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VictoryShares US Small Cap Volatility Wtd ETF (CSA...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92647N8323

CUSIP

92647N832

Issuer

Crestview

Inception Date

Jul 8, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Nasdaq Victory US 500 Small Volatility Weighted Index

Asset Class

Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

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


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period


CSA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of CSA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.78%-4.55%-4.55%-4.31%-10.39%
2024-4.24%4.53%3.63%-5.24%5.10%-1.81%10.05%-0.93%0.63%-1.61%11.11%-7.58%12.45%
20239.52%-0.84%-5.61%-1.97%-3.27%7.85%6.23%-3.35%-5.43%-4.78%7.94%11.57%16.74%
2022-6.57%-0.78%0.88%-7.46%2.12%-6.84%9.31%-4.05%-9.56%13.10%2.94%-6.05%-14.58%
20215.27%8.54%3.46%1.21%3.12%-1.46%-0.22%1.70%-2.10%4.01%-2.03%5.54%29.88%
2020-4.80%-10.83%-21.43%13.12%5.21%3.08%2.81%5.56%-5.47%4.15%17.89%7.06%10.34%
20199.25%5.35%-3.35%4.30%-8.24%6.61%1.55%-5.01%5.09%2.03%3.17%2.25%23.84%
20181.52%-2.64%-0.06%0.42%6.01%1.22%1.22%4.13%-3.48%-8.65%1.34%-11.11%-10.89%
2017-1.05%1.09%0.66%1.88%-3.10%3.45%0.05%-2.25%7.57%1.40%3.30%-1.06%12.11%
2016-7.83%2.77%7.87%0.60%1.75%-0.64%5.29%2.68%0.05%-2.94%12.61%3.87%27.60%
2015-0.26%-4.79%-2.52%4.74%4.05%-5.43%-4.59%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CSA is 21, meaning it’s performing worse than 79% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CSA is 2121
Overall Rank
The Sharpe Ratio Rank of CSA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of CSA is 2222
Sortino Ratio Rank
The Omega Ratio Rank of CSA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CSA is 2121
Calmar Ratio Rank
The Martin Ratio Rank of CSA is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for VictoryShares US Small Cap Volatility Wtd ETF (CSA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for VictoryShares US Small Cap Volatility Wtd ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

VictoryShares US Small Cap Volatility Wtd ETF provided a 1.53% dividend yield over the last twelve months, with an annual payout of $1.01 per share.


0.80%1.00%1.20%1.40%$0.00$0.20$0.40$0.60$0.80$1.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$1.01$1.07$0.82$0.82$0.86$0.70$0.67$0.58$0.49$0.42$0.24

Dividend yield

1.53%1.45%1.23%1.42%1.25%1.30%1.35%1.44%1.06%1.01%0.74%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.10$0.05$0.15
2024$0.00$0.02$0.12$0.05$0.02$0.11$0.07$0.20$0.13$0.07$0.02$0.27$1.07
2023$0.00$0.04$0.09$0.07$0.01$0.12$0.07$0.01$0.10$0.08$0.04$0.20$0.82
2022$0.00$0.02$0.08$0.07$0.00$0.10$0.05$0.05$0.15$0.05$0.03$0.22$0.82
2021$0.02$0.04$0.08$0.08$0.01$0.07$0.06$0.01$0.19$0.07$0.02$0.21$0.86
2020$0.00$0.00$0.08$0.06$0.05$0.08$0.04$0.03$0.07$0.06$0.03$0.20$0.70
2019$0.00$0.03$0.06$0.10$0.04$0.08$0.05$0.01$0.05$0.05$0.03$0.17$0.67
2018$0.00$0.02$0.06$0.06$0.03$0.04$0.04$0.02$0.04$0.05$0.04$0.17$0.58
2017$0.01$0.02$0.03$0.07$0.02$0.05$0.01$0.02$0.06$0.04$0.02$0.12$0.49
2016$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.07$0.10$0.42
2015$0.15$0.00$0.00$0.09$0.24

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 US Small Cap 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 Small Cap Volatility Wtd ETF was 42.40%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.4%Aug 27, 2018395Mar 23, 2020171Nov 23, 2020566
-24.19%Nov 17, 2021219Sep 30, 2022374Mar 28, 2024593
-24.04%Nov 26, 202490Apr 8, 2025
-17.89%Jul 16, 2015146Feb 11, 201682Jun 9, 2016228
-8.57%Aug 1, 20243Aug 5, 202432Sep 19, 202435
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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