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Victoryshares Westend U.S. Sector ETF (MODL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92647P1268

Issuer

VictoryShares

Inception Date

Oct 11, 2022

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

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.


Popular comparisons:
MODL vs. BDGS MODL vs. VEA MODL vs. ^GSPC MODL vs. HCMDX MODL vs. PRWCX
Popular comparisons:
MODL vs. BDGS MODL vs. VEA MODL vs. ^GSPC MODL vs. HCMDX MODL vs. PRWCX

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.25%
12.32%
MODL (Victoryshares Westend U.S. Sector ETF)
Benchmark (^GSPC)

Returns By Period

Victoryshares Westend U.S. Sector ETF had a return of 24.84% year-to-date (YTD) and 30.42% in the last 12 months.


MODL

YTD

24.84%

1M

1.19%

6M

11.39%

1Y

30.42%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.24%4.91%2.75%-3.89%4.86%3.78%0.70%2.95%1.90%-0.79%24.84%
20234.54%-2.64%6.17%1.72%1.58%4.93%2.62%-1.82%-4.74%-1.96%7.99%3.94%23.74%
20227.23%5.18%-5.02%7.13%

Expense Ratio

MODL features an expense ratio of 0.46%, falling within the medium range.


Expense ratio chart for MODL: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MODL is 83, placing it in the top 17% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of MODL is 8383
Combined Rank
The Sharpe Ratio Rank of MODL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MODL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MODL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of MODL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of MODL is 8585
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 Westend U.S. Sector ETF (MODL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MODL, currently valued at 2.56, compared to the broader market0.002.004.002.562.46
The chart of Sortino ratio for MODL, currently valued at 3.46, compared to the broader market-2.000.002.004.006.008.0010.0012.003.463.31
The chart of Omega ratio for MODL, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.46
The chart of Calmar ratio for MODL, currently valued at 3.88, compared to the broader market0.005.0010.0015.003.883.55
The chart of Martin ratio for MODL, currently valued at 17.05, compared to the broader market0.0020.0040.0060.0080.00100.0017.0515.76
MODL
^GSPC

The current Victoryshares Westend U.S. Sector ETF Sharpe ratio is 2.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Victoryshares Westend U.S. Sector ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.56
2.46
MODL (Victoryshares Westend U.S. Sector ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Victoryshares Westend U.S. Sector ETF provided a 0.84% dividend yield over the last twelve months, with an annual payout of $0.34 per share.


0.40%0.50%0.60%0.70%0.80%0.90%1.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$0.34$0.34$0.11

Dividend yield

0.84%1.03%0.39%

Monthly Dividends

The table displays the monthly dividend distributions for Victoryshares Westend U.S. Sector ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.01$0.01$0.04$0.03$0.01$0.04$0.02$0.02$0.04$0.03$0.01$0.27
2023$0.01$0.02$0.04$0.02$0.02$0.04$0.02$0.02$0.03$0.04$0.01$0.07$0.34
2022$0.11$0.11

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.56%
-1.40%
MODL (Victoryshares Westend U.S. Sector ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Victoryshares Westend U.S. Sector 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 Westend U.S. Sector ETF was 10.05%, occurring on Oct 27, 2023. Recovery took 31 trading sessions.

The current Victoryshares Westend U.S. Sector ETF drawdown is 1.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.05%Jul 31, 202364Oct 27, 202331Dec 12, 202395
-7.8%Jul 17, 202414Aug 5, 202419Aug 30, 202433
-7.15%Feb 3, 202325Mar 10, 202315Mar 31, 202340
-6.41%Dec 2, 202218Dec 28, 202223Feb 1, 202341
-5.3%Apr 1, 202415Apr 19, 202417May 14, 202432

Volatility

Volatility Chart

The current Victoryshares Westend U.S. Sector ETF volatility is 3.84%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.84%
4.07%
MODL (Victoryshares Westend U.S. Sector ETF)
Benchmark (^GSPC)