DSTL vs. VGT

Last updated Jun 13, 2026

DSTL (Distillate U.S. Fundamental Stability & Value ETF) and VGT (Vanguard Information Technology ETF) are both exchange-traded funds - DSTL is a Large Cap Value Equities fund actively managed by Distillate Capital, while VGT is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. DSTL is actively managed, while VGT is passively managed. Over the past 5 years, DSTL returned 8.86%/yr vs 20.35%/yr for VGT. A 0.72 correlation means they provide meaningful diversification when combined. DSTL charges 0.39%/yr vs 0.09%/yr for VGT.

Performance

DSTL vs. VGT - Performance Comparison

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

Returns By Period

In the year-to-date period, DSTL achieves a 1.84% return, which is significantly lower than VGT's 24.03% return.

DSTL

• 1D: 0.37%
• 1M: 3.29%
• YTD: 1.84%
• 6M: 1.07%
• 1Y: 11.62%
• 3Y*: 11.92%
• 5Y*: 8.86%
• 10Y*: —

VGT

• 1D: 0.58%
• 1M: 1.35%
• YTD: 24.03%
• 6M: 24.13%
• 1Y: 50.48%
• 3Y*: 29.84%
• 5Y*: 20.35%
• 10Y*: 25.19%

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

DSTL vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DSTL Distillate U.S. Fundamental Stability & Value ETF	1.84%	8.71%	12.78%	22.71%	-10.64%	28.87%	19.31%	35.49%	-8.42%
VGT Vanguard Information Technology ETF	24.03%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	-10.97%

Correlation

The correlation between DSTL and VGT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018	0.72

Over the past year, the correlation between DSTL and VGT has dropped to 0.37 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

DSTL vs. VGT - Sectors Allocation Comparison

Sectors	DSTL	VGT
Technology	27.4%	98.5%
Healthcare	20.2%	0.0%
Industrials	15.7%	0.4%
Consumer Cyclical	11.6%	0.1%
Communication Services	7.6%	0.5%
Financial Services	6.9%	0.5%
Energy	5.4%	0.3%
Consumer Defensive	3.3%	-
Utilities	1.0%	-
Basic Materials	0.7%	0.0%
Real Estate	-	-

Return for Risk

DSTL vs. VGT — Risk / Return Rank

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

DSTL

DSTL Risk / Return Rank: 27
DSTL Sharpe Ratio Rank: 27
DSTL Sortino Ratio Rank: 27
DSTL Omega Ratio Rank: 24
DSTL Calmar Ratio Rank: 29
DSTL Martin Ratio Rank: 29

VGT

VGT Risk / Return Rank: 70
VGT Sharpe Ratio Rank: 79
VGT Sortino Ratio Rank: 71
VGT Omega Ratio Rank: 72
VGT Calmar Ratio Rank: 67
VGT Martin Ratio Rank: 59

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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. Fundamental Stability & Value ETF (DSTL) and Vanguard Information Technology ETF (VGT). 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	VGT	Difference
Sharpe ratio: Return per unit of total volatility	0.86	2.19	-1.34
Sortino ratio: Return per unit of downside risk	1.32	2.74	-1.42
Omega ratio: Gain probability vs. loss probability	1.15	1.36	-0.21
Calmar ratio: Return relative to maximum drawdown	1.24	2.94	-1.70
Martin ratio: Return relative to average drawdown	3.66	9.11	-5.45

DSTL vs. VGT - Sharpe Ratio Comparison

The current DSTL Sharpe Ratio is 0.86, which is lower than the VGT Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of DSTL and VGT, 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. VGT - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.09%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for DSTL and VGT.

Drawdown Indicators

	DSTL	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-54.63%	+21.54%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-16.40%	+8.10%
Max Drawdown (3Y) Largest decline over 3 years	-16.92%	-27.23%	+10.31%
Max Drawdown (5Y) Largest decline over 5 years	-20.10%	-35.07%	+14.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.07%	—
Current Drawdown Current decline from peak	-3.27%	-7.18%	+3.91%
Average Drawdown Average peak-to-trough decline	-4.15%	-7.95%	+3.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	5.28%	-2.47%

Volatility

DSTL vs. VGT - Volatility Comparison

The current volatility for Distillate U.S. Fundamental Stability & Value ETF (DSTL) is 3.94%, while Vanguard Information Technology ETF (VGT) has a volatility of 10.00%. This indicates that DSTL experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSTL	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	10.00%	-6.06%
Volatility (6M) Calculated over the trailing 6-month period	8.55%	18.00%	-9.45%
Volatility (1Y) Calculated over the trailing 1-year period	12.02%	22.00%	-9.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.78%	25.40%	-9.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	24.72%	-5.33%

DSTL vs. VGT - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is higher than VGT's 0.09% expense ratio.

Dividends

DSTL vs. VGT - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.25%, more than VGT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSTL Distillate U.S. Fundamental Stability & Value ETF	1.25%	1.31%	1.34%	1.30%	1.35%	1.01%	0.83%	0.97%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both DSTL and VGT in my portfolio?

DSTL and VGT have a correlation of 0.37, 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 VGT?

VGT has higher volatility (10.00%) compared to DSTL (3.94%). In terms of maximum drawdown, DSTL dropped -33.09% vs VGT's -54.63%.

Which ETF is better, DSTL or VGT?

On 5-year performance, VGT leads with 20.35% vs 8.86% for DSTL. On fees, VGT is cheaper at 0.09% per year. On volatility, DSTL has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DSTL or VGT?

Over the 5-year period, VGT has performed better with a 20.35% return vs 8.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DSTL or VGT?

VGT is cheaper with a 0.09% expense ratio, compared with 0.39% for DSTL.

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

DSTL has the higher dividend yield at 1.25%, compared with 0.33% for VGT.

What is the main difference between DSTL and VGT?

DSTL is categorized as Large Cap Value Equities, while VGT is Technology Equities. They also come from different issuers: Distillate Capital and Vanguard. Their fees differ too: 0.39% for DSTL and 0.09% for VGT.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (2.19 vs 0.86), 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.