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DSTX vs. DSTL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSTX vs. DSTL - Performance Comparison

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

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DSTX vs. DSTL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DSTX
Distillate International Fundamental Stability & Value ETF
2.46%41.71%-0.44%20.03%-18.85%1.78%2.03%
DSTL
Distillate U.S. Fundamental Stability & Value ETF
-1.42%8.71%12.78%22.71%-10.64%28.87%1.41%

Returns By Period

In the year-to-date period, DSTX achieves a 2.46% return, which is significantly higher than DSTL's -1.42% return.


DSTX

1D
3.49%
1M
-8.25%
YTD
2.46%
6M
8.70%
1Y
33.08%
3Y*
15.84%
5Y*
6.82%
10Y*

DSTL

1D
1.65%
1M
-6.36%
YTD
-1.42%
6M
0.51%
1Y
8.10%
3Y*
11.81%
5Y*
9.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSTX vs. DSTL - Expense Ratio Comparison

DSTX has a 0.55% expense ratio, which is higher than DSTL's 0.39% expense ratio.


Return for Risk

DSTX vs. DSTL — Risk / Return Rank

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

DSTX
DSTX Risk / Return Rank: 8787
Overall Rank
DSTX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DSTX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DSTX Omega Ratio Rank: 8888
Omega Ratio Rank
DSTX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DSTX Martin Ratio Rank: 8787
Martin Ratio Rank

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
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.

DSTX vs. DSTL - Risk-Adjusted Trends Comparison

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


DSTXDSTLDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.49

+1.35

Sortino ratio

Return per unit of downside risk

2.53

0.83

+1.70

Omega ratio

Gain probability vs. loss probability

1.36

1.11

+0.25

Calmar ratio

Return relative to maximum drawdown

2.57

0.80

+1.77

Martin ratio

Return relative to average drawdown

10.38

3.19

+7.19

DSTX vs. DSTL - Sharpe Ratio Comparison

The current DSTX Sharpe Ratio is 1.84, which is higher than the DSTL Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of DSTX and DSTL, 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


DSTXDSTLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.49

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.59

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.70

-0.25

Correlation

The correlation between DSTX and DSTL is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DSTX vs. DSTL - Dividend Comparison

DSTX's dividend yield for the trailing twelve months is around 2.84%, more than DSTL's 1.29% yield.


TTM2025202420232022202120202019
DSTX
Distillate International Fundamental Stability & Value ETF
2.84%2.93%2.41%1.81%3.68%2.24%0.07%0.00%
DSTL
Distillate U.S. Fundamental Stability & Value ETF
1.29%1.31%1.34%1.30%1.35%1.01%0.83%0.97%

Drawdowns

DSTX vs. DSTL - Drawdown Comparison

The maximum DSTX drawdown since its inception was -33.67%, roughly equal to the maximum DSTL drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for DSTX and DSTL.


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Drawdown Indicators


DSTXDSTLDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-33.09%

-0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-11.19%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

-20.10%

-13.57%

Current Drawdown

Current decline from peak

-8.25%

-6.36%

-1.89%

Average Drawdown

Average peak-to-trough decline

-9.13%

-4.15%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.81%

+0.28%

Volatility

DSTX vs. DSTL - Volatility Comparison

Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 8.65% compared to Distillate U.S. Fundamental Stability & Value ETF (DSTL) at 3.96%. This indicates that DSTX's price experiences larger fluctuations and is considered to be riskier than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSTXDSTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

3.96%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

8.56%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

16.49%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

15.73%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

19.53%

-2.71%