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CFO vs. WLTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CFO vs. WLTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) and WealthTrust DBS Long Term Growth ETF (WLTG). The values are adjusted to include any dividend payments, if applicable.

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

CFO vs. WLTG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

CFO
CFO Risk / Return Rank: 3838
Overall Rank
CFO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CFO Sortino Ratio Rank: 3636
Sortino Ratio Rank
CFO Omega Ratio Rank: 3434
Omega Ratio Rank
CFO Calmar Ratio Rank: 3939
Calmar Ratio Rank
CFO Martin Ratio Rank: 4444
Martin Ratio Rank

WLTG
WLTG Risk / Return Rank: 6363
Overall Rank
WLTG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WLTG Sortino Ratio Rank: 6262
Sortino Ratio Rank
WLTG Omega Ratio Rank: 6262
Omega Ratio Rank
WLTG Calmar Ratio Rank: 5959
Calmar Ratio Rank
WLTG Martin Ratio Rank: 7171
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.

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.


CFOWLTGDifference
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

CFO vs. WLTG - Sharpe Ratio Comparison

The current CFO Sharpe Ratio is 1.27, which is lower than the WLTG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of CFO and WLTG, 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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Sharpe Ratios by Period


CFOWLTGDifference

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


CFOWLTGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.30%

-0.75%

+0.45%

Average Drawdown

Average peak-to-trough decline

-5.62%

-9.08%

+3.46%

Ulcer Index

Depth 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


CFOWLTGDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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