Summary
DSTL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.48% Volatility 16.44% Sharpe 0.22
Official loaded data — not a live quote.

DISTILLATE U.S. FUNDAMENTAL STABILITY & VALUE ETF

Symbol: DSTL

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 23/10/2018

Latest date: 20/07/2026

Current price: $63.12

Expense ratio: 0.39%

Assets under management
$2.1B
0.22% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

8.20%

Ann. -50.81% (Sharpe / Sortino numerator)

Volatility

13.43%

Sharpe ratio

-4.053

VaR 95%

-1.59%

CVaR 95%: -1.66%
Max drawdown: -7.63%
Sortino ratio: -6.222
Calmar ratio: -6.66

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.42%

Ann. -6.39% (Sharpe / Sortino numerator)

Volatility

12.53%

Sharpe ratio

-0.800

VaR 95%

-1.40%

CVaR 95%: -1.59%
Max drawdown: -8.60%
Sortino ratio: -1.289
Calmar ratio: -0.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.08%

Ann. -0.11% (Sharpe / Sortino numerator)

Volatility

12.17%

Sharpe ratio

-0.307

VaR 95%

-1.26%

CVaR 95%: -1.66%
Max drawdown: -8.60%
Sortino ratio: -0.503
Calmar ratio: -0.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.48%

Ann. 7.20% (Sharpe / Sortino numerator)

Volatility

16.44%

Sharpe ratio

0.217

VaR 95%

-1.51%

CVaR 95%: -2.35%
Max drawdown: -8.60%
Sortino ratio: 0.305
Calmar ratio: 0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.60%

Ann. 5.80% (Sharpe / Sortino numerator)

Volatility

14.47%

Sharpe ratio

0.150

VaR 95%

-1.29%

CVaR 95%: -1.96%
Max drawdown: -16.92%
Sortino ratio: 0.223
Calmar ratio: 0.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

41.97%

Ann. 11.82% (Sharpe / Sortino numerator)

Volatility

13.46%

Sharpe ratio

0.609

VaR 95%

-1.25%

CVaR 95%: -1.76%
Max drawdown: -16.92%
Sortino ratio: 0.923
Calmar ratio: 0.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.061%

Best day

2.33%

16/07/2026
Worst day

-2.185%

17/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $62.98 $63.42 $62.73 $63.12 52,600
17/07/2026 $64.28 $64.28 $63.18 $63.28 54,500
16/07/2026 $62.60 $63.70 $62.60 $63.68 66,000
15/07/2026 $62.12 $62.82 $62.12 $62.23 42,600
14/07/2026 $62.45 $62.45 $61.80 $61.85 24,300
13/07/2026 $62.31 $62.78 $62.31 $62.60 46,800
10/07/2026 $62.23 $62.30 $61.86 $62.00 42,600
09/07/2026 $61.13 $61.79 $61.13 $61.76 33,800
08/07/2026 $62.16 $62.16 $61.48 $61.52 48,500
07/07/2026 $62.53 $62.99 $62.45 $62.48 103,800