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VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL)

ETF · Currency in USD · Last updated Mar 23, 2023

CDL is a passive ETF by Crestview tracking the investment results of the Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index. CDL launched on Jul 8, 2015 and has a 0.35% expense ratio.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in VictoryShares US Large Cap High Dividend Volatility Wtd ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,077 for a total return of roughly 100.77%. All prices are adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%120.00%130.00%NovemberDecember2023FebruaryMarch
100.77%
78.37%
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)

S&P 500

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Return

VictoryShares US Large Cap High Dividend Volatility Wtd ETF had a return of -6.15% year-to-date (YTD) and -8.24% in the last 12 months. Over the past 10 years, VictoryShares US Large Cap High Dividend Volatility Wtd ETF had an annualized return of 9.69%, outperforming the S&P 500 benchmark which had an annualized return of 7.98%.


PeriodReturnBenchmark
1 month-9.58%-3.48%
Year-To-Date-6.15%2.54%
6 months-2.98%2.10%
1 year-8.24%-11.75%
5 years (annualized)8.20%8.30%
10 years (annualized)9.69%7.98%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.68%-3.81%
2022-10.11%9.77%5.87%-3.22%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current VictoryShares US Large Cap High Dividend Volatility Wtd ETF Sharpe ratio is -0.44. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
-0.44
-0.50
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)

Dividend History

VictoryShares US Large Cap High Dividend Volatility Wtd ETF granted a 4.14% dividend yield in the last twelve months. The annual payout for that period amounted to $2.28 per share.


PeriodTTM20222021202020192018201720162015
Dividend$2.28$1.95$1.59$1.56$1.54$1.37$1.30$1.19$0.32

Dividend yield

4.14%3.33%2.70%3.55%3.38%3.81%3.39%3.62%1.16%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.02$0.10
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
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
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
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
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
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
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
2015$0.12$0.00$0.02$0.04$0.14

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-12.59%
-17.92%
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the VictoryShares US Large Cap High Dividend Volatility Wtd ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the VictoryShares US Large Cap High Dividend Volatility Wtd ETF is 41.03%, recorded on Mar 23, 2020. It took 206 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.03%Jan 21, 202044Mar 23, 2020206Jan 14, 2021250
-17.28%Apr 21, 2022121Oct 12, 2022
-15.22%Sep 17, 201869Dec 24, 201866Apr 1, 2019135
-9.66%Nov 3, 201548Jan 20, 201629Mar 4, 201677
-9.13%Jan 29, 20189Feb 8, 2018132Aug 17, 2018141
-8.29%Aug 20, 20153Aug 24, 201525Oct 23, 201528
-6.56%Jul 29, 201920Aug 23, 201912Sep 11, 201932
-6.36%May 1, 201922May 31, 201914Jun 20, 201936
-5.43%Jan 18, 202227Feb 24, 202221Mar 25, 202248
-4.84%May 11, 202128Jun 18, 202137Aug 11, 202165

Volatility Chart

Current VictoryShares US Large Cap High Dividend Volatility Wtd ETF volatility is 23.60%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
23.60%
21.56%
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)