CDL vs. GPIQ
Compare and contrast key facts about VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ).
CDL and GPIQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CDL is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index. It was launched on Jul 8, 2015. GPIQ is an actively managed fund by Goldman Sachs. It was launched on Oct 24, 2023.
Performance
CDL vs. GPIQ - Performance Comparison
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CDL vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CDL VictoryShares US Large Cap High Dividend Volatility Wtd ETF | 8.87% | 9.04% | 15.58% | 12.01% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | -3.90% | 19.77% | 23.22% | 15.38% |
Returns By Period
In the year-to-date period, CDL achieves a 8.87% return, which is significantly higher than GPIQ's -3.90% 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%
GPIQ
- 1D
- 3.19%
- 1M
- -3.94%
- YTD
- -3.90%
- 6M
- -0.56%
- 1Y
- 23.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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CDL vs. GPIQ - Expense Ratio Comparison
CDL has a 0.35% expense ratio, which is higher than GPIQ's 0.29% expense ratio.
Return for Risk
CDL vs. GPIQ — Risk / Return Rank
CDL
GPIQ
CDL vs. GPIQ - 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 Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.
| CDL | GPIQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.14 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.77 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.92 | -0.67 |
Martin ratioReturn relative to average drawdown | 5.03 | 8.84 | -3.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CDL | GPIQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.14 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.28 | -0.64 |
Correlation
The correlation between CDL and GPIQ is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CDL vs. GPIQ - Dividend Comparison
CDL's dividend yield for the trailing twelve months is around 3.18%, less than GPIQ's 10.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 10.68% | 9.81% | 9.18% | 1.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CDL vs. GPIQ - Drawdown Comparison
The maximum CDL drawdown since its inception was -41.03%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for CDL and GPIQ.
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Drawdown Indicators
| CDL | GPIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.03% | -21.06% | -19.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -12.08% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -17.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.03% | — | — |
Current DrawdownCurrent decline from peak | -3.07% | -6.63% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -2.37% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.62% | +0.17% |
Volatility
CDL vs. GPIQ - Volatility Comparison
The current volatility for VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) is 2.95%, while Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a volatility of 6.08%. This indicates that CDL experiences smaller price fluctuations and is considered to be less risky than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDL | GPIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 6.08% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 6.97% | 11.17% | -4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 20.42% | -6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 17.74% | -3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 17.74% | -0.69% |