TTAC vs. DSTL

Last updated Jun 24, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and DSTL (Distillate U.S. Fundamental Stability & Value ETF) are both exchange-traded funds - TTAC is a Large Cap Growth Equities fund actively managed by TrimTabs, while DSTL is a Large Cap Value Equities fund actively managed by Distillate Capital. Both are actively managed. Over the past 5 years, TTAC returned 12.28%/yr vs 8.57%/yr for DSTL. Their correlation of 0.86 suggests significant overlap in exposure. TTAC charges 0.59%/yr vs 0.39%/yr for DSTL.

Performance

TTAC vs. DSTL - Performance Comparison

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

Returns By Period

In the year-to-date period, TTAC achieves a 16.11% return, which is significantly higher than DSTL's -0.31% return.

TTAC

• 1D: -2.37%
• 1M: 1.40%
• YTD: 16.11%
• 6M: 13.99%
• 1Y: 20.27%
• 3Y*: 18.20%
• 5Y*: 12.28%
• 10Y*: —

DSTL

• 1D: 0.03%
• 1M: -1.51%
• YTD: -0.31%
• 6M: -1.10%
• 1Y: 8.52%
• 3Y*: 11.48%
• 5Y*: 8.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTAC vs. DSTL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TTAC TrimTabs US Free Cash Flow Quality ETF	16.11%	8.07%	18.26%	22.97%	-14.60%	30.66%	18.30%	26.03%	-9.43%
DSTL Distillate U.S. Fundamental Stability & Value ETF	-0.31%	8.71%	12.78%	22.71%	-10.64%	28.87%	19.31%	35.49%	-8.42%

Correlation

The correlation between TTAC and DSTL is 0.53, 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	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018	0.86

Over the past year, the correlation between TTAC and DSTL has dropped to 0.53 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

TTAC vs. DSTL - Sectors Allocation Comparison

Sectors	TTAC	DSTL
Technology	29.5%	31.1%
Financial Services	14.5%	6.8%
Consumer Cyclical	12.7%	11.9%
Healthcare	11.9%	20.3%
Industrials	9.0%	12.9%
Consumer Defensive	8.0%	3.3%
Communication Services	6.1%	6.7%
Energy	2.6%	5.4%
Basic Materials	2.3%	0.7%
Real Estate	2.0%	-
Utilities	-	1.0%

Return for Risk

TTAC vs. DSTL — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 45
TTAC Sharpe Ratio Rank: 37
TTAC Sortino Ratio Rank: 36
TTAC Omega Ratio Rank: 35
TTAC Calmar Ratio Rank: 62
TTAC Martin Ratio Rank: 56

DSTL

DSTL Risk / Return Rank: 22
DSTL Sharpe Ratio Rank: 21
DSTL Sortino Ratio Rank: 21
DSTL Omega Ratio Rank: 19
DSTL Calmar Ratio Rank: 23
DSTL Martin Ratio Rank: 24

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.

TTAC vs. DSTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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.

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.

	TTAC	DSTL	Difference
Sharpe ratio: Return per unit of total volatility	1.25	0.71	+0.54
Sortino ratio: Return per unit of downside risk	1.77	1.10	+0.66
Omega ratio: Gain probability vs. loss probability	1.22	1.13	+0.09
Calmar ratio: Return relative to maximum drawdown	2.84	1.03	+1.81
Martin ratio: Return relative to average drawdown	9.06	2.96	+6.11

TTAC vs. DSTL - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.25, which is higher than the DSTL Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of TTAC and DSTL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TTAC vs. DSTL - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, which is greater than DSTL's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for TTAC and DSTL.

Drawdown Indicators

	TTAC	DSTL	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-33.09%	-1.86%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-8.30%	+1.13%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-16.92%	-3.00%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-20.10%	-1.78%
Current Drawdown Current decline from peak	-2.37%	-5.31%	+2.94%
Average Drawdown Average peak-to-trough decline	-4.97%	-4.15%	-0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	2.89%	-0.65%

Volatility

TTAC vs. DSTL - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 6.44% compared to Distillate U.S. Fundamental Stability & Value ETF (DSTL) at 4.20%. This indicates that TTAC'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.

Volatility by Period

	TTAC	DSTL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	4.20%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	12.89%	8.76%	+4.13%
Volatility (1Y) Calculated over the trailing 1-year period	16.27%	12.09%	+4.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	15.79%	+1.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.76%	19.37%	-0.61%

TTAC vs. DSTL - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than DSTL's 0.39% expense ratio.

Dividends

TTAC vs. DSTL - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.54%, less than DSTL's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DSTL Distillate U.S. Fundamental Stability & Value ETF	1.28%	1.31%	1.34%	1.30%	1.35%	1.01%	0.83%	0.97%	0.00%	0.00%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.54%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%

Frequently Asked Questions

Can I hold both TTAC and DSTL in my portfolio?

TTAC and DSTL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or DSTL?

TTAC has higher volatility (6.44%) compared to DSTL (4.20%). In terms of maximum drawdown, TTAC dropped -34.95% vs DSTL's -33.09%.

Which ETF is better, TTAC or DSTL?

On 5-year performance, TTAC leads with 12.28% vs 8.57% for DSTL. On fees, DSTL is cheaper at 0.39% per year. On volatility, DSTL has been the lower-risk option at 4.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or DSTL?

Over the 5-year period, TTAC has performed better with a 12.28% return vs 8.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or DSTL?

DSTL is cheaper with a 0.39% expense ratio, compared with 0.59% for TTAC.

Which ETF pays a higher dividend yield, TTAC or DSTL?

DSTL has the higher dividend yield at 1.28%, compared with 0.54% for TTAC.

What is the main difference between TTAC and DSTL?

TTAC is categorized as Large Cap Growth Equities, while DSTL is Large Cap Value Equities. They also come from different issuers: TrimTabs and Distillate Capital. Their fees differ too: 0.59% for TTAC and 0.39% for DSTL.

Which has better risk-adjusted returns?

TTAC currently has the higher Sharpe Ratio (1.25 vs 0.71), 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.