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

Correlation

The correlation between TTAC and DSTL is 0.90, 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.


-0.50.00.51.00.9

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 US Fundamental Stability & Value ETF (DSTL). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
10.35%
4.51%
TTAC
DSTL

Key characteristics

Returns By Period


TTAC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DSTL

YTD

3.82%

1M

-0.11%

6M

4.51%

1Y

13.43%

5Y*

14.07%

10Y*

N/A

*Annualized

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TTAC vs. DSTL - Expense Ratio Comparison

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


TTAC
TrimTabs US Free Cash Flow Quality ETF
Expense ratio chart for TTAC: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
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%

Risk-Adjusted Performance

TTAC vs. DSTL — Risk-Adjusted Performance Rank

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

TTAC
The Risk-Adjusted Performance Rank of TTAC is 7979
Overall Rank
The Sharpe Ratio Rank of TTAC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of TTAC is 7878
Sortino Ratio Rank
The Omega Ratio Rank of TTAC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TTAC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TTAC is 8181
Martin Ratio Rank

DSTL
The Risk-Adjusted Performance Rank of DSTL is 5050
Overall Rank
The Sharpe Ratio Rank of DSTL is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTL is 5050
Sortino Ratio Rank
The Omega Ratio Rank of DSTL is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DSTL is 6262
Calmar Ratio Rank
The Martin Ratio Rank of DSTL is 4545
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.

TTAC vs. DSTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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 TTAC, currently valued at 1.51, compared to the broader market0.002.004.001.511.19
The chart of Sortino ratio for TTAC, currently valued at 2.16, compared to the broader market0.005.0010.002.161.79
The chart of Omega ratio for TTAC, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.21
The chart of Calmar ratio for TTAC, currently valued at 2.38, compared to the broader market0.005.0010.0015.002.381.93
The chart of Martin ratio for TTAC, currently valued at 7.75, compared to the broader market0.0020.0040.0060.0080.00100.007.754.30
TTAC
DSTL


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.51
1.19
TTAC
DSTL

Dividends

TTAC vs. DSTL - Dividend Comparison

TTAC has not paid dividends to shareholders, while DSTL's dividend yield for the trailing twelve months is around 1.30%.


TTM202420232022202120202019201820172016
TTAC
TrimTabs US Free Cash Flow Quality ETF
0.67%0.67%0.94%0.00%0.85%0.41%0.72%0.62%0.40%0.19%
DSTL
Distillate US Fundamental Stability & Value ETF
1.30%1.35%1.30%1.35%1.02%0.83%0.97%0.45%0.00%0.00%

Drawdowns

TTAC vs. DSTL - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.61%
-2.75%
TTAC
DSTL

Volatility

TTAC vs. DSTL - Volatility Comparison

The current volatility for TrimTabs US Free Cash Flow Quality ETF (TTAC) is 0.00%, while Distillate US Fundamental Stability & Value ETF (DSTL) has a volatility of 2.65%. This indicates that TTAC 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
2.65%
TTAC
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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