CGVV vs. CDC

Last updated Jun 4, 2026

CGVV (Capital Group U.S. Large Value ETF) and CDC (VictoryShares US EQ Income Enhanced Volatility Wtd ETF) are both Large Cap Value Equities funds. CGVV is actively managed, while CDC is passively managed. A 0.60 correlation means they provide meaningful diversification when combined. CGVV charges 0.33%/yr vs 0.37%/yr for CDC.

Performance

CGVV vs. CDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Large Value ETF (CGVV) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGVV achieves a 11.52% return, which is significantly higher than CDC's 10.57% return.

CGVV

• 1D: -0.10%
• 1M: 1.42%
• YTD: 11.52%
• 6M: 11.41%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CDC

• 1D: -0.57%
• 1M: -0.39%
• YTD: 10.57%
• 6M: 10.29%
• 1Y: 18.16%
• 3Y*: 11.97%
• 5Y*: 5.08%
• 10Y*: 10.03%

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

CGVV vs. CDC - Yearly Performance Comparison

	2026 (YTD)	2025
CGVV Capital Group U.S. Large Value ETF	11.52%	6.41%
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF	10.57%	6.12%

Correlation

The correlation between CGVV and CDC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 27, 2025	0.60

Return for Risk

CGVV vs. CDC — Risk / Return Rank

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

CDC

CDC Risk / Return Rank: 58
CDC Sharpe Ratio Rank: 54
CDC Sortino Ratio Rank: 58
CDC Omega Ratio Rank: 50
CDC Calmar Ratio Rank: 65
CDC Martin Ratio Rank: 63

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.

CGVV vs. CDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CGVV	CDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.87	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.41	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.50	0.74	+0.75

Drawdowns

CGVV vs. CDC - Drawdown Comparison

The maximum CGVV drawdown since its inception was -10.11%, smaller than the maximum CDC drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for CGVV and CDC.

Drawdown Indicators

	CGVV	CDC	Difference
Max Drawdown Largest peak-to-trough decline	-10.11%	-21.37%	+11.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.67%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-12.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.37%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-21.37%	—
Current Drawdown Current decline from peak	-1.10%	-2.20%	+1.10%
Average Drawdown Average peak-to-trough decline	-1.66%	-5.09%	+3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.60%	—

Volatility

Volatility by Period

	CGVV	CDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.66%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.84%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.50%	9.77%	+3.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.50%	12.54%	+0.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.50%	13.21%	+0.29%

CGVV vs. CDC - Expense Ratio Comparison

CGVV has a 0.33% expense ratio, which is lower than CDC's 0.37% expense ratio.

Dividends

CGVV vs. CDC - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.51%, less than CDC's 3.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF	3.18%	3.36%	3.32%	4.24%	3.48%	2.65%	2.48%	3.04%	3.37%	2.81%	2.99%	3.17%
CGVV Capital Group U.S. Large Value ETF	0.51%	0.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CGVV and CDC in my portfolio?

CGVV and CDC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CGVV or CDC?

On fees, CGVV is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CGVV or CDC?

CGVV is cheaper with a 0.33% expense ratio, compared with 0.37% for CDC.

Which ETF pays a higher dividend yield, CGVV or CDC?

CDC has the higher dividend yield at 3.18%, compared with 0.51% for CGVV.

What is the main difference between CGVV and CDC?

They also come from different issuers: Capital Group and Crestview. Their fees differ too: 0.33% for CGVV and 0.37% for CDC.