CIL vs. ECH

Last updated Apr 1, 2026

Compare and contrast key facts about VictoryShares International Volatility Wtd ETF (CIL) and iShares MSCI Chile ETF (ECH).

CIL and ECH 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. ECH is a passively managed fund by iShares that tracks the performance of the MSCI Chile Investable Market Index. It was launched on Nov 12, 2007. Both CIL and ECH 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. ECH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares International Volatility Wtd ETF (CIL) and iShares MSCI Chile ETF (ECH). The values are adjusted to include any dividend payments, if applicable.

CIL vs. ECH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CIL VictoryShares International Volatility Wtd ETF	5.44%	32.99%	3.76%	16.29%	-16.00%	11.07%	7.21%	19.13%	-13.34%	27.67%
ECH iShares MSCI Chile ETF	-1.58%	65.41%	-8.67%	9.01%	25.12%	-19.80%	-7.13%	-17.79%	-18.98%	41.79%

Returns By Period

In the year-to-date period, CIL achieves a 5.44% return, which is significantly higher than ECH's -1.58% return. Over the past 10 years, CIL has outperformed ECH with an annualized return of 8.47%, while ECH has yielded a comparatively lower 3.93% annualized 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%

ECH

• 1D: 3.87%
• 1M: -8.60%
• YTD: -1.58%
• 6M: 21.06%
• 1Y: 36.70%
• 3Y*: 15.12%
• 5Y*: 7.45%
• 10Y*: 3.93%

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

CIL vs. ECH - Expense Ratio Comparison

CIL has a 0.45% expense ratio, which is lower than ECH's 0.59% expense ratio.

ECH

iShares MSCI Chile ETF

CIL

VictoryShares International Volatility Wtd ETF

Return for Risk

CIL vs. ECH — Risk / Return Rank

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

CIL

CIL Risk / Return Rank: 92
CIL Sharpe Ratio Rank: 94
CIL Sortino Ratio Rank: 95
CIL Omega Ratio Rank: 96
CIL Calmar Ratio Rank: 81
CIL Martin Ratio Rank: 95

ECH

ECH Risk / Return Rank: 73
ECH Sharpe Ratio Rank: 79
ECH Sortino Ratio Rank: 78
ECH Omega Ratio Rank: 72
ECH Calmar Ratio Rank: 74
ECH Martin Ratio Rank: 62

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.

CIL vs. ECH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Volatility Wtd ETF (CIL) and iShares MSCI Chile ETF (ECH). 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	ECH	Difference
Sharpe ratio Return per unit of total volatility	2.29	1.45	+0.84
Sortino ratio Return per unit of downside risk	3.15	1.96	+1.19
Omega ratio Gain probability vs. loss probability	1.54	1.26	+0.27
Calmar ratio Return relative to maximum drawdown	2.32	1.88	+0.43
Martin ratio Return relative to average drawdown	15.10	5.97	+9.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CIL vs. ECH - Sharpe Ratio Comparison

The current CIL Sharpe Ratio is 2.29, which is higher than the ECH Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of CIL and ECH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CIL	ECH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	1.45	+0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.27	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.15	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.05	+0.39

Correlation

The correlation between CIL and ECH is 0.44, 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. ECH - Dividend Comparison

CIL's dividend yield for the trailing twelve months is around 2.38%, more than ECH's 2.05% 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%
ECH iShares MSCI Chile ETF	2.05%	2.01%	3.12%	4.77%	6.73%	5.49%	2.16%	2.47%	2.37%	1.42%	1.85%	2.13%

Drawdowns

CIL vs. ECH - Drawdown Comparison

The maximum CIL drawdown since its inception was -36.27%, smaller than the maximum ECH drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for CIL and ECH.

Drawdown Indicators

	CIL	ECH	Difference
Max Drawdown Largest peak-to-trough decline	-36.27%	-74.08%	+37.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-19.65%	+9.99%
Max Drawdown (5Y) Largest decline over 5 years	-29.89%	-37.17%	+7.28%
Max Drawdown (10Y) Largest decline over 10 years	-36.27%	-66.89%	+30.62%
Current Drawdown Current decline from peak	-0.58%	-26.87%	+26.29%
Average Drawdown Average peak-to-trough decline	-6.66%	-37.65%	+30.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.73%	6.19%	-4.46%

Volatility

CIL vs. ECH - Volatility Comparison

The current volatility for VictoryShares International Volatility Wtd ETF (CIL) is 0.00%, while iShares MSCI Chile ETF (ECH) has a volatility of 10.98%. This indicates that CIL experiences smaller price fluctuations and is considered to be less risky than ECH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CIL	ECH	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	10.98%	-10.98%
Volatility (6M) Calculated over the trailing 6-month period	5.76%	18.99%	-13.23%
Volatility (1Y) Calculated over the trailing 1-year period	13.30%	25.34%	-12.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	27.84%	-11.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.32%	27.05%	-9.73%