VictoryShares US 500 Volatility Wtd ETF (CFA)
CFA is a passive ETF by Crestview tracking the investment results of the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index. CFA launched on Jul 2, 2014 and has a 0.35% expense ratio.
ETF Info
US92647N7663
92647N766
Jul 2, 2014
North America (U.S.)
1x
Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VictoryShares US 500 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.
Returns By Period
VictoryShares US 500 Volatility Wtd ETF had a return of 21.22% year-to-date (YTD) and 28.63% in the last 12 months. Over the past 10 years, VictoryShares US 500 Volatility Wtd ETF had an annualized return of 11.15%, which was very close to the S&P 500 benchmark's annualized return of 11.16%.
CFA
21.22%
3.33%
13.07%
28.63%
11.89%
11.15%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of CFA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.33% | 4.86% | 3.91% | -4.49% | 2.82% | -0.37% | 4.05% | 2.60% | 2.04% | -0.98% | 21.22% | ||
| 2023 | 5.32% | -3.13% | -0.26% | 0.45% | -3.54% | 7.09% | 2.94% | -2.21% | -4.55% | -3.11% | 8.04% | 5.31% | 11.85% |
| 2022 | -5.48% | -1.89% | 3.05% | -6.35% | 1.24% | -8.24% | 7.85% | -2.96% | -8.90% | 9.98% | 6.33% | -4.42% | -11.39% |
| 2021 | -1.16% | 3.58% | 5.41% | 5.02% | 1.06% | 0.29% | 2.52% | 2.24% | -4.53% | 5.70% | -2.34% | 6.27% | 26.09% |
| 2020 | -0.94% | -8.93% | -16.47% | 12.65% | 5.96% | 0.21% | 5.40% | 4.36% | -2.08% | -0.41% | 11.19% | 4.16% | 11.98% |
| 2019 | 9.13% | 4.42% | 0.39% | 4.10% | -5.85% | 7.04% | 1.33% | -2.07% | 2.03% | 1.03% | 3.80% | 2.14% | 30.16% |
| 2018 | 4.73% | -3.72% | -0.41% | -0.45% | 1.70% | 0.19% | 2.99% | 2.81% | -0.74% | -7.76% | 2.68% | -9.88% | -8.62% |
| 2017 | 2.14% | 3.78% | 0.06% | 1.20% | 1.23% | 1.33% | 1.02% | -0.04% | 2.64% | 2.36% | 4.20% | 0.61% | 22.46% |
| 2016 | -5.45% | 1.93% | 6.73% | 0.03% | 2.37% | -0.68% | 4.23% | 0.52% | -0.37% | -2.04% | 5.63% | 1.18% | 14.31% |
| 2015 | -1.76% | 5.17% | -0.55% | -1.13% | 1.38% | -1.41% | 1.90% | -5.07% | -2.96% | 6.92% | 0.12% | -2.40% | -0.40% |
| 2014 | -2.52% | 3.31% | 0.00% | 0.81% | 4.66% | -1.43% | 4.75% |
Expense Ratio
CFA features an expense ratio of 0.35%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of CFA is 85, placing it in the top 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for VictoryShares US 500 Volatility Wtd ETF (CFA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
VictoryShares US 500 Volatility Wtd ETF provided a 1.25% dividend yield over the last twelve months, with an annual payout of $1.12 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.12 | $1.06 | $1.08 | $0.81 | $0.75 | $0.76 | $0.66 | $0.56 | $0.55 | $0.47 | $0.23 |
Dividend yield | 1.25% | 1.42% | 1.59% | 1.04% | 1.21% | 1.35% | 1.50% | 1.14% | 1.37% | 1.31% | 0.63% |
Monthly Dividends
The table displays the monthly dividend distributions for VictoryShares US 500 Volatility Wtd ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.03 | $0.04 | $0.15 | $0.08 | $0.03 | $0.14 | $0.08 | $0.05 | $0.14 | $0.09 | $0.05 | $0.89 | |
| 2023 | $0.00 | $0.05 | $0.13 | $0.09 | $0.03 | $0.12 | $0.08 | $0.05 | $0.09 | $0.13 | $0.05 | $0.24 | $1.06 |
| 2022 | $0.01 | $0.04 | $0.13 | $0.09 | $0.02 | $0.12 | $0.09 | $0.05 | $0.15 | $0.08 | $0.08 | $0.24 | $1.08 |
| 2021 | $0.00 | $0.04 | $0.07 | $0.07 | $0.04 | $0.05 | $0.09 | $0.03 | $0.08 | $0.08 | $0.04 | $0.22 | $0.81 |
| 2020 | $0.01 | $0.03 | $0.09 | $0.07 | $0.04 | $0.09 | $0.07 | $0.03 | $0.07 | $0.08 | $0.04 | $0.14 | $0.75 |
| 2019 | $0.00 | $0.04 | $0.07 | $0.09 | $0.02 | $0.08 | $0.08 | $0.03 | $0.08 | $0.07 | $0.04 | $0.16 | $0.76 |
| 2018 | $0.01 | $0.02 | $0.07 | $0.07 | $0.03 | $0.08 | $0.06 | $0.03 | $0.07 | $0.06 | $0.05 | $0.13 | $0.66 |
| 2017 | $0.01 | $0.03 | $0.04 | $0.06 | $0.03 | $0.06 | $0.01 | $0.02 | $0.09 | $0.06 | $0.02 | $0.13 | $0.56 |
| 2016 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.08 | $0.09 | $0.55 |
| 2015 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.47 |
| 2014 | $0.09 | $0.00 | $0.00 | $0.14 | $0.23 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the VictoryShares US 500 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 500 Volatility Wtd ETF was 37.74%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
The current VictoryShares US 500 Volatility Wtd ETF drawdown is 0.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.74% | Feb 20, 2020 | 23 | Mar 23, 2020 | 159 | Nov 5, 2020 | 182 |
| -20.88% | Dec 30, 2021 | 190 | Sep 30, 2022 | 332 | Jan 29, 2024 | 522 |
| -20.84% | Sep 21, 2018 | 65 | Dec 24, 2018 | 86 | Apr 30, 2019 | 151 |
| -14.17% | Jun 24, 2015 | 140 | Feb 11, 2016 | 52 | Apr 27, 2016 | 192 |
| -9.12% | Jan 29, 2018 | 9 | Feb 8, 2018 | 132 | Aug 17, 2018 | 141 |
Volatility
Volatility Chart
The current VictoryShares US 500 Volatility Wtd ETF volatility is 3.89%, 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.