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DSTL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

DSTL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate US Fundamental Stability & Value ETF (DSTL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

110.00%120.00%130.00%140.00%150.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
142.80%
147.16%
DSTL
VOO

Key characteristics

Sharpe Ratio

DSTL:

1.33

VOO:

2.25

Sortino Ratio

DSTL:

1.98

VOO:

2.98

Omega Ratio

DSTL:

1.23

VOO:

1.42

Calmar Ratio

DSTL:

2.14

VOO:

3.31

Martin Ratio

DSTL:

5.64

VOO:

14.77

Ulcer Index

DSTL:

2.67%

VOO:

1.90%

Daily Std Dev

DSTL:

11.35%

VOO:

12.46%

Max Drawdown

DSTL:

-33.10%

VOO:

-33.99%

Current Drawdown

DSTL:

-5.84%

VOO:

-2.47%

Returns By Period

In the year-to-date period, DSTL achieves a 13.36% return, which is significantly lower than VOO's 26.02% return.


DSTL

YTD

13.36%

1M

-2.46%

6M

7.46%

1Y

13.95%

5Y*

13.86%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DSTL vs. VOO - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is higher than VOO's 0.03% expense ratio.


DSTL
Distillate US Fundamental Stability & Value ETF
Expense ratio chart for DSTL: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for DSTL, currently valued at 1.33, compared to the broader market0.002.004.001.332.25
The chart of Sortino ratio for DSTL, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.001.982.98
The chart of Omega ratio for DSTL, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.42
The chart of Calmar ratio for DSTL, currently valued at 2.14, compared to the broader market0.005.0010.0015.002.143.31
The chart of Martin ratio for DSTL, currently valued at 5.64, compared to the broader market0.0020.0040.0060.0080.00100.005.6414.77
DSTL
VOO

The current DSTL Sharpe Ratio is 1.33, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of DSTL and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.33
2.25
DSTL
VOO

Dividends

DSTL vs. VOO - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.30%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
DSTL
Distillate US Fundamental Stability & Value ETF
1.30%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
0.91%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.84%
-2.47%
DSTL
VOO

Volatility

DSTL vs. VOO - Volatility Comparison

Distillate US Fundamental Stability & Value ETF (DSTL) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.77% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.77%
3.75%
DSTL
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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