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VictoryShares US 500 Volatility Wtd ETF (CFA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92647N7663
CUSIP92647N766
IssuerCrestview
Inception DateJul 2, 2014
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Index TrackedNasdaq Victory U.S. Large Cap 500 Volatility Weighted Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The VictoryShares US 500 Volatility Wtd ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.35%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with CFA

VictoryShares US 500 Volatility Wtd ETF

Popular comparisons: CFA vs. XLG, CFA vs. SPY

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.


110.00%120.00%130.00%140.00%150.00%160.00%170.00%OctoberNovemberDecember2024FebruaryMarch
165.35%
165.80%
CFA (VictoryShares US 500 Volatility Wtd ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

VictoryShares US 500 Volatility Wtd ETF had a return of 9.16% year-to-date (YTD) and 23.80% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.16%10.04%
1 month4.64%3.53%
6 months20.28%22.79%
1 year23.80%32.16%
5 years (annualized)11.72%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.33%4.87%
2023-2.21%-4.55%-3.11%8.04%5.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for VictoryShares US 500 Volatility Wtd ETF (CFA) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CFA
VictoryShares US 500 Volatility Wtd ETF
2.18
^GSPC
S&P 500
2.76

Sharpe Ratio

The current VictoryShares US 500 Volatility Wtd ETF Sharpe ratio is 2.18. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.18
2.76
CFA (VictoryShares US 500 Volatility Wtd ETF)
Benchmark (^GSPC)

Dividends

Dividend History

VictoryShares US 500 Volatility Wtd ETF granted a 1.35% dividend yield in the last twelve months. The annual payout for that period amounted to $1.10 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$1.10$1.06$1.08$0.81$0.75$0.76$0.66$0.56$0.55$0.47$0.23

Dividend yield

1.35%1.42%1.59%1.04%1.21%1.35%1.49%1.15%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.03$0.04
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
2022$0.01$0.03$0.13$0.09$0.02$0.12$0.09$0.05$0.15$0.08$0.08$0.24
2021$0.00$0.04$0.07$0.07$0.04$0.04$0.09$0.03$0.08$0.08$0.04$0.22
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
2019$0.00$0.04$0.07$0.09$0.02$0.08$0.08$0.03$0.08$0.07$0.03$0.15
2018$0.01$0.02$0.07$0.07$0.03$0.07$0.06$0.03$0.06$0.06$0.05$0.13
2017$0.01$0.03$0.03$0.06$0.03$0.06$0.01$0.02$0.09$0.06$0.02$0.13
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
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
2014$0.09$0.00$0.00$0.14

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
CFA (VictoryShares US 500 Volatility Wtd ETF)
Benchmark (^GSPC)

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.74%Feb 20, 202023Mar 23, 2020159Nov 5, 2020182
-20.88%Dec 30, 2021190Sep 30, 2022332Jan 29, 2024522
-20.84%Sep 21, 201865Dec 24, 201886Apr 30, 2019151
-14.17%Jun 24, 2015140Feb 11, 201652Apr 27, 2016192
-9.12%Jan 29, 20189Feb 8, 2018132Aug 17, 2018141

Volatility

Volatility Chart

The current VictoryShares US 500 Volatility Wtd ETF volatility is 2.37%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.37%
2.82%
CFA (VictoryShares US 500 Volatility Wtd ETF)
Benchmark (^GSPC)