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CDL vs. DHS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDL vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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CDL vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
8.87%9.04%15.58%3.03%-0.45%33.42%-3.35%26.38%-5.86%16.29%
DHS
WisdomTree US High Dividend Fund
8.00%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Returns By Period

In the year-to-date period, CDL achieves a 8.87% return, which is significantly higher than DHS's 8.00% return. Over the past 10 years, CDL has outperformed DHS with an annualized return of 10.80%, while DHS has yielded a comparatively lower 9.56% annualized return.


CDL

1D
0.78%
1M
-2.91%
YTD
8.87%
6M
8.94%
1Y
12.62%
3Y*
12.90%
5Y*
9.94%
10Y*
10.80%

DHS

1D
0.91%
1M
-2.77%
YTD
8.00%
6M
10.21%
1Y
14.07%
3Y*
14.13%
5Y*
11.42%
10Y*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CDL vs. DHS - Expense Ratio Comparison

CDL has a 0.35% expense ratio, which is lower than DHS's 0.38% expense ratio.


Return for Risk

CDL vs. DHS — Risk / Return Rank

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

CDL
CDL Risk / Return Rank: 5252
Overall Rank
CDL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CDL Sortino Ratio Rank: 5151
Sortino Ratio Rank
CDL Omega Ratio Rank: 5151
Omega Ratio Rank
CDL Calmar Ratio Rank: 5050
Calmar Ratio Rank
CDL Martin Ratio Rank: 5353
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 5959
Overall Rank
DHS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6262
Sortino Ratio Rank
DHS Omega Ratio Rank: 6060
Omega Ratio Rank
DHS Calmar Ratio Rank: 5858
Calmar Ratio Rank
DHS Martin Ratio Rank: 5555
Martin Ratio Rank
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.

CDL vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) and WisdomTree US High Dividend Fund (DHS). 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.


CDLDHSDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.06

-0.14

Sortino ratio

Return per unit of downside risk

1.33

1.49

-0.16

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.24

1.34

-0.10

Martin ratio

Return relative to average drawdown

5.03

5.00

+0.03

CDL vs. DHS - Sharpe Ratio Comparison

The current CDL Sharpe Ratio is 0.93, which is comparable to the DHS Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of CDL and DHS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CDLDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.06

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.83

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.60

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.40

+0.24

Correlation

The correlation between CDL and DHS is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CDL vs. DHS - Dividend Comparison

CDL's dividend yield for the trailing twelve months is around 3.18%, less than DHS's 3.23% yield.


TTM20252024202320222021202020192018201720162015
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
3.18%3.33%3.27%3.61%3.31%2.60%3.32%3.04%3.32%2.87%2.97%1.28%
DHS
WisdomTree US High Dividend Fund
3.23%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%

Drawdowns

CDL vs. DHS - Drawdown Comparison

The maximum CDL drawdown since its inception was -41.03%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for CDL and DHS.


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Drawdown Indicators


CDLDHSDifference

Max Drawdown

Largest peak-to-trough decline

-41.03%

-67.25%

+26.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-10.84%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-17.28%

-15.28%

-2.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.03%

-37.35%

-3.68%

Current Drawdown

Current decline from peak

-3.07%

-3.23%

+0.16%

Average Drawdown

Average peak-to-trough decline

-4.39%

-9.62%

+5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.10%

-0.31%

Volatility

CDL vs. DHS - Volatility Comparison

The current volatility for VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) is 2.95%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 3.13%. This indicates that CDL experiences smaller price fluctuations and is considered to be less risky than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDLDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

3.13%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.97%

7.12%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.72%

13.35%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

13.87%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

16.06%

+0.99%