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

ETF · Currency in USD · Last updated Aug 11, 2022

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.

ETF Info

ISINUS92647N8653
CUSIP92647N865
IssuerCrestview
Inception DateJul 8, 2015
RegionNorth America (U.S.)
CategoryLarge Cap Value Equities, Dividend
Expense Ratio0.35%
Index TrackedNasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Trading Data

Previous Close$60.80
Year Range$54.50 - $64.25
EMA (50)$59.18
EMA (200)$58.89
Average Volume$15.04K

CDLShare Price Chart


Chart placeholderClick Calculate to get results

CDLPerformance

The chart shows the growth of $10,000 invested in VictoryShares US Large Cap High Dividend Volatility Wtd ETF in Jul 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,735 for a total return of roughly 117.35%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
0.63%
-4.72%
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)

CDLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M4.85%7.97%
6M-0.38%-6.88%
YTD1.14%-11.66%
1Y8.58%-5.01%
5Y11.03%11.56%
10Y11.86%9.77%

CDLMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20220.31%-0.26%3.74%-3.04%3.26%-7.39%3.71%1.34%
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%
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%
20197.92%3.14%0.29%3.42%-6.36%6.40%1.76%-2.87%4.27%0.69%2.92%2.87%
20182.78%-4.66%-0.10%0.89%0.49%2.11%2.11%1.27%-0.85%-4.62%3.97%-8.64%
20170.76%3.74%-0.05%0.52%1.12%0.23%1.17%0.04%1.99%1.36%3.85%0.53%
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%
20151.32%-4.52%-0.57%6.59%-0.46%-2.04%

CDLSharpe 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 0.54. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.001.502.00MarchAprilMayJuneJulyAugust
0.54
-0.25
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)

CDLDividend History

VictoryShares US Large Cap High Dividend Volatility Wtd ETF granted a 2.98% dividend yield in the last twelve months. The annual payout for that period amounted to $1.81 per share.


PeriodTTM2021202020192018201720162015
Dividend$1.81$1.59$1.56$1.54$1.37$1.30$1.19$0.32

Dividend yield

2.98%2.65%3.47%3.31%3.72%3.32%3.54%1.14%

CDLDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-5.37%
-12.22%
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)

CDLWorst 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
-15.22%Sep 17, 201869Dec 24, 201866Apr 1, 2019135
-13.87%Apr 21, 202241Jun 17, 2022
-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

CDLVolatility Chart

Current VictoryShares US Large Cap High Dividend Volatility Wtd ETF volatility is 9.77%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
9.77%
16.23%
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF)
Benchmark (^GSPC)