DSTLDistillate U.S. Fundamental Stability & Value ETF
DSTL Fund Description
DSTL tracks an index of large-cap stocks that score favourably for financial indebtedness, fundamental stability, and valuation. The portfolio is equally weighted, modified by free cash flow.
DSTL Factset Analytics Insight
DSTLs index screens a universe of about 500 US-listed stocks for 100 firms that score highly on fundamental metrics primarily free cash flow. First, the process removes any companies with less than five years of cash flow data available. Next, the index scores each component on three factors: financial indebtedness (a proprietary debt-to-income metric), fundamental stability (volatility of historical and projected cash flows), and valuation (free cash flow-to-enterprise value). DSTL holds the 100 highest-scoring firms, with quarterly reconstitution. Each holding receives a minimum weight of 2/3%, with the remaining 1/3 of the portfolio weight apportioned according to free cash flow. The portfolio is reconstituted quarterly.
DSTL MSCI ESG Analytics Insight
Distillate U.S. Fundamental Stability & Value ETF has an MSCI ESG Fund Rating of A based on a score of 6.25 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Distillate U.S. Fundamental Stability & Value ETF ranks in the 54th percentile within its peer group and in the 65th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
DSTL MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
DSTL Summary Data
DSTL Portfolio Data
DSTL Index Data
DSTL Portfolio Management
DSTL Tax Exposures
DSTL Fund Structure
DSTL Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of DSTL. DSTL is rated a 5 out of 5.
DSTL Sector/Industry Breakdown
DSTL Top 10 Holdings[View All]
DSTL Economic Development
DSTL Performance Statistics
DSTL MSCI ESG Ratings
DSTL Benchmark Comparison Summary
DSTL Benchmark Comparison Market Cap Size