CDL vs. KWIN
CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF) and KWIN (KraneShares Wahed Alternative Income Index ETF) are both Large Cap Value Equities funds - CDL tracks the Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index while KWIN tracks the Wahed Alternative Income Index. Both are passively managed. At a 0.19 correlation, their price movements are largely independent. CDL charges 0.35%/yr vs 0.51%/yr for KWIN.
Performance
CDL vs. KWIN - Performance Comparison
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Returns By Period
In the year-to-date period, CDL achieves a 17.30% return, which is significantly higher than KWIN's 1.59% return.
CDL
- 1D
- 0.47%
- 1M
- 2.56%
- 6M
- 15.18%
- YTD
- 17.30%
- 1Y
- 21.14%
- 3Y*
- 15.52%
- 5Y*
- 10.65%
- 10Y*
- 11.07%
KWIN
- 1D
- 0.06%
- 1M
- 0.13%
- 6M
- 1.08%
- YTD
- 1.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CDL vs. KWIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CDL VictoryShares US Large Cap High Dividend Volatility Wtd ETF | 17.30% | 2.89% |
KWIN KraneShares Wahed Alternative Income Index ETF | 1.59% | 0.61% |
Correlation
The correlation between CDL and KWIN is 0.19, 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 Nov 5, 2025 | 0.19 |
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Return for Risk
CDL vs. KWIN — Risk / Return Rank
CDL
KWIN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CDL vs. KWIN - 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 KraneShares Wahed Alternative Income Index ETF (KWIN). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CDL | KWIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | — | — |
| Martin ratioReturn relative to average drawdown | 13.24 | — | — |
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Drawdowns
CDL vs. KWIN - Drawdown Comparison
The maximum CDL drawdown since its inception was -41.03%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for CDL and KWIN.
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Drawdown Indicators
| CDL | KWIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.03% | -1.50% | -39.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.66% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.87% | — | — |
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 | -0.10% | -1.44% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -0.25% | -4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | — | — |
Volatility
CDL vs. KWIN - Volatility Comparison
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Volatility by Period
| CDL | KWIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.15% | 4.16% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 4.16% | +9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 4.16% | +12.86% |
CDL vs. KWIN - Expense Ratio Comparison
CDL has a 0.35% expense ratio, which is lower than KWIN's 0.51% expense ratio.
Dividends
CDL vs. KWIN - Dividend Comparison
CDL's dividend yield for the trailing twelve months is around 3.05%, while KWIN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDL VictoryShares US Large Cap High Dividend Volatility Wtd ETF | 3.05% | 3.33% | 3.27% | 3.61% | 3.31% | 2.60% | 3.32% | 3.04% | 3.32% | 2.87% | 2.97% | 1.28% |
KWIN KraneShares Wahed Alternative Income Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CDL and KWIN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CDL is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CDL is cheaper with a 0.35% expense ratio, compared with 0.51% for KWIN.
CDL has the higher dividend yield at 3.05%, compared with 0.00% for KWIN.
CDL tracks Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index, while KWIN tracks Wahed Alternative Income Index. They also come from different issuers: Crestview and KraneShares. Their fees differ too: 0.35% for CDL and 0.51% for KWIN.
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