PortfoliosLab logo
VictoryShares US Large Cap High Dividend Volatilit...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92647N8653

CUSIP

92647N865

Issuer

Crestview

Inception Date

Jul 8, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

CDL has an expense ratio of 0.35%, placing it in the medium range.


Expense ratio chart for CDL: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CDL: 0.35%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VictoryShares US Large Cap High Dividend Volatility Wtd ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


140.00%150.00%160.00%170.00%180.00%190.00%200.00%December2025FebruaryMarchAprilMay
158.10%
177.85%
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)

Returns By Period

VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) returned 0.95% year-to-date (YTD) and 10.85% over the past 12 months.


CDL

YTD

0.95%

1M

4.46%

6M

-0.26%

1Y

10.85%

5Y*

15.60%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.31%

1M

12.07%

6M

-0.74%

1Y

10.90%

5Y*

14.73%

10Y*

10.57%

*Annualized

Monthly Returns

The table below presents the monthly returns of CDL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.73%3.40%-0.77%-4.73%0.53%0.95%
2024-0.42%1.29%6.15%-2.61%3.20%-1.52%6.19%3.61%1.85%-0.53%5.03%-6.84%15.58%
20234.67%-3.81%-2.46%0.79%-6.28%4.98%4.32%-3.34%-4.08%-2.64%6.99%5.01%3.03%
20220.31%-0.26%3.74%-3.04%3.26%-7.39%3.71%-1.36%-10.11%9.77%5.87%-3.22%-0.45%
2021-0.16%6.97%9.25%3.92%2.46%-2.26%1.28%2.37%-2.42%3.10%-1.94%7.42%33.42%
2020-3.29%-11.19%-18.50%10.91%2.62%-0.20%3.11%2.61%-2.53%0.46%13.36%3.51%-3.35%
20197.92%3.14%0.29%3.42%-6.36%6.40%1.76%-2.87%4.27%0.69%2.92%2.87%26.37%
20182.78%-4.66%-0.10%0.89%0.49%2.11%2.11%1.27%-0.85%-4.62%3.97%-8.64%-5.86%
20170.76%3.74%-0.04%0.52%1.12%0.23%1.17%0.04%1.99%1.36%3.85%0.53%16.29%
2016-3.63%5.10%6.65%-0.95%1.47%2.23%3.08%0.35%0.09%-0.92%3.93%1.82%20.49%
20151.32%-4.52%-0.20%6.59%-0.46%-2.04%0.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CDL is 70, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CDL is 7070
Overall Rank
The Sharpe Ratio Rank of CDL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CDL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CDL is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CDL is 7777
Calmar Ratio Rank
The Martin Ratio Rank of CDL is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for CDL, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.00
CDL: 0.83
^GSPC: 0.67
The chart of Sortino ratio for CDL, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.00
CDL: 1.19
^GSPC: 1.05
The chart of Omega ratio for CDL, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
CDL: 1.17
^GSPC: 1.16
The chart of Calmar ratio for CDL, currently valued at 0.92, compared to the broader market0.002.004.006.008.0010.0012.00
CDL: 0.92
^GSPC: 0.68
The chart of Martin ratio for CDL, currently valued at 3.15, compared to the broader market0.0020.0040.0060.00
CDL: 3.15
^GSPC: 2.70

The current VictoryShares US Large Cap High Dividend Volatility Wtd ETF Sharpe ratio is 0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of VictoryShares US Large Cap High Dividend Volatility Wtd ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.83
0.67
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)

Dividends

Dividend History

VictoryShares US Large Cap High Dividend Volatility Wtd ETF provided a 3.28% dividend yield over the last twelve months, with an annual payout of $2.14 per share. The fund has been increasing its distributions for 9 consecutive years.


1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.50$2.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$2.14$2.14$2.11$1.95$1.59$1.56$1.54$1.37$1.30$1.19$0.44

Dividend yield

3.28%3.27%3.61%3.31%2.60%3.32%3.04%3.32%2.87%2.97%1.28%

Monthly Dividends

The table displays the monthly dividend distributions for VictoryShares US Large Cap High Dividend Volatility Wtd ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.01$0.14$0.22$0.23$0.00$0.59
2024$0.04$0.11$0.27$0.17$0.07$0.23$0.15$0.14$0.26$0.16$0.12$0.43$2.14
2023$0.02$0.10$0.20$0.19$0.08$0.19$0.18$0.12$0.17$0.26$0.13$0.46$2.11
2022$0.02$0.07$0.23$0.19$0.05$0.18$0.16$0.12$0.22$0.15$0.11$0.45$1.95
2021$0.01$0.10$0.13$0.18$0.10$0.02$0.15$0.11$0.16$0.17$0.08$0.38$1.59
2020$0.01$0.09$0.16$0.19$0.08$0.18$0.13$0.05$0.14$0.15$0.11$0.28$1.56
2019$0.01$0.07$0.15$0.17$0.04$0.16$0.16$0.07$0.12$0.18$0.08$0.32$1.54
2018$0.02$0.04$0.13$0.16$0.07$0.18$0.11$0.07$0.11$0.14$0.10$0.23$1.37
2017$0.05$0.06$0.08$0.16$0.07$0.12$0.04$0.06$0.21$0.13$0.05$0.28$1.30
2016$0.01$0.12$0.17$0.10$0.10$0.10$0.03$0.11$0.10$0.10$0.08$0.17$1.19
2015$0.11$0.12$0.02$0.04$0.14$0.44

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.96%
-7.45%
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the VictoryShares US Large Cap High Dividend Volatility Wtd ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VictoryShares US Large Cap High Dividend Volatility Wtd ETF was 41.03%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.

The current VictoryShares US Large Cap High Dividend Volatility Wtd ETF drawdown is 5.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.03%Jan 21, 202044Mar 23, 2020206Jan 14, 2021250
-17.28%Apr 21, 2022121Oct 12, 2022360Mar 20, 2024481
-15.22%Sep 17, 201869Dec 24, 201866Apr 1, 2019135
-12.87%Dec 2, 202487Apr 8, 2025
-9.66%Nov 3, 201548Jan 20, 201629Mar 4, 201677

Volatility

Volatility Chart

The current VictoryShares US Large Cap High Dividend Volatility Wtd ETF volatility is 9.91%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.91%
14.17%
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)