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CDL vs. MDLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDL vs. MDLV - 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 Morgan Dempsey Large Cap Value ETF (MDLV). The values are adjusted to include any dividend payments, if applicable.

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CDL vs. MDLV - Yearly Performance Comparison


2026 (YTD)202520242023
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
8.87%9.04%15.58%5.90%
MDLV
Morgan Dempsey Large Cap Value ETF
7.20%13.30%10.16%0.68%

Returns By Period

In the year-to-date period, CDL achieves a 8.87% return, which is significantly higher than MDLV's 7.20% 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%

MDLV

1D
0.91%
1M
-2.09%
YTD
7.20%
6M
9.39%
1Y
14.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CDL vs. MDLV - Expense Ratio Comparison

CDL has a 0.35% expense ratio, which is lower than MDLV's 0.58% expense ratio.


Return for Risk

CDL vs. MDLV — 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

MDLV
MDLV Risk / Return Rank: 6565
Overall Rank
MDLV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MDLV Sortino Ratio Rank: 6464
Sortino Ratio Rank
MDLV Omega Ratio Rank: 6565
Omega Ratio Rank
MDLV Calmar Ratio Rank: 6060
Calmar Ratio Rank
MDLV Martin Ratio Rank: 6767
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. MDLV - 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 Morgan Dempsey Large Cap Value ETF (MDLV). 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.


CDLMDLVDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.23

-0.31

Sortino ratio

Return per unit of downside risk

1.33

1.68

-0.35

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.24

1.58

-0.34

Martin ratio

Return relative to average drawdown

5.03

6.93

-1.90

CDL vs. MDLV - Sharpe Ratio Comparison

The current CDL Sharpe Ratio is 0.93, which is comparable to the MDLV Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of CDL and MDLV, 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


CDLMDLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.23

-0.31

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

1.02

-0.38

Correlation

The correlation between CDL and MDLV is 0.91, 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. MDLV - Dividend Comparison

CDL's dividend yield for the trailing twelve months is around 3.18%, more than MDLV's 2.88% 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%
MDLV
Morgan Dempsey Large Cap Value ETF
2.88%3.00%2.78%2.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CDL vs. MDLV - Drawdown Comparison

The maximum CDL drawdown since its inception was -41.03%, which is greater than MDLV's maximum drawdown of -10.71%. Use the drawdown chart below to compare losses from any high point for CDL and MDLV.


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Drawdown Indicators


CDLMDLVDifference

Max Drawdown

Largest peak-to-trough decline

-41.03%

-10.71%

-30.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-9.72%

-1.57%

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%

-2.53%

-0.54%

Average Drawdown

Average peak-to-trough decline

-4.39%

-2.34%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.22%

+0.57%

Volatility

CDL vs. MDLV - Volatility Comparison

VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) has a higher volatility of 2.95% compared to Morgan Dempsey Large Cap Value ETF (MDLV) at 2.54%. This indicates that CDL's price experiences larger fluctuations and is considered to be riskier than MDLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDLMDLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

2.54%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.97%

6.50%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.72%

11.90%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

10.56%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

10.56%

+6.49%