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.

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.

PERFORMANCE [as of 09/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DSTL -0.82% 1.86% 17.52% 30.60% -- -- --
DSTL (NAV) -1.53% 2.64% 17.30% 30.55% -- -- --
MSCI USA Large Cap Index 0.04% 6.83% 19.81% 33.70% 18.63% 18.87% 16.64%
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%
$383.11M
$1.60M
0.06%

DSTL Portfolio Data

$119.75B
25.41
5.16
1.19%
N/A
99

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 09/17/21
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

37,579
$1.60M
32,841
$1.40M
0.06%
$0.03
0.02%
0.28% / -0.16%
None
100.00%
25,000
1.31
0.02%
0.01%
0
$42.36
5

DSTL Sector/Industry Breakdown


DSTL
Segment Benchmark
24.23%
37.78%
21.69%
13.60%
17.82%
8.07%
15.28%
14.54%
9.44%
5.98%
7.18%
11.92%
3.70%
1.84%
0.66%
2.22%

DSTL Countries


DSTL
Segment Benchmark
100.00%
99.90%
--
0.10%

DSTL Regions


DSTL
Segment Benchmark
100.00%
100.00%

DSTL Economic Development


DSTL
Segment Benchmark
100.00%
100.00%

DSTL Performance Statistics

0.81
0.86
0.87
0.81
0.36%
MSCI USA Large Cap Index

DSTL MSCI ESG Ratings

6.25 / 10
65.08
53.52
6.37%
7.80%
57.16

DSTL Benchmark Comparison Holdings

99
290
56
19.65%

DSTL Benchmark Comparison Summary


DSTL
Segment Benchmark
99
290
$119.75B
$614.29B
25.41
29.96
5.16
5.10
1.46%
1.31%
Low
Low

DSTL Benchmark Comparison Market Cap Size


DSTL
Segment Benchmark
88.26%
100.00%
11.74%
0.00%
0.00%
0.00%
0.00%
0.00%