CIL vs. JIVE
Compare and contrast key facts about VictoryShares International Volatility Wtd ETF (CIL) and Jpmorgan International Value ETF (JIVE).
CIL and JIVE 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. JIVE is an actively managed fund by JPMorgan. It was launched on Sep 13, 2023.
Performance
CIL vs. JIVE - Performance Comparison
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CIL vs. JIVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | 3.76% | 6.44% |
JIVE Jpmorgan International Value ETF | 6.68% | 49.80% | 11.22% | 5.38% |
Returns By Period
In the year-to-date period, CIL achieves a 5.44% return, which is significantly lower than JIVE's 6.68% 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%
JIVE
- 1D
- 2.99%
- 1M
- -6.76%
- YTD
- 6.68%
- 6M
- 16.90%
- 1Y
- 42.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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CIL vs. JIVE - Expense Ratio Comparison
CIL has a 0.45% expense ratio, which is lower than JIVE's 0.55% expense ratio.
Return for Risk
CIL vs. JIVE — Risk / Return Rank
CIL
JIVE
CIL vs. JIVE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Volatility Wtd ETF (CIL) and Jpmorgan International Value ETF (JIVE). 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 | JIVE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 2.52 | -0.23 |
Sortino ratioReturn per unit of downside risk | 3.15 | 3.20 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.50 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.50 | -1.18 |
Martin ratioReturn relative to average drawdown | 15.10 | 14.57 | +0.52 |
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 | JIVE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 2.52 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
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 | 1.90 | -1.46 |
Correlation
The correlation between CIL and JIVE is 0.86, 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. JIVE - Dividend Comparison
CIL's dividend yield for the trailing twelve months is around 2.38%, less than JIVE's 2.70% 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% |
JIVE Jpmorgan International Value ETF | 2.70% | 2.88% | 2.48% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CIL vs. JIVE - Drawdown Comparison
The maximum CIL drawdown since its inception was -36.27%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for CIL and JIVE.
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Drawdown Indicators
| CIL | JIVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -13.79% | -22.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -11.96% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -29.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -7.13% | +6.55% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -1.95% | -4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.87% | -1.14% |
Volatility
CIL vs. JIVE - Volatility Comparison
The current volatility for VictoryShares International Volatility Wtd ETF (CIL) is 0.00%, while Jpmorgan International Value ETF (JIVE) has a volatility of 7.78%. This indicates that CIL experiences smaller price fluctuations and is considered to be less risky than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIL | JIVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 7.78% | -7.78% |
Volatility (6M)Calculated over the trailing 6-month period | 5.76% | 11.07% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 16.93% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 14.85% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 14.85% | +2.47% |