DSTL vs. VOO
Compare and contrast key facts about Distillate US Fundamental Stability & Value ETF (DSTL) and Vanguard S&P 500 ETF (VOO).
DSTL and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSTL is a passively managed fund by Distillate Capital that tracks the performance of the Distillate U.S. Fundamental Stability & Value Index. It was launched on Oct 24, 2018. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both DSTL and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSTL or VOO.
Key characteristics
| DSTL | VOO | |
|---|---|---|
| YTD Return | 18.07% | 26.94% |
| 1Y Return | 28.33% | 35.06% |
| 3Y Return (Ann) | 10.46% | 10.23% |
| 5Y Return (Ann) | 15.53% | 15.77% |
| Sharpe Ratio | 2.74 | 3.08 |
| Sortino Ratio | 3.98 | 4.09 |
| Omega Ratio | 1.48 | 1.58 |
| Calmar Ratio | 5.19 | 4.46 |
| Martin Ratio | 12.41 | 20.36 |
| Ulcer Index | 2.48% | 1.85% |
| Daily Std Dev | 11.23% | 12.23% |
| Max Drawdown | -33.10% | -33.99% |
| Current Drawdown | -0.98% | -0.25% |
Correlation
The correlation between DSTL and VOO is 0.91, 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.
Performance
DSTL vs. VOO - Performance Comparison
In the year-to-date period, DSTL achieves a 18.07% return, which is significantly lower than VOO's 26.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DSTL vs. VOO - Expense Ratio Comparison
DSTL has a 0.39% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
DSTL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Distillate US Fundamental Stability & Value ETF (DSTL) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
DSTL vs. VOO - Dividend Comparison
DSTL's dividend yield for the trailing twelve months is around 1.25%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSTL Distillate US Fundamental Stability & Value ETF | 1.25% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DSTL vs. VOO - Drawdown Comparison
The maximum DSTL drawdown since its inception was -33.10%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DSTL and VOO. For additional features, visit the drawdowns tool.
Volatility
DSTL vs. VOO - Volatility Comparison
The current volatility for Distillate US Fundamental Stability & Value ETF (DSTL) is 3.35%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that DSTL experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.