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

Correlation

The correlation between FLCA and DSTL is 0.73, 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.


-0.50.00.51.00.7

Performance

FLCA vs. DSTL - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
80.77%
142.80%
FLCA
DSTL

Key characteristics

Sharpe Ratio

FLCA:

1.03

DSTL:

1.33

Sortino Ratio

FLCA:

1.46

DSTL:

1.98

Omega Ratio

FLCA:

1.19

DSTL:

1.23

Calmar Ratio

FLCA:

1.65

DSTL:

2.14

Martin Ratio

FLCA:

6.54

DSTL:

5.64

Ulcer Index

FLCA:

2.09%

DSTL:

2.67%

Daily Std Dev

FLCA:

13.25%

DSTL:

11.35%

Max Drawdown

FLCA:

-41.51%

DSTL:

-33.10%

Current Drawdown

FLCA:

-7.70%

DSTL:

-5.84%

Returns By Period

In the year-to-date period, FLCA achieves a 10.53% return, which is significantly lower than DSTL's 13.36% return.


FLCA

YTD

10.53%

1M

-5.44%

6M

10.20%

1Y

12.19%

5Y*

9.02%

10Y*

N/A

DSTL

YTD

13.36%

1M

-2.46%

6M

7.46%

1Y

13.95%

5Y*

13.86%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FLCA vs. DSTL - Expense Ratio Comparison

FLCA has a 0.09% expense ratio, which is lower than DSTL's 0.39% 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 FLCA: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FLCA vs. DSTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Distillate US 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.


Sharpe ratio
The chart of Sharpe ratio for FLCA, currently valued at 1.03, compared to the broader market0.002.004.001.031.33
The chart of Sortino ratio for FLCA, currently valued at 1.46, compared to the broader market-2.000.002.004.006.008.0010.001.461.98
The chart of Omega ratio for FLCA, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.23
The chart of Calmar ratio for FLCA, currently valued at 1.65, compared to the broader market0.005.0010.0015.001.652.14
The chart of Martin ratio for FLCA, currently valued at 6.54, compared to the broader market0.0020.0040.0060.0080.00100.006.545.64
FLCA
DSTL

The current FLCA Sharpe Ratio is 1.03, which is comparable to the DSTL Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FLCA 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.03
1.33
FLCA
DSTL

Dividends

FLCA vs. DSTL - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 1.00%, less than DSTL's 1.30% yield.


TTM2023202220212020201920182017
FLCA
Franklin FTSE Canada ETF
1.00%2.49%2.20%2.03%2.50%2.29%3.02%0.09%
DSTL
Distillate US Fundamental Stability & Value ETF
1.30%1.30%1.35%1.02%0.83%0.97%0.45%0.00%

Drawdowns

FLCA vs. DSTL - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, which is greater than DSTL's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for FLCA and DSTL. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.70%
-5.84%
FLCA
DSTL

Volatility

FLCA vs. DSTL - Volatility Comparison

Franklin FTSE Canada ETF (FLCA) has a higher volatility of 4.16% compared to Distillate US Fundamental Stability & Value ETF (DSTL) at 3.77%. This indicates that FLCA'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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.16%
3.77%
FLCA
DSTL
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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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