DSTL Distillate U.S. Fundamental Stability & Value ETF

*Unless otherwise stated, data provided by FactSet.

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.

PERFORMANCE [as of 09/27/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DSTL -10.59% -6.67% -19.05% -10.86% 11.77% -- --
DSTL (NAV) -10.55% -6.65% -19.02% -10.88% 11.73% -- --
MSCI USA Large Cap Index -9.80% -6.03% -23.35% -17.92% 9.23% 9.99% 11.97%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DSTL Summary Data

Distillate
10/24/18
Open-Ended Fund
0.39%
$735.23M
$4.03M
0.07%

DSTL Portfolio Data

$195.92B
16.31
3.84
1.36%
N/A
102

DSTL Index Data

Distillate U.S. Fundamental Stability & Value Index
Fundamental
Fundamental
MSCI USA Large Cap Index

DSTL Portfolio Management

0.39%
--
--
--

DSTL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DSTL Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

DSTL Factset Analytics Block Liquidity

As of 09/28/22
5
4
3
2
1

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 Tradability

101,732
$4.03M
80,187
$3.24M
0.07%
$0.03
0.01%
0.72% / -1.83%
None
100.00%
25,000
3.21
0.02%
0.01%
7
$37.14
5

DSTL Sector/Industry Breakdown


DSTL
Segment Benchmark
16.45%
--
16.45%
--
11.22%
--
10.31%
--
7.47%
--
7.32%
--
6.55%
--
5.01%
--
4.53%
--
3.12%
--

DSTL Top 10 Holdings[View All]

Apple Inc. 2.30%
AbbVie, Inc. 2.07%
20.75%

DSTL Countries


DSTL
Segment Benchmark
99.97%
99.89%
--
0.11%

DSTL Regions


DSTL
Segment Benchmark
99.97%
100.00%

DSTL Economic Development


DSTL
Segment Benchmark
99.97%
100.00%
0.00%
0.00%

DSTL Performance Statistics

0.89
0.86
0.86
0.90
0.43%
MSCI USA Large Cap Index

DSTL Benchmark Comparison Holdings

102
297
51
20.43%

DSTL Benchmark Comparison Summary


DSTL
Segment Benchmark
102
297
$195.92B
$623.12B
16.31
19.80
3.84
4.32
1.42%
1.46%
Low
Medium

DSTL Benchmark Comparison Market Cap Size


DSTL
Segment Benchmark
78.92%
99.96%
21.02%
0.04%
0.00%
0.00%
0.00%
0.00%