CIL vs. QLTI
CIL (VictoryShares International Volatility Wtd ETF) and QLTI (GMO International Quality ETF) are both exchange-traded funds - CIL is a Foreign Large Cap Equities fund tracking the Nasdaq Victory International 500 Volatility Weighted Index, while QLTI is a Quality Factor fund actively managed by GMO. CIL is passively managed, while QLTI is actively managed. Over the past year, CIL returned 16.21% vs 13.07% for QLTI. Their 0.63 correlation means they have sometimes moved together and sometimes differently. CIL charges 0.45%/yr vs 0.60%/yr for QLTI.
Performance
CIL vs. QLTI - Performance Comparison
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Returns By Period
In the year-to-date period, CIL achieves a 5.44% return, which is significantly higher than QLTI's 2.92% return.
CIL
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 5.44%
- 1Y
- 16.21%
- 3Y*
- 15.35%
- 5Y*
- 7.16%
- 10Y*
- 8.18%
- ALL TIME*
- 7.32%
QLTI
- 1D
- 1.02%
- 1M
- 0.36%
- 6M
- 0.13%
- YTD
- 2.92%
- 1Y
- 13.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.20M | $689.93K | $726.49K |
CIL vs. QLTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | -5.18% |
QLTI GMO International Quality ETF | 2.92% | 17.12% | -7.94% |
Correlation
The correlation between CIL and QLTI is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.63 |
The correlation between CIL and QLTI shifts across timeframes, from 0.49 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CIL vs. QLTI — Risk / Return Rank
CIL
QLTI
CIL vs. QLTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Volatility Wtd ETF (CIL) and GMO International Quality ETF (QLTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CIL | QLTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.15 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 0.96 | +2.73 |
| Martin ratioReturn relative to average drawdown | 18.39 | 2.65 | +15.74 |
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Drawdowns
CIL vs. QLTI - Drawdown Comparison
The maximum CIL drawdown since its inception was -36.27%, which is greater than QLTI's maximum drawdown of -14.82%. Use the drawdown chart below to compare losses from any high point for CIL and QLTI.
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Drawdown Indicators
| CIL | QLTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -14.82% | -21.45% |
Max Drawdown (1Y)Largest decline over 1 year | -4.60% | -13.72% | +9.12% |
Max Drawdown (3Y)Largest decline over 3 years | -11.29% | — | — |
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% | -2.72% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -3.87% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 4.95% | -3.92% |
Volatility
CIL vs. QLTI - Volatility Comparison
The current volatility for VictoryShares International Volatility Wtd ETF (CIL) is 0.00%, while GMO International Quality ETF (QLTI) has a volatility of 4.50%. This indicates that CIL experiences smaller price fluctuations and is considered to be less risky than QLTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIL | QLTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.50% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.31% | 13.31% | -11.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.77% | 15.62% | -8.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 16.60% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 16.60% | +0.14% |
CIL vs. QLTI - Expense Ratio Comparison
CIL has a 0.45% expense ratio, which is lower than QLTI's 0.60% expense ratio.
Dividends
CIL vs. QLTI - Dividend Comparison
CIL's dividend yield for the trailing twelve months is around 1.05%, more than QLTI's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIL VictoryShares International Volatility Wtd ETF | 1.05% | 2.70% | 3.46% | 2.91% | 2.41% | 3.04% | 1.73% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
QLTI GMO International Quality ETF | 0.59% | 0.52% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CIL and QLTI have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QLTI has higher volatility (4.50%) compared to CIL (0.00%). In terms of maximum drawdown, CIL dropped -36.27% vs QLTI's -14.82%.
On 1-year performance, CIL leads with 16.21% vs 13.07% for QLTI. On fees, CIL is cheaper at 0.45% per year. On volatility, CIL has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CIL has performed better with a 16.21% return vs 13.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CIL is cheaper with a 0.45% expense ratio, compared with 0.60% for QLTI.
CIL has the higher dividend yield at 1.05%, compared with 0.59% for QLTI.
CIL is categorized as Foreign Large Cap Equities, while QLTI is Quality Factor. They also come from different issuers: Crestview and GMO. Their fees differ too: 0.45% for CIL and 0.60% for QLTI.
CIL currently has the higher Sharpe Ratio (2.51 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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