VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO)

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

VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) has returned 0.78% so far this year and 9.73% over the past 12 months. Over the last ten years, CFO has returned 8.98% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jul 2, 2014, CFO's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +11.1%, while the worst month was Dec 2018 at -9.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CFO closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -5.8%.

VictoryShares US 500 Enhanced Volatility Weighted ETF has an annualized alpha of 1.26%, beta of 0.65, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since July 03, 2014.

• This ETF participated in 84.30% of S&P 500 Index downside but only 76.77% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.65 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

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

CFO ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and compare them to a chosen benchmark (S&P 500 Index).

VictoryShares US 500 Enhanced Volatility Weighted ETF provided a 1.34% dividend yield over the last twelve months, with an annual payout of $0.99 per share.

The table displays the monthly dividend distributions for VictoryShares US 500 Enhanced Volatility Weighted ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the VictoryShares US 500 Enhanced Volatility Weighted 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 Enhanced Volatility Weighted ETF was 24.35%, occurring on Oct 27, 2023. Recovery took 261 trading sessions.

The current VictoryShares US 500 Enhanced Volatility Weighted ETF drawdown is 5.42%.

The chart below shows the rolling one-month volatility.