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DSTX vs. JIRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSTX and JIRE is 0.70, 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.


Performance

DSTX vs. JIRE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DSTX:

0.61

JIRE:

0.53

Sortino Ratio

DSTX:

1.09

JIRE:

0.95

Omega Ratio

DSTX:

1.14

JIRE:

1.12

Calmar Ratio

DSTX:

0.90

JIRE:

0.77

Martin Ratio

DSTX:

2.26

JIRE:

2.17

Ulcer Index

DSTX:

5.30%

JIRE:

4.85%

Daily Std Dev

DSTX:

17.68%

JIRE:

17.70%

Max Drawdown

DSTX:

-34.02%

JIRE:

-16.11%

Current Drawdown

DSTX:

0.00%

JIRE:

-0.16%

Returns By Period

The year-to-date returns for both stocks are quite close, with DSTX having a 15.40% return and JIRE slightly lower at 14.68%.


DSTX

YTD

15.40%

1M

8.34%

6M

10.73%

1Y

10.66%

5Y*

N/A

10Y*

N/A

JIRE

YTD

14.68%

1M

9.12%

6M

10.54%

1Y

9.39%

5Y*

N/A

10Y*

N/A

*Annualized

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DSTX vs. JIRE - Expense Ratio Comparison

DSTX has a 0.55% expense ratio, which is higher than JIRE's 0.24% expense ratio.


Risk-Adjusted Performance

DSTX vs. JIRE — Risk-Adjusted Performance Rank

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

DSTX
The Risk-Adjusted Performance Rank of DSTX is 6767
Overall Rank
The Sharpe Ratio Rank of DSTX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of DSTX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DSTX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DSTX is 6363
Martin Ratio Rank

JIRE
The Risk-Adjusted Performance Rank of JIRE is 6161
Overall Rank
The Sharpe Ratio Rank of JIRE is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of JIRE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JIRE is 5757
Omega Ratio Rank
The Calmar Ratio Rank of JIRE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of JIRE is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DSTX vs. JIRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate International Fundamental Stability & Value ETF (DSTX) and JPMorgan International Research Enhanced Equity ETF (JIRE). 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.


The current DSTX Sharpe Ratio is 0.61, which is comparable to the JIRE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DSTX and JIRE, 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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Dividends

DSTX vs. JIRE - Dividend Comparison

Neither DSTX nor JIRE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DSTX vs. JIRE - Drawdown Comparison

The maximum DSTX drawdown since its inception was -34.02%, which is greater than JIRE's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for DSTX and JIRE. For additional features, visit the drawdowns tool.


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Volatility

DSTX vs. JIRE - Volatility Comparison

Distillate International Fundamental Stability & Value ETF (DSTX) and JPMorgan International Research Enhanced Equity ETF (JIRE) have volatilities of 4.17% and 4.36%, 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.


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