Distillate US Fundamental Stability & Value (DSTL) Performance
DSTL total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +19.1% since Dec 31, 2025
- 1 year
- +20.9% total return
- 5 years
- +11.4% a year
- Since first price
- +15.3% a year since 2018
DSTL trailing returns vs SPY, QQQ, AGG
| Period | DSTL total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +6.8% | +6.5% | −1.0% | −5.0% | +0.9% |
| 3 months | +12.7% | +12.5% | +3.2% | +1.9% | −0.4% |
| 6 months | +17.3% | +16.7% | +7.8% | +8.4% | −1.5% |
| YTD | +19.1% | +18.0% | +12.3% | +15.1% | −1.0% |
| 1 year | +20.9% | +19.5% | +14.4% | +15.9% | −1.1% |
| 3 years | +66.2%+18.4%/yr | +59.6% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +71.6%+11.4%/yr | +60.5% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionOct 24, 2018 | +212.7%+15.3%/yr | +183.7% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DSTL vs SPY
From Oct 24, 2018: DSTL grew to $31,267, SPY to $32,286.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DSTL returns by calendar year
6 of 7 full years positive. Best 2019 (+35.5%), worst 2022 (−10.6%). 2026 is year to date.
DSTL annual returns table
| Year | DSTL | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +19.1% | −8.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +8.7% | −15.0% | +17.7% | +20.8% | +7.2% |
| 2024 | +12.8% | −7.0% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.7% | −9.3% | +26.2% | +54.9% | +5.7% |
| 2022 | −10.6% | −20.1% | −18.2% | −32.6% | −13.0% |
| 2021 | +28.9% | −5.0% | +28.7% | +27.4% | −1.8% |
| 2020 | +19.3% | −33.1% | +18.3% | +48.6% | +7.5% |
| 2019 | +35.5% | −7.2% | +31.2% | +39.0% | +8.5% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DSTL largest drawdowns
Now 1.2% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 12, 2020 | −33.1% | Mar 23, 2020 | Jul 22, 2020 | 40 days | 5 months |
| Jan 4, 2022 | −20.1% | Sep 30, 2022 | Jul 13, 2023 | 9 months | 1.5 years |
| Nov 29, 2024 | −16.9% | Apr 8, 2025 | Sep 11, 2025 | 4 months | 9 months |
| Nov 7, 2018 | −15.8% | Dec 24, 2018 | Feb 15, 2019 | 47 days | 3 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DSTL risk statistics
| Statistic | 3 years | 5 years | Since 2018 |
|---|---|---|---|
| Annualized return | +14.3% | +10.8% | +14.1% |
| Volatility (annualized) | 14.4% | 16.5% | 17.4% |
| Sharpe ratio | 0.70 | 0.49 | 0.70 |
| Sortino ratio | 1.12 | 0.78 | 1.13 |
| Best month | +8.8% | +9.6% | +13.9% |
| Worst month | −7.9% | −9.1% | −10.6% |
| Best 12 months | +29.9% | +29.9% | +61.6% |
| Worst 12 months | +1.2% | −10.6% | −10.6% |
| Positive months | 64% | 57% | 62% |
| Beta vs S&P 500 | 0.71 | 0.85 | — |
| Correlation with S&P 500 | 0.61 | 0.81 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DSTL rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 85 | −10.6% | +15.2% | +61.6% | 89% |
| 3-year (a year) | 61 | +7.3% | +13.1% | +27.7% | 100% |
| 5-year (a year) | 37 | +9.0% | +14.0% | +18.5% | 100% |
Every holding period starting at a month-end since 2018. Returns for 3 years and longer are annualized.
DSTL performance overview
Distillate US Fundamental Stability & Value (DSTL) returned +20.9% over the past year and +11.4% a year over five years, with distributions reinvested. Since its first recorded price in 2018 it has returned +15.3% a year, turning $10,000 into about $31,267. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −33.1%, from Feb 12, 2020 to Mar 23, 2020, and it took 4 months to get back to the old high. DSTL finished 6 of its 7 full calendar years with a gain; the best year was 2019 (+35.5%) and the worst 2022 (−10.6%). Volatility has been 17.4% a year.
Related: DSTL chart, DSTL holdings, DSTL dividends, DSTL valuation. See the DSTL overview for the latest quote and fund facts.
DSTL performance FAQ
What is the DSTL return over the past year?
DSTL returned +20.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 19.5%.
What is the average annual return of DSTL?
DSTL has returned +11.4% a year over 5 years, +15.3% a year since October 24, 2018 (total return, distributions reinvested).
How much would $10,000 invested in DSTL be worth?
$10,000 invested in DSTL at its first recorded close on October 24, 2018 would be worth about $31,267 on October 23, 2026 with distributions reinvested.
What was the worst year for DSTL?
The worst calendar year was 2022, with a total return of −10.6%. The best was 2019 at +35.5%.
What is the biggest drawdown of DSTL?
The largest peak-to-trough decline was −33.1% between February 12, 2020 and March 23, 2020. It recovered to the old high on July 22, 2020, 4 months after the bottom.
How volatile is DSTL?
Over the past 3 years DSTL had an annualized volatility of 14.4% and a Sharpe ratio of 0.70 (excess return over 1–3 month T-bills per unit of risk).