FLCA vs. DSTL
Compare and contrast key facts about Franklin FTSE Canada ETF (FLCA) and Distillate US Fundamental Stability & Value ETF (DSTL).
FLCA and DSTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLCA is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Canada RIC Capped Index. It was launched on Nov 2, 2017. DSTL is a passively managed fund by Distillate Capital that tracks the performance of the Distillate U.S. Fundamental Stability & Value Index. It was launched on Oct 24, 2018. Both FLCA and DSTL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCA or DSTL.
Key characteristics
| FLCA | DSTL | |
|---|---|---|
| YTD Return | 16.28% | 18.35% |
| 1Y Return | 31.14% | 31.73% |
| 3Y Return (Ann) | 5.07% | 10.85% |
| 5Y Return (Ann) | 10.62% | 15.77% |
| Sharpe Ratio | 2.32 | 2.80 |
| Sortino Ratio | 3.17 | 4.07 |
| Omega Ratio | 1.41 | 1.49 |
| Calmar Ratio | 2.00 | 5.33 |
| Martin Ratio | 16.30 | 12.74 |
| Ulcer Index | 1.89% | 2.48% |
| Daily Std Dev | 13.29% | 11.31% |
| Max Drawdown | -41.51% | -33.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FLCA and DSTL is 0.74, 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.
Performance
FLCA vs. DSTL - Performance Comparison
In the year-to-date period, FLCA achieves a 16.28% return, which is significantly lower than DSTL's 18.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLCA vs. DSTL - Expense Ratio Comparison
FLCA has a 0.09% expense ratio, which is lower than DSTL's 0.39% expense ratio.
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.
Dividends
FLCA vs. DSTL - Dividend Comparison
FLCA's dividend yield for the trailing twelve months is around 2.32%, more than DSTL's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FLCA Franklin FTSE Canada ETF | 2.32% | 2.49% | 2.20% | 2.03% | 2.50% | 2.29% | 3.02% | 0.09% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.25% | 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.
Volatility
FLCA vs. DSTL - Volatility Comparison
The current volatility for Franklin FTSE Canada ETF (FLCA) is 3.14%, while Distillate US Fundamental Stability & Value ETF (DSTL) has a volatility of 3.53%. This indicates that FLCA experiences smaller price fluctuations and is considered to be less risky than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.