CFO vs. WLTG
CFO (VictoryShares US 500 Enhanced Volatility Weighted ETF) and WLTG (WealthTrust DBS Long Term Growth ETF) are both Large Cap Blend Equities funds. CFO is passively managed, while WLTG is actively managed. Over the past 3 years, CFO returned 10.44%/yr vs 23.74%/yr for WLTG. A 0.78 correlation means they provide meaningful diversification when combined. CFO charges 0.35%/yr vs 0.75%/yr for WLTG.
Performance
CFO vs. WLTG - Performance Comparison
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Returns By Period
In the year-to-date period, CFO achieves a 6.66% return, which is significantly lower than WLTG's 7.58% return.
CFO
- 1D
- -0.30%
- 1M
- 1.87%
- YTD
- 6.66%
- 6M
- 6.96%
- 1Y
- 13.59%
- 3Y*
- 10.44%
- 5Y*
- 3.88%
- 10Y*
- 9.36%
WLTG
- 1D
- -0.75%
- 1M
- 1.47%
- YTD
- 7.58%
- 6M
- 8.60%
- 1Y
- 27.96%
- 3Y*
- 23.74%
- 5Y*
- —
- 10Y*
- —
CFO vs. WLTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CFO VictoryShares US 500 Enhanced Volatility Weighted ETF | 6.66% | 8.60% | 15.37% | -3.56% | -14.46% | 2.80% |
WLTG WealthTrust DBS Long Term Growth ETF | 7.58% | 24.55% | 26.90% | 17.00% | -22.64% | 1.00% |
Correlation
The correlation between CFO and WLTG is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.78 |
The correlation between CFO and WLTG has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
CFO vs. WLTG — Risk / Return Rank
CFO
WLTG
CFO vs. WLTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and WealthTrust DBS Long Term Growth ETF (WLTG). 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.
| CFO | WLTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.38 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.94 | -1.01 |
| Martin ratioReturn relative to average drawdown | 7.10 | 13.22 | -6.12 |
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
| CFO | WLTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 2.11 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.69 | -0.04 |
Drawdowns
CFO vs. WLTG - Drawdown Comparison
The maximum CFO drawdown since its inception was -24.35%, roughly equal to the maximum WLTG drawdown of -25.14%. Use the drawdown chart below to compare losses from any high point for CFO and WLTG.
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Drawdown Indicators
| CFO | WLTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.35% | -25.14% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -9.56% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -17.12% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.35% | — | — |
Current DrawdownCurrent decline from peak | -0.30% | -0.75% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -9.08% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.12% | -0.20% |
Volatility
CFO vs. WLTG - Volatility Comparison
The current volatility for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) is 2.42%, while WealthTrust DBS Long Term Growth ETF (WLTG) has a volatility of 2.87%. This indicates that CFO experiences smaller price fluctuations and is considered to be less risky than WLTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFO | WLTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 2.87% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 10.16% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 13.31% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 15.14% | -1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 15.14% | -1.87% |
CFO vs. WLTG - Expense Ratio Comparison
CFO has a 0.35% expense ratio, which is lower than WLTG's 0.75% expense ratio.
Dividends
CFO vs. WLTG - Dividend Comparison
CFO's dividend yield for the trailing twelve months is around 1.24%, less than WLTG's 4.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFO VictoryShares US 500 Enhanced Volatility Weighted ETF | 1.24% | 1.32% | 1.44% | 1.72% | 3.95% | 1.06% | 0.90% | 1.44% | 1.49% | 1.18% | 1.35% | 1.31% |
WLTG WealthTrust DBS Long Term Growth ETF | 4.12% | 4.43% | 0.55% | 0.71% | 0.44% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CFO and WLTG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WLTG has higher volatility (2.87%) compared to CFO (2.42%). In terms of maximum drawdown, CFO dropped -24.35% vs WLTG's -25.14%.
On 3-year performance, WLTG leads with 23.74% vs 10.44% for CFO. On fees, CFO is cheaper at 0.35% per year. On volatility, CFO has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WLTG has performed better with a 23.74% return vs 10.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CFO is cheaper with a 0.35% expense ratio, compared with 0.75% for WLTG.
WLTG has the higher dividend yield at 4.12%, compared with 1.24% for CFO.
They also come from different issuers: VictoryShares and WealthTrust. Their fees differ too: 0.35% for CFO and 0.75% for WLTG.
WLTG currently has the higher Sharpe Ratio (2.11 vs 1.27), 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.
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