DSTX

Distillate International Fundamental Stability & Value ETF
*Unless otherwise stated, data provided by FactSet.

DSTX Fund Description

DSTX tracks an index of global ex-US large- and midcap stocks that score favourably for financial indebtedness, fundamental stability, and valuation. The portfolio is equally weighted, modified by free cash flow.

DSTX Factset Analytics Insight

DSTX’s index construction starts by creating an Equity Universe of global, non-US companies that: meet market-cap and liquidity criteria, have a minimum five years of cash flow data available, and have sufficiently low minimum-lot requirements. Next, companies in the Equity Universe are scored based on three fundamental measures: 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). Finally, DSTX holds the 100 most undervalued, highest-scoring firms. The index caps weighting on a regional level, also on an individual level, each security receiving 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.

DSTX MSCI ESG Analytics Insight

Distillate International Fundamental Stability & Value ETF has an MSCI ESG Fund Rating of A based on a score of 6.56 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 International Fundamental Stability & Value ETF ranks in the 57th percentile within its peer group and in the 8th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DSTX 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 10/15/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DSTX -5.43% -7.20% -2.74% -- -- -- --
DSTX (NAV) -2.97% -8.07% -0.32% -- -- -- --
MSCI ACWI ex USA IMI Index -TR net -1.07% 0.08% 9.31% 25.81% 11.66% 10.04% 7.33%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DSTX Summary Data

Distillate
12/14/20
Open-Ended Fund
0.55%
$22.96M
$56.32K
0.15%

DSTX Portfolio Data

$59.88B
15.39
2.25
--
N/A
100

DSTX Index Data

Distillate International Fundamental Stability & Value Index
Fundamental
Fundamental
MSCI ACWI ex USA IMI Index -TR net

DSTX Portfolio Management

0.55%
--
--
--

DSTX Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DSTX Fund Structure

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

DSTX Factset Analytics Block Liquidity

As of 10/18/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DSTX. DSTX is rated a 4 out of 5.

DSTX Tradability

2,190
$56.32K
677
$16.65K
0.15%
$0.04
0.35%
1.11% / -0.86%
None
32.00%
50,000
0.01
0.04%
0.04%
0
$25.75
4

DSTX Sector/Industry Breakdown


DSTX
Segment Benchmark
18.44%
16.42%
16.31%
11.33%
15.05%
8.52%
14.61%
13.24%
8.58%
2.65%
8.20%
7.94%
7.88%
8.78%
4.38%
4.58%
3.34%
21.21%
0.68%
2.99%

DSTX Top 10 Holdings[View All]

3.17%
2.75%
2.64%
1.86%
1.68%
1.57%
1.51%
1.40%
20.77%

DSTX Countries


DSTX
Segment Benchmark
19.46%
15.19%
14.73%
9.29%
8.96%
6.30%
8.45%
6.45%
7.84%
9.72%
7.34%
2.81%
5.96%
3.91%
4.65%
4.60%
3.24%
3.02%
3.16%
5.92%

DSTX Regions


DSTX
Segment Benchmark
51.01%
45.22%
37.57%
42.08%
9.73%
7.53%
1.70%
2.26%
--
2.92%

DSTX Economic Development


DSTX
Segment Benchmark
93.10%
87.43%
6.90%
12.57%

DSTX Performance Statistics

0.88
1.01
1.09
0.93
0.30%
MSCI ACWI ex USA IMI Index -TR net

DSTX MSCI ESG Ratings

6.56 / 10
8.43
56.79
0.85%
--
230.51

DSTX Benchmark Comparison Holdings

100
6653
99
7.59%

DSTX Benchmark Comparison Summary


DSTX
Segment Benchmark
100
6653
$59.88B
$85.96B
15.39
19.62
2.25
1.89
2.29%
2.17%
Low
Low

DSTX Benchmark Comparison Market Cap Size


DSTX
Segment Benchmark
62.38%
71.14%
35.98%
20.87%
1.64%
7.40%
0.00%
0.59%