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

Correlation

The correlation between VSDA and DSTL is 0.79, 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

VSDA vs. DSTL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VSDA:

0.41

DSTL:

0.26

Sortino Ratio

VSDA:

0.72

DSTL:

0.59

Omega Ratio

VSDA:

1.09

DSTL:

1.07

Calmar Ratio

VSDA:

0.41

DSTL:

0.32

Martin Ratio

VSDA:

1.31

DSTL:

1.05

Ulcer Index

VSDA:

4.90%

DSTL:

5.08%

Daily Std Dev

VSDA:

14.93%

DSTL:

16.81%

Max Drawdown

VSDA:

-32.11%

DSTL:

-33.10%

Current Drawdown

VSDA:

-5.62%

DSTL:

-7.23%

Returns By Period

In the year-to-date period, VSDA achieves a 1.85% return, which is significantly higher than DSTL's -0.96% return.


VSDA

YTD

1.85%

1M

6.02%

6M

-2.56%

1Y

6.07%

5Y*

12.95%

10Y*

N/A

DSTL

YTD

-0.96%

1M

5.28%

6M

-4.57%

1Y

4.29%

5Y*

15.90%

10Y*

N/A

*Annualized

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VSDA vs. DSTL - Expense Ratio Comparison

VSDA has a 0.35% expense ratio, which is lower than DSTL's 0.39% expense ratio.


Risk-Adjusted Performance

VSDA vs. DSTL — Risk-Adjusted Performance Rank

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

VSDA
The Risk-Adjusted Performance Rank of VSDA is 4343
Overall Rank
The Sharpe Ratio Rank of VSDA is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of VSDA is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VSDA is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VSDA is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VSDA is 4343
Martin Ratio Rank

DSTL
The Risk-Adjusted Performance Rank of DSTL is 3535
Overall Rank
The Sharpe Ratio Rank of DSTL is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTL is 3636
Sortino Ratio Rank
The Omega Ratio Rank of DSTL is 3434
Omega Ratio Rank
The Calmar Ratio Rank of DSTL is 4040
Calmar Ratio Rank
The Martin Ratio Rank of DSTL is 3737
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.

VSDA vs. DSTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) 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.


The current VSDA Sharpe Ratio is 0.41, which is higher than the DSTL Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of VSDA 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.


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Dividends

VSDA vs. DSTL - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.62%, more than DSTL's 1.47% yield.


TTM20242023202220212020201920182017
VSDA
VictoryShares Dividend Accelerator ETF
2.62%2.36%1.92%1.83%1.40%1.49%1.36%1.76%1.23%
DSTL
Distillate US Fundamental Stability & Value ETF
1.47%1.35%1.30%1.35%1.02%0.83%0.97%0.45%0.00%

Drawdowns

VSDA vs. DSTL - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.11%, roughly equal to the maximum DSTL drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for VSDA and DSTL. For additional features, visit the drawdowns tool.


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Volatility

VSDA vs. DSTL - Volatility Comparison

The current volatility for VictoryShares Dividend Accelerator ETF (VSDA) is 4.89%, while Distillate US Fundamental Stability & Value ETF (DSTL) has a volatility of 5.75%. This indicates that VSDA 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.


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