Summary
DSTL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 12.73% 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: 03/06/2026

Current price: $60.20

Expense ratio: 0.39%

Assets under management
$1.9B
-0.13% 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

1.26%

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

-1.62%

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

2.90%

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

12.73%

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

19.22%

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

44.77%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.051%

Best day

2.224%

21/11/2025
Worst day

-2.027%

29/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $60.28 $60.32 $60.09 $60.20 95,100
02/06/2026 $60.49 $60.65 $60.12 $60.62 76,500
01/06/2026 $60.04 $61.02 $60.04 $60.91 47,200
29/05/2026 $59.95 $60.45 $59.90 $60.14 51,600
28/05/2026 $59.27 $59.82 $59.27 $59.75 79,400
27/05/2026 $59.31 $59.79 $59.29 $59.32 254,700
26/05/2026 $59.47 $59.59 $59.35 $59.38 93,900
22/05/2026 $59.00 $59.49 $59.00 $59.43 40,700
21/05/2026 $58.07 $58.70 $57.65 $58.63 53,600
20/05/2026 $57.91 $58.49 $57.50 $58.49 66,100