CIL vs. DWMF
Compare and contrast key facts about VictoryShares International Volatility Wtd ETF (CIL) and WisdomTree International Multifactor Fund (DWMF).
CIL and DWMF 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. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
CIL vs. DWMF - Performance Comparison
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CIL vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | 3.76% | 16.29% | -16.00% | 11.07% | 7.21% | 19.13% | -11.29% |
DWMF WisdomTree International Multifactor Fund | 3.84% | 24.42% | 10.22% | 10.78% | -7.31% | 11.24% | -1.18% | 16.10% | -7.30% |
Returns By Period
In the year-to-date period, CIL achieves a 5.44% return, which is significantly higher than DWMF's 3.84% 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%
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
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CIL vs. DWMF - Expense Ratio Comparison
CIL has a 0.45% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
CIL vs. DWMF — Risk / Return Rank
CIL
DWMF
CIL vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Volatility Wtd ETF (CIL) and WisdomTree International Multifactor Fund (DWMF). 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 | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 1.38 | +0.91 |
Sortino ratioReturn per unit of downside risk | 3.15 | 2.02 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.29 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.13 | +0.18 |
Martin ratioReturn relative to average drawdown | 15.10 | 8.12 | +6.97 |
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
| CIL | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 1.38 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.84 | -0.30 |
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 | 0.53 | -0.09 |
Correlation
The correlation between CIL and DWMF is 0.70, 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.
Dividends
CIL vs. DWMF - Dividend Comparison
CIL's dividend yield for the trailing twelve months is around 2.38%, less than DWMF's 2.87% 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% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% |
Drawdowns
CIL vs. DWMF - Drawdown Comparison
The maximum CIL drawdown since its inception was -36.27%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for CIL and DWMF.
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Drawdown Indicators
| CIL | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -29.72% | -6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -8.74% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -29.89% | -17.00% | -12.89% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -5.33% | +4.75% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -3.88% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.29% | -0.56% |
Volatility
CIL vs. DWMF - Volatility Comparison
The current volatility for VictoryShares International Volatility Wtd ETF (CIL) is 0.00%, while WisdomTree International Multifactor Fund (DWMF) has a volatility of 5.84%. This indicates that CIL experiences smaller price fluctuations and is considered to be less risky than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIL | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.84% | -5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 5.76% | 8.39% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 13.70% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 11.20% | +5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 14.16% | +3.16% |