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CDL vs. UITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDL vs. UITB - 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 VictoryShares Core Intermediate Bond ETF (UITB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDL achieves a 18.31% return, which is significantly higher than UITB's 0.25% return.


CDL

1D
1.78%
1M
3.68%
6M
13.91%
YTD
18.31%
1Y
23.34%
3Y*
16.00%
5Y*
10.85%
10Y*
11.14%

UITB

1D
-0.01%
1M
-0.43%
6M
-0.07%
YTD
0.25%
1Y
4.21%
3Y*
4.28%
5Y*
0.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDL vs. UITB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
18.31%9.04%15.58%3.03%-0.45%33.42%-3.35%26.38%-5.86%4.27%
UITB
VictoryShares Core Intermediate Bond ETF
0.25%7.32%1.81%6.49%-12.23%-0.88%7.99%11.40%-1.31%0.85%

Correlation

The correlation between CDL and UITB is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.06

The correlation between CDL and UITB shifts across timeframes, from 0.06 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CDL vs. UITB — Risk / Return Rank

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

CDL
CDL Risk / Return Rank: 8787
Overall Rank
CDL Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CDL Sortino Ratio Rank: 9090
Sortino Ratio Rank
CDL Omega Ratio Rank: 8383
Omega Ratio Rank
CDL Calmar Ratio Rank: 8989
Calmar Ratio Rank
CDL Martin Ratio Rank: 8888
Martin Ratio Rank

UITB
UITB Risk / Return Rank: 3838
Overall Rank
UITB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
UITB Sortino Ratio Rank: 4141
Sortino Ratio Rank
UITB Omega Ratio Rank: 3737
Omega Ratio Rank
UITB Calmar Ratio Rank: 3636
Calmar Ratio Rank
UITB Martin Ratio Rank: 3535
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. UITB - 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 VictoryShares Core Intermediate Bond ETF (UITB). 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.


CDLUITBDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.39

1.21

+0.19

Calmar ratioReturn relative to maximum drawdown

4.14

1.51

+2.63

Martin ratioReturn relative to average drawdown

14.63

4.16

+10.47

CDL vs. UITB - Sharpe Ratio Comparison

The current CDL Sharpe Ratio is 2.30, which is higher than the UITB Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CDL and UITB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDL vs. UITB - Drawdown Comparison

The maximum CDL drawdown since its inception was -41.03%, which is greater than UITB's maximum drawdown of -17.02%. Use the drawdown chart below to compare losses from any high point for CDL and UITB.


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Drawdown Indicators


CDLUITBDifference

Max Drawdown

Largest peak-to-trough decline

-41.03%

-17.02%

-24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.66%

-2.80%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-5.44%

-7.43%

Max Drawdown (5Y)

Largest decline over 5 years

-17.28%

-17.02%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-41.03%

Current Drawdown

Current decline from peak

0.00%

-1.53%

+1.53%

Average Drawdown

Average peak-to-trough decline

-4.31%

-4.31%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.01%

+0.59%

Volatility

CDL vs. UITB - Volatility Comparison

VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) has a higher volatility of 4.14% compared to VictoryShares Core Intermediate Bond ETF (UITB) at 1.09%. This indicates that CDL's price experiences larger fluctuations and is considered to be riskier than UITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDLUITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

1.09%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

2.78%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

3.60%

+6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

5.65%

+8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

4.96%

+12.07%

CDL vs. UITB - Expense Ratio Comparison

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


Dividends

CDL vs. UITB - Dividend Comparison

CDL's dividend yield for the trailing twelve months is around 3.03%, less than UITB's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
3.03%3.33%3.27%3.61%3.31%2.60%3.32%3.04%3.32%2.87%2.97%1.28%
UITB
VictoryShares Core Intermediate Bond ETF
4.22%4.04%3.89%3.14%2.32%1.95%2.79%3.01%2.99%0.50%0.00%0.00%

Frequently Asked Questions


CDL and UITB have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDL has higher volatility (4.14%) compared to UITB (1.09%). In terms of maximum drawdown, CDL dropped -41.03% vs UITB's -17.02%.

On 5-year performance, CDL leads with 10.85% vs 0.30% for UITB. On fees, CDL is cheaper at 0.35% per year. On volatility, UITB has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CDL has performed better with a 10.85% return vs 0.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CDL is cheaper with a 0.35% expense ratio, compared with 0.38% for UITB.

UITB has the higher dividend yield at 4.22%, compared with 3.03% for CDL.

CDL is categorized as Large Cap Value Equities, while UITB is Intermediate Core Bond. They also come from different issuers: Crestview and Victory Capital. Their fees differ too: 0.35% for CDL and 0.38% for UITB.

CDL currently has the higher Sharpe Ratio (2.30 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CDL and UITB

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