CDL vs. LVDS

Last updated Apr 1, 2026

Compare and contrast key facts about VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

CDL and LVDS 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. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

CDL vs. LVDS - 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 JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

CDL vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
CDL VictoryShares US Large Cap High Dividend Volatility Wtd ETF	8.87%	3.28%
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%

Returns By Period

In the year-to-date period, CDL achieves a 8.87% return, which is significantly higher than LVDS's 1.98% 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%

LVDS

• 1D: 1.91%
• 1M: -4.50%
• YTD: 1.98%
• 6M: 5.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CDL vs. LVDS - Expense Ratio Comparison

CDL has a 0.35% expense ratio, which is higher than LVDS's 0.30% expense ratio.

CDL

VictoryShares US Large Cap High Dividend Volatility Wtd ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

CDL vs. LVDS — Risk / Return Rank

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

CDL

CDL Risk / Return Rank: 52
CDL Sharpe Ratio Rank: 53
CDL Sortino Ratio Rank: 51
CDL Omega Ratio Rank: 51
CDL Calmar Ratio Rank: 50
CDL Martin Ratio Rank: 53

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. LVDS - 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 JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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	LVDS	Difference
Sharpe ratio Return per unit of total volatility	0.93	—	—
Sortino ratio Return per unit of downside risk	1.33	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.24	—	—
Martin ratio Return relative to average drawdown	5.03	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CDL	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	—	—
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	1.30	-0.66

Correlation

The correlation between CDL and LVDS is 0.75, 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. LVDS - Dividend Comparison

CDL's dividend yield for the trailing twelve months is around 3.18%, less than LVDS's 8.42% 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%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

CDL vs. LVDS - Drawdown Comparison

The maximum CDL drawdown since its inception was -41.03%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for CDL and LVDS.

Drawdown Indicators

	CDL	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-41.03%	-6.64%	-34.39%
Max Drawdown (1Y) Largest decline over 1 year	-11.29%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.28%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.03%	—	—
Current Drawdown Current decline from peak	-3.07%	-4.86%	+1.79%
Average Drawdown Average peak-to-trough decline	-4.39%	-1.04%	-3.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	—	—

Volatility

Volatility by Period

	CDL	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.72%	10.29%	+3.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.87%	10.29%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.05%	10.29%	+6.76%