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DSTL Distillate U.S. Fundamental Stability & Value ETF | -1.45% | 8.71% | 12.78% | 22.71% | -10.64% | 28.87% | 19.31% | 35.49% | -6.66% |
SPLV Invesco S&P 500 Low Volatility ETF | 3.24% | 4.10% | 13.93% | 0.53% | -4.88% | 24.13% | -1.39% | 27.87% | -1.81% |
Returns By Period
In the year-to-date period, DSTL achieves a -1.45% return, which is significantly lower than SPLV's 3.24% return.
DSTL
- 1D
- -0.03%
- 1M
- -6.20%
- YTD
- -1.45%
- 6M
- 0.11%
- 1Y
- 8.27%
- 3Y*
- 11.80%
- 5Y*
- 9.17%
- 10Y*
- —
SPLV
- 1D
- 0.26%
- 1M
- -5.14%
- YTD
- 3.24%
- 6M
- 1.55%
- 1Y
- 0.27%
- 3Y*
- 7.81%
- 5Y*
- 6.88%
- 10Y*
- 8.34%
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DSTL vs. SPLV - Expense Ratio Comparison
DSTL has a 0.39% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Return for Risk
DSTL vs. SPLV — Risk / Return Rank
DSTL
SPLV
DSTL vs. SPLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. Fundamental Stability & Value ETF (DSTL) and Invesco S&P 500 Low Volatility ETF (SPLV). 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.
| DSTL | SPLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.02 | +0.48 |
Sortino ratioReturn per unit of downside risk | 0.85 | 0.12 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.02 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.03 | +0.69 |
Martin ratioReturn relative to average drawdown | 2.85 | 0.09 | +2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSTL | SPLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.02 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.56 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.69 | 0.00 |
Correlation
The correlation between DSTL and SPLV is 0.72, 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.
Dividends
DSTL vs. SPLV - Dividend Comparison
DSTL's dividend yield for the trailing twelve months is around 1.29%, less than SPLV's 2.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSTL Distillate U.S. Fundamental Stability & Value ETF | 1.29% | 1.31% | 1.34% | 1.30% | 1.35% | 1.01% | 0.83% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLV Invesco S&P 500 Low Volatility ETF | 2.12% | 2.04% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% |
Drawdowns
DSTL vs. SPLV - Drawdown Comparison
The maximum DSTL drawdown since its inception was -33.09%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for DSTL and SPLV.
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Drawdown Indicators
| DSTL | SPLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -36.26% | +3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -8.88% | -2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -17.26% | -2.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.26% | — |
Current DrawdownCurrent decline from peak | -6.39% | -5.14% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -3.54% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.89% | -0.06% |
Volatility
DSTL vs. SPLV - Volatility Comparison
Distillate U.S. Fundamental Stability & Value ETF (DSTL) has a higher volatility of 3.94% compared to Invesco S&P 500 Low Volatility ETF (SPLV) at 3.08%. This indicates that DSTL's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSTL | SPLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.08% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.54% | 6.84% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 12.68% | +3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.73% | 12.43% | +3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 15.35% | +4.18% |