- ISIN
- US92647N8406
- CUSIP
- 92647N840
- Issuer
- Crestview
- Inception Date
- Aug 19, 2015
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Nasdaq Victory International 500 Volatility Weighted Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $31M
Share Price Chart
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Performance
CIL Performance Chart
VictoryShares International Volatility Wtd ETF (CIL) is up 5.4% since the beginning of the year. CIL is currently trading at $57 per share. Investors who bought $1,000 worth of CIL shares 5 years ago would now be looking at an investment worth $1,442.
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Returns By Period
VictoryShares International Volatility Wtd ETF (CIL) has returned 5.44% so far this year and 17.86% over the past 12 months. Over the last ten years, CIL has returned 8.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
VictoryShares International Volatility Wtd ETF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.44%
- 6M
- 5.93%
- 1Y
- 17.86%
- 3Y*
- 15.96%
- 5Y*
- 7.59%
- 10Y*
- 8.21%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CIL Monthly Returns History
Based on dividend-adjusted daily data since Aug 20, 2015, CIL's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +12.6%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CIL closed higher 45% of trading days. The best single day was Mar 24, 2020 with a return of +7.6%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.44% | ||||||
| 2025 | 3.97% | 2.89% | 1.57% | 5.15% | 4.47% | 2.90% | -1.75% | 3.69% | 1.16% | 0.65% | 1.83% | 2.52% | 32.99% |
| 2024 | -1.14% | 2.16% | 2.76% | -3.13% | 4.40% | -2.24% | 3.66% | 3.76% | 1.57% | -4.22% | 0.16% | -3.51% | 3.76% |
| 2023 | 8.47% | -2.79% | 2.38% | 3.08% | -4.26% | 3.98% | 2.80% | -4.10% | -3.28% | -3.48% | 8.28% | 5.34% | 16.29% |
| 2022 | -5.08% | -0.89% | 0.76% | -6.92% | 3.04% | -8.87% | 4.53% | -6.04% | -10.67% | 5.65% | 11.33% | -1.75% | -16.00% |
| 2021 | -0.07% | -0.55% | 2.86% | 3.20% | 4.50% | -1.44% | 1.88% | 1.37% | -3.95% | 2.79% | -3.70% | 4.09% | 11.07% |
Benchmark Metrics
VictoryShares International Volatility Wtd ETF has an annualized alpha of 0.09%, beta of 0.62, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since August 20, 2015.
- This ETF participated in 86.34% of S&P 500 Index downside but only 68.13% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.62 may look defensive, but with R2 of 0.42 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.42 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.09%
- Beta
- 0.62
- R²
- 0.42
- Upside Capture
- 68.13%
- Downside Capture
- 86.34%
Expense Ratio
CIL has an expense ratio of 0.45%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CIL ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for VictoryShares International Volatility Wtd ETF (CIL) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CIL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.37 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 2.78 | +1.28 |
| Martin ratioReturn relative to average drawdown | 17.66 | 12.44 | +5.22 |
Dividends
Dividend History
VictoryShares International Volatility Wtd ETF provided a 1.20% dividend yield over the last twelve months, with an annual payout of $0.68 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.68 | $1.46 | $1.45 | $1.21 | $0.89 | $1.37 | $0.72 | $1.07 | $0.98 | $0.88 | $0.76 | $0.15 |
Dividend yield | 1.20% | 2.70% | 3.46% | 2.91% | 2.41% | 3.04% | 1.73% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
Monthly Dividends
The table displays the monthly dividend distributions for VictoryShares International 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.01 | $0.00 | $0.09 | $0.21 | $0.20 | $0.27 | $0.09 | $0.02 | $0.34 | $0.11 | $0.03 | $0.10 | $1.46 |
| 2024 | $0.03 | $0.01 | $0.08 | $0.18 | $0.18 | $0.26 | $0.06 | $0.27 | $0.12 | $0.09 | $0.02 | $0.16 | $1.45 |
| 2023 | $0.10 | $0.00 | $0.07 | $0.17 | $0.13 | $0.22 | $0.09 | $0.13 | $0.07 | $0.11 | $0.03 | $0.10 | $1.21 |
| 2022 | $0.01 | $0.01 | $0.05 | $0.19 | $0.13 | $0.26 | $0.11 | $0.00 | $0.00 | $0.10 | $0.01 | $0.01 | $0.89 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.17 | $0.11 | $0.22 | $0.09 | $0.34 | $0.07 | $0.18 | $0.02 | $0.14 | $1.37 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VictoryShares International 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 International Volatility Wtd ETF was 36.27%, occurring on Mar 18, 2020. Recovery took 181 trading sessions.
The current VictoryShares International Volatility Wtd ETF drawdown is 0.58%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.27%Mar 2020 | 2y 1mo | 8mo 20d | 2y 10moJan 2018 - Dec 2020 |
Bear market2022 | -29.89%Oct 2022 | 1y 1mo | 1y 7mo | 2y 8moSep 2021 - May 2024 |
2016 correction2016 | -15.44%Feb 2016 | 3mo 18d | 6mo 28d | 10mo 16dOct 2015 - Sep 2016 |
2025 selloff2025 | -11.29%Apr 2025 | 19d | 14d | 1mo 3dMar 2025 - Apr 2025 |
2025 pullback2025 | -9.18%Jan 2025 | 3mo 15d | 1mo 21d | 5mo 6dSep 2024 - Mar 2025 |
Drawdown Indicators
| CIL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -56.78% | +20.51% |
Max Drawdown (1Y)Largest decline over 1 year | -4.60% | -9.10% | +4.50% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -18.90% | +6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -29.89% | -25.43% | -4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -33.92% | -2.35% |
Current DrawdownCurrent decline from peak | -0.58% | -1.80% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -10.71% | +4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 2.03% | -0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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