BRIE vs. CIL

Last updated Jun 3, 2026

BRIE (MFS Blended Research International Equity ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds. BRIE is actively managed, while CIL is passively managed. At a 0.49 correlation, their price movements are largely independent. BRIE charges 0.34%/yr vs 0.45%/yr for CIL.

Performance

BRIE vs. CIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research International Equity ETF (BRIE) and VictoryShares International Volatility Wtd ETF (CIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRIE achieves a 14.80% return, which is significantly higher than CIL's 5.44% return.

BRIE

• 1D: 0.86%
• 1M: 5.48%
• YTD: 14.80%
• 6M: 17.61%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CIL

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.44%
• 6M: 8.27%
• 1Y: 16.20%
• 3Y*: 15.59%
• 5Y*: 7.45%
• 10Y*: 8.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIE vs. CIL - Yearly Performance Comparison

	2026 (YTD)	2025
BRIE MFS Blended Research International Equity ETF	14.80%	6.63%
CIL VictoryShares International Volatility Wtd ETF	5.44%	4.25%

Correlation

The correlation between BRIE and CIL is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025	0.49

Return for Risk

BRIE vs. CIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIL

CIL Risk / Return Rank: 73
CIL Sharpe Ratio Rank: 61
CIL Sortino Ratio Rank: 62
CIL Omega Ratio Rank: 73
CIL Calmar Ratio Rank: 81
CIL Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRIE vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity ETF (BRIE) and VictoryShares International Volatility Wtd ETF (CIL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BRIE	CIL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.07	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.28	0.43	+1.85

Drawdowns

BRIE vs. CIL - Drawdown Comparison

The maximum BRIE drawdown since its inception was -11.39%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for BRIE and CIL.

Drawdown Indicators

	BRIE	CIL	Difference
Max Drawdown Largest peak-to-trough decline	-11.39%	-36.27%	+24.88%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.60%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.27%	—
Current Drawdown Current decline from peak	0.00%	-0.58%	+0.58%
Average Drawdown Average peak-to-trough decline	-2.15%	-6.56%	+4.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.07%	—

Volatility

Volatility by Period

	BRIE	CIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.42%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.50%	8.26%	+9.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.50%	16.49%	+1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.50%	17.18%	+0.32%

BRIE vs. CIL - Expense Ratio Comparison

BRIE has a 0.34% expense ratio, which is lower than CIL's 0.45% expense ratio.

Dividends

BRIE vs. CIL - Dividend Comparison

BRIE's dividend yield for the trailing twelve months is around 0.24%, less than CIL's 1.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRIE MFS Blended Research International Equity ETF	0.24%	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CIL VictoryShares International Volatility Wtd ETF	1.67%	2.70%	3.46%	2.91%	2.41%	3.04%	1.73%	2.69%	2.85%	2.17%	2.34%	0.43%

Frequently Asked Questions

Can I hold both BRIE and CIL in my portfolio?

BRIE and CIL have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BRIE or CIL?

On fees, BRIE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRIE or CIL?

BRIE is cheaper with a 0.34% expense ratio, compared with 0.45% for CIL.

Which ETF pays a higher dividend yield, BRIE or CIL?

CIL has the higher dividend yield at 1.67%, compared with 0.24% for BRIE.

What is the main difference between BRIE and CIL?

They also come from different issuers: MFS and Crestview. Their fees differ too: 0.34% for BRIE and 0.45% for CIL.