CIL vs. BKIE
Compare and contrast key facts about VictoryShares International Volatility Wtd ETF (CIL) and BNY Mellon International Equity ETF (BKIE).
CIL and BKIE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CIL is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory International 500 Volatility Weighted Index. It was launched on Aug 19, 2015. BKIE is a passively managed fund by BNY Mellon that tracks the performance of the Morningstar Developed Markets ex-US Large Cap Index. It was launched on Apr 24, 2020. Both CIL and BKIE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CIL vs. BKIE - Performance Comparison
Loading graphics...
CIL vs. BKIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | 3.76% | 16.29% | -16.00% | 11.07% | 36.40% |
BKIE BNY Mellon International Equity ETF | 0.94% | 32.08% | 4.63% | 18.25% | -13.60% | 13.75% | 34.17% |
Returns By Period
In the year-to-date period, CIL achieves a 5.44% return, which is significantly higher than BKIE's 0.94% return.
CIL
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.44%
- 6M
- 10.80%
- 1Y
- 29.06%
- 3Y*
- 16.16%
- 5Y*
- 8.79%
- 10Y*
- 8.47%
BKIE
- 1D
- 3.17%
- 1M
- -7.91%
- YTD
- 0.94%
- 6M
- 6.12%
- 1Y
- 24.82%
- 3Y*
- 15.27%
- 5Y*
- 8.94%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CIL vs. BKIE - Expense Ratio Comparison
CIL has a 0.45% expense ratio, which is higher than BKIE's 0.04% expense ratio.
Return for Risk
CIL vs. BKIE — Risk / Return Rank
CIL
BKIE
CIL vs. BKIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Volatility Wtd ETF (CIL) and BNY Mellon International Equity ETF (BKIE). 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.
| CIL | BKIE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 1.46 | +0.83 |
Sortino ratioReturn per unit of downside risk | 3.15 | 2.01 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.30 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.09 | +0.22 |
Martin ratioReturn relative to average drawdown | 15.10 | 8.22 | +6.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CIL | BKIE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 1.46 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.86 | -0.42 |
Correlation
The correlation between CIL and BKIE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CIL vs. BKIE - Dividend Comparison
CIL's dividend yield for the trailing twelve months is around 2.38%, less than BKIE's 3.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIL VictoryShares International Volatility Wtd ETF | 2.38% | 2.70% | 3.46% | 2.91% | 2.41% | 3.04% | 1.73% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
BKIE BNY Mellon International Equity ETF | 3.09% | 3.12% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CIL vs. BKIE - Drawdown Comparison
The maximum CIL drawdown since its inception was -36.27%, which is greater than BKIE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for CIL and BKIE.
Loading graphics...
Drawdown Indicators
| CIL | BKIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -28.19% | -8.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -11.41% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.89% | -28.19% | -1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -8.17% | +7.59% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -5.04% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.91% | -1.18% |
Volatility
CIL vs. BKIE - Volatility Comparison
The current volatility for VictoryShares International Volatility Wtd ETF (CIL) is 0.00%, while BNY Mellon International Equity ETF (BKIE) has a volatility of 7.69%. This indicates that CIL experiences smaller price fluctuations and is considered to be less risky than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CIL | BKIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 7.69% | -7.69% |
Volatility (6M)Calculated over the trailing 6-month period | 5.76% | 11.03% | -5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 17.09% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 15.98% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 16.30% | +1.02% |