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DSTL vs. XSVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DSTL vs. XSVM

Last updated Jun 13, 2026

DSTL (Distillate U.S. Fundamental Stability & Value ETF) and XSVM (Invesco S&P SmallCap Value with Momentum ETF) are both exchange-traded funds - DSTL is a Large Cap Value Equities fund actively managed by Distillate Capital, while XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index. DSTL is actively managed, while XSVM is passively managed. Over the past 5 years, DSTL returned 8.86%/yr vs 7.44%/yr for XSVM. A 0.75 correlation means they provide meaningful diversification when combined. DSTL charges 0.39%/yr vs 0.37%/yr for XSVM.

Performance

DSTL vs. XSVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate U.S. Fundamental Stability & Value ETF (DSTL) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSTL achieves a 1.84% return, which is significantly lower than XSVM's 21.88% return.

DSTL

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

XSVM

1D
1.17%
1M
5.46%
YTD
21.88%
6M
18.48%
1Y
42.01%
3Y*
16.38%
5Y*
7.44%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSTL vs. XSVM - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
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%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		21.88%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.35%

Correlation

The correlation between DSTL and XSVM is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

0.75

The correlation between DSTL and XSVM has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

DSTL vs. XSVM - Sectors Allocation Comparison

Sectors
DSTL
XSVM

Technology

27.4%
7.8%

Healthcare

20.2%
1.4%

Industrials

15.7%
6.7%

Consumer Cyclical

11.6%
17.0%

Communication Services

7.6%
2.9%

Financial Services

6.9%
38.8%

Energy

5.4%
9.9%

Consumer Defensive

3.3%
7.3%

Utilities

1.0%
1.3%

Basic Materials

0.7%
1.9%

Real Estate

-

5.0%

Technology

DSTL
27.4%
XSVM
7.8%

Healthcare

DSTL
20.2%
XSVM
1.4%

Industrials

DSTL
15.7%
XSVM
6.7%

Consumer Cyclical

DSTL
11.6%
XSVM
17.0%

Communication Services

DSTL
7.6%
XSVM
2.9%

Financial Services

DSTL
6.9%
XSVM
38.8%

Energy

DSTL
5.4%
XSVM
9.9%

Consumer Defensive

DSTL
3.3%
XSVM
7.3%

Utilities

DSTL
1.0%
XSVM
1.3%

Basic Materials

DSTL
0.7%
XSVM
1.9%

Real Estate

DSTL

-

XSVM
5.0%

Compare stocks, funds, or ETFs

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

Distillate U.S. Fundamental Stability & Value ETF

Invesco S&P SmallCap Value with Momentum ETF

Often compared with DSTL:
DSTL vs. COWZDSTL vs. VFLODSTL vs. PPLDSTL vs. PFIXDSTL vs. VOODSTL vs. SCHDDSTL vs. POGRX
Often compared with XSVM:
XSVM vs. XSMOXSVM vs. AVUVXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. DGRSXSVM vs. RYPRX

Return for Risk

DSTL vs. XSVM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DSTL
DSTL Risk / Return Rank: 2727
Overall Rank
DSTL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DSTL Sortino Ratio Rank: 2727
Sortino Ratio Rank
DSTL Omega Ratio Rank: 2424
Omega Ratio Rank
DSTL Calmar Ratio Rank: 2929
Calmar Ratio Rank
DSTL Martin Ratio Rank: 2929
Martin Ratio Rank
XSVM
XSVM Risk / Return Rank: 7676
Overall Rank
XSVM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 7878
Sortino Ratio Rank
XSVM Omega Ratio Rank: 7272
Omega Ratio Rank
XSVM Calmar Ratio Rank: 8383
Calmar Ratio Rank
XSVM Martin Ratio Rank: 7373
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. XSVM - 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 SmallCap Value with Momentum ETF (XSVM). 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.

DSTLXSVMDifference
Sharpe ratioReturn per unit of total volatility
0.86
2.09

-1.24

Sortino ratioReturn per unit of downside risk
1.32
3.00

-1.68

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

1.24

3.86

-2.63

Martin ratioReturn relative to average drawdown

3.66

11.98

-8.32

DSTL vs. XSVM - Sharpe Ratio Comparison

The current DSTL Sharpe Ratio is 0.86, which is lower than the XSVM Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DSTL and XSVM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DSTL vs. XSVM - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.09%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for DSTL and XSVM.

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Drawdown Indicators

DSTLXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-33.09%

-62.57%

+29.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-10.08%

+1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-26.21%

+9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-26.21%

+6.11%

Max Drawdown (10Y)

Largest decline over 10 years

—

-49.02%

—

Current Drawdown

Current decline from peak

-3.27%

0.00%

-3.27%

Average Drawdown

Average peak-to-trough decline

-4.15%

-11.55%

+7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

3.26%

-0.45%

Volatility

DSTL vs. XSVM - Volatility Comparison

The current volatility for Distillate U.S. Fundamental Stability & Value ETF (DSTL) is 3.94%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 5.09%. This indicates that DSTL experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DSTLXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

5.09%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

12.03%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

18.60%

-6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.78%

22.61%

-6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

25.08%

-5.69%

DSTL vs. XSVM - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is higher than XSVM's 0.37% expense ratio.

Dividends

DSTL vs. XSVM - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.25%, less than XSVM's 1.74% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		1.74%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Frequently Asked Questions

DSTL and XSVM have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSVM has higher volatility (5.09%) compared to DSTL (3.94%). In terms of maximum drawdown, DSTL dropped -33.09% vs XSVM's -62.57%.

On 5-year performance, DSTL leads with 8.86% vs 7.44% for XSVM. On fees, XSVM is cheaper at 0.37% 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.

Over the 5-year period, DSTL has performed better with a 8.86% return vs 7.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSVM is cheaper with a 0.37% expense ratio, compared with 0.39% for DSTL.

XSVM has the higher dividend yield at 1.74%, compared with 1.25% for DSTL.

DSTL is categorized as Large Cap Value Equities, while XSVM is Momentum. They also come from different issuers: Distillate Capital and Invesco. Their fees differ too: 0.39% for DSTL and 0.37% for XSVM.

XSVM currently has the higher Sharpe Ratio (2.09 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.

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