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DSTL vs. VSDA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSTL vs. VSDA - Performance Comparison

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

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DSTL vs. VSDA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DSTL
Distillate U.S. Fundamental Stability & Value ETF
-1.42%8.71%12.78%22.71%-10.64%28.87%19.31%35.49%-6.66%
VSDA
VictoryShares Dividend Accelerator ETF
3.70%6.67%9.40%8.74%-4.42%21.95%12.72%31.39%-2.80%

Returns By Period

In the year-to-date period, DSTL achieves a -1.42% return, which is significantly lower than VSDA's 3.70% return.


DSTL

1D
1.65%
1M
-6.36%
YTD
-1.42%
6M
0.51%
1Y
8.10%
3Y*
11.81%
5Y*
9.18%
10Y*

VSDA

1D
0.98%
1M
-6.88%
YTD
3.70%
6M
3.36%
1Y
8.38%
3Y*
8.99%
5Y*
7.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSTL vs. VSDA - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is higher than VSDA's 0.35% expense ratio.


Return for Risk

DSTL vs. VSDA — Risk / Return Rank

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

DSTL
DSTL Risk / Return Rank: 3232
Overall Rank
DSTL Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DSTL Sortino Ratio Rank: 3030
Sortino Ratio Rank
DSTL Omega Ratio Rank: 2929
Omega Ratio Rank
DSTL Calmar Ratio Rank: 3434
Calmar Ratio Rank
DSTL Martin Ratio Rank: 3636
Martin Ratio Rank

VSDA
VSDA Risk / Return Rank: 3333
Overall Rank
VSDA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VSDA Sortino Ratio Rank: 3333
Sortino Ratio Rank
VSDA Omega Ratio Rank: 3030
Omega Ratio Rank
VSDA Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSDA Martin Ratio Rank: 3333
Martin Ratio Rank
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. VSDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. Fundamental Stability & Value ETF (DSTL) and VictoryShares Dividend Accelerator ETF (VSDA). 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.


DSTLVSDADifference

Sharpe ratio

Return per unit of total volatility

0.49

0.57

-0.08

Sortino ratio

Return per unit of downside risk

0.83

0.92

-0.09

Omega ratio

Gain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratio

Return relative to maximum drawdown

0.80

0.90

-0.10

Martin ratio

Return relative to average drawdown

3.19

2.89

+0.30

DSTL vs. VSDA - Sharpe Ratio Comparison

The current DSTL Sharpe Ratio is 0.49, which is comparable to the VSDA Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of DSTL and VSDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSTLVSDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.57

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.56

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.67

+0.03

Correlation

The correlation between DSTL and VSDA is 0.87, 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. VSDA - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.29%, less than VSDA's 2.64% yield.


TTM202520242023202220212020201920182017
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%
VSDA
VictoryShares Dividend Accelerator ETF
2.64%2.65%2.36%1.92%1.83%1.40%1.49%1.36%1.69%1.23%

Drawdowns

DSTL vs. VSDA - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.09%, roughly equal to the maximum VSDA drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for DSTL and VSDA.


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Drawdown Indicators


DSTLVSDADifference

Max Drawdown

Largest peak-to-trough decline

-33.09%

-32.12%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-10.75%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-16.14%

-3.96%

Current Drawdown

Current decline from peak

-6.36%

-7.18%

+0.82%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.60%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

3.36%

-0.55%

Volatility

DSTL vs. VSDA - Volatility Comparison

Distillate U.S. Fundamental Stability & Value ETF (DSTL) has a higher volatility of 3.96% compared to VictoryShares Dividend Accelerator ETF (VSDA) at 3.53%. This indicates that DSTL's price experiences larger fluctuations and is considered to be riskier than VSDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSTLVSDADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.53%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

7.92%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.49%

14.76%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

13.99%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.53%

16.67%

+2.86%