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CID vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CID and DGRW is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

CID vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares International High Div Volatility Wtd ETF (CID) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000.00%100,000.00%150,000.00%JulyAugustSeptemberOctoberNovemberDecember
115,826.36%
225.89%
CID
DGRW

Key characteristics

Sharpe Ratio

CID:

0.79

DGRW:

1.64

Sortino Ratio

CID:

3,074.27

DGRW:

2.29

Omega Ratio

CID:

612.48

DGRW:

1.30

Calmar Ratio

CID:

2,381.08

DGRW:

2.83

Martin Ratio

CID:

10,171.03

DGRW:

10.10

Ulcer Index

CID:

8.67%

DGRW:

1.76%

Daily Std Dev

CID:

111,748.82%

DGRW:

10.80%

Max Drawdown

CID:

-42.78%

DGRW:

-32.04%

Current Drawdown

CID:

-28.11%

DGRW:

-5.14%

Returns By Period

In the year-to-date period, CID achieves a 86,102.15% return, which is significantly higher than DGRW's 17.04% return.


CID

YTD

86,102.15%

1M

-10.74%

6M

85,132.37%

1Y

87,420.44%

5Y*

300.14%

10Y*

N/A

DGRW

YTD

17.04%

1M

-2.59%

6M

3.55%

1Y

17.26%

5Y*

13.03%

10Y*

12.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CID vs. DGRW - Expense Ratio Comparison

CID has a 0.45% expense ratio, which is higher than DGRW's 0.28% expense ratio.


CID
VictoryShares International High Div Volatility Wtd ETF
Expense ratio chart for CID: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

CID vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares International High Div Volatility Wtd ETF (CID) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.


Sharpe ratio
The chart of Sharpe ratio for CID, currently valued at 0.78, compared to the broader market0.002.004.000.781.60
The chart of Sortino ratio for CID, currently valued at 3074.24, compared to the broader market-2.000.002.004.006.008.0010.003,074.242.24
The chart of Omega ratio for CID, currently valued at 612.48, compared to the broader market0.501.001.502.002.503.00612.481.30
The chart of Calmar ratio for CID, currently valued at 2360.99, compared to the broader market0.005.0010.0015.002,360.992.76
The chart of Martin ratio for CID, currently valued at 9881.35, compared to the broader market0.0020.0040.0060.0080.00100.009,881.359.85
CID
DGRW

The current CID Sharpe Ratio is 0.79, which is lower than the DGRW Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CID and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.78
1.60
CID
DGRW

Dividends

CID vs. DGRW - Dividend Comparison

CID's dividend yield for the trailing twelve months is around 0.01%, less than DGRW's 1.56% yield.


TTM20232022202120202019201820172016201520142013
CID
VictoryShares International High Div Volatility Wtd ETF
0.01%4.93%5.70%5.21%3.27%4.72%5.02%3.53%3.94%0.13%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.56%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.06%

Drawdowns

CID vs. DGRW - Drawdown Comparison

The maximum CID drawdown since its inception was -42.78%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for CID and DGRW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.11%
-5.14%
CID
DGRW

Volatility

CID vs. DGRW - Volatility Comparison

VictoryShares International High Div Volatility Wtd ETF (CID) has a higher volatility of 43.70% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.01%. This indicates that CID's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
43.70%
3.01%
CID
DGRW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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