DFIV vs. CIL
DFIV (Dimensional International Value ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds. DFIV is actively managed, while CIL is passively managed. Over the past 3 years, DFIV returned 23.78%/yr vs 15.35%/yr for CIL. Their 0.76 correlation means they have sometimes moved together and sometimes differently. DFIV charges 0.27%/yr vs 0.45%/yr for CIL.
Performance
DFIV vs. CIL - Performance Comparison
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Returns By Period
In the year-to-date period, DFIV achieves a 16.64% return, which is significantly higher than CIL's 5.44% return.
DFIV
- 1D
- -0.03%
- 1M
- 4.34%
- 6M
- 9.34%
- YTD
- 16.64%
- 1Y
- 37.39%
- 3Y*
- 23.78%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.08%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $79.30M | $68.23M | $67.86M |
DFIV vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 16.64% | 45.36% | 7.26% | 17.75% | -3.70% | 0.50% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | 3.76% | 16.29% | -16.00% | -1.51% |
Correlation
The correlation between DFIV and CIL is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.76 |
The correlation between DFIV and CIL shifts across timeframes, from 0.57 (1 year) to 0.82 (3 years), reflecting how their relationship changes across market environments.
DFIV vs. CIL - Sectors Allocation Comparison
Sectors
DFIV
CIL
Financial Services
Energy
Basic Materials
Industrials
Consumer Cyclical
Healthcare
Consumer Defensive
Communication Services
Technology
Utilities
Real Estate
Financial Services
DFIV
CIL
Energy
DFIV
CIL
Basic Materials
DFIV
CIL
Industrials
DFIV
CIL
Consumer Cyclical
DFIV
CIL
Healthcare
DFIV
CIL
Consumer Defensive
DFIV
CIL
Communication Services
DFIV
CIL
Technology
DFIV
CIL
Utilities
DFIV
CIL
Real Estate
DFIV
CIL
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Return for Risk
DFIV vs. CIL — Risk / Return Rank
DFIV
CIL
DFIV vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and VictoryShares International Volatility Wtd ETF (CIL). 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.
| DFIV | CIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.67 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.68 | +0.21 |
| Martin ratioReturn relative to average drawdown | 15.07 | 18.39 | -3.32 |
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Drawdowns
DFIV vs. CIL - Drawdown Comparison
The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for DFIV and CIL.
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Drawdown Indicators
| DFIV | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -36.27% | +10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -4.60% | -5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -14.72% | -11.29% | -3.43% |
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 | -0.50% | -0.58% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -6.47% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.03% | +1.46% |
Volatility
DFIV vs. CIL - Volatility Comparison
Dimensional International Value ETF (DFIV) has a higher volatility of 3.64% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that DFIV's price experiences larger fluctuations and is considered to be riskier than CIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIV | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 0.00% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 2.31% | +9.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 6.77% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 16.39% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 16.74% | -0.19% |
DFIV vs. CIL - Expense Ratio Comparison
DFIV has a 0.27% expense ratio, which is lower than CIL's 0.45% expense ratio.
Dividends
DFIV vs. CIL - Dividend Comparison
DFIV's dividend yield for the trailing twelve months is around 2.58%, more than CIL's 1.05% 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% |
DFIV Dimensional International Value ETF | 2.58% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFIV and CIL have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFIV has higher volatility (3.64%) compared to CIL (0.00%). In terms of maximum drawdown, DFIV dropped -25.42% vs CIL's -36.27%.
On 3-year performance, DFIV leads with 23.78% vs 15.35% for CIL. On fees, DFIV is cheaper at 0.27% 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 3-year period, DFIV has performed better with a 23.78% return vs 15.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFIV is cheaper with a 0.27% expense ratio, compared with 0.45% for CIL.
DFIV has the higher dividend yield at 2.58%, compared with 1.05% for CIL.
They also come from different issuers: Dimensional and Crestview. Their fees differ too: 0.27% for DFIV and 0.45% for CIL.
DFIV currently has the higher Sharpe Ratio (2.71 vs 2.51), 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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