Distillate U.S. Fundamental Stability & Value ETF
Ticker
DSTL
ISIN
US26922A321
Price
USD 56.83
Change Today
-0.40 / -0.699 %
Price 1 year ago
49.15 / 15.637 %
Morningstar
5
52 Week Low
48.91
52 Week High
58.64
200 Day Moving Average 54.24
54.24
50-day Moving Average
56.57
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 16.693% |
| Average Annual Volatility | 20.189% |
| Sharpe Ratio | 0.83 |
| Sortino Ratio | 0.86 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.52 |
Company information
Summary
The investment seeks to track the performance, before fees and expenses, of the Distillate U.S. Fundamental Stability & Value Index (the "index"). Under normal circumstances, at least 80% of the fund's net assets, plus borrowings for investment purposes, will be invested in U.S. assets. The index was developed in 2018 by Distillate Capital Partners LLC, the fund's investment adviser and index provider (the "Adviser"), and uses an objective, rules-based methodology to measure the performance of U.S.-listed, large-capitalization equity securities, selected based on certain fundamental factors.
Market
US
Category
Large Blend
Expense Ratio
0.39%
Fund family
Distillate Capital Partners
Morningstar
5
Yield
0.0117999995
Exchange
PCX
| Sector | Weight |
|---|---|
| Healthcare | 22.34% |
| Industrials | 19.30% |
| Technology | 18.14% |
| Consumer cyclical | 15.55% |
| Consumer defensive | 7.73% |
| Communication services | 7.73% |
| Financial services | 3.46% |
| Basic materials | 3.08% |
| Energy | 1.87% |
| Realestate | 0.77% |
| Utilities | 0.00% |
| Country | Ratio |
|---|---|
| United States | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| JNJ | Johnson & Johnson | 2.82% |
| ABBV | AbbVie Inc | 2.49% |
| UNH | UnitedHealth Group Inc | 2.42% |
| HD | The Home Depot Inc | 2.05% |
| FB | Facebook Inc Class A | 2.03% |
| PG | Procter & Gamble Co | 1.96% |
| CMCSA | Comcast Corp Class A | 1.93% |
| CSCO | Cisco Systems Inc | 1.85% |
| ORCL | Oracle Corp | 1.8% |
| AVGO | Broadcom Inc | 1.61% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | IE00BZ56RD9 | NGM | 0.28% | 5 | +6.07 | |
| DSTL | Distillate U.S. Fundamental Stability & Value ETF | US26922A321 | PCX | 0.39% | 5 | +7.54 | -- |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| IHI | iShares U.S. Medical Devices ETF | US4642888105 | PCX | 0.39% | 5 | -2.28 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| SCHD | Schwab U.S. Dividend Equity ETF | US8085247976 | PCX | 0.06% | 5 | +7.37 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.