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DMDV vs. CIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMDV vs. CIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P Developed Markets High Dividend Value ETF (DMDV) and VictoryShares International Volatility Wtd ETF (CIL). The values are adjusted to include any dividend payments, if applicable.

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DMDV vs. CIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DMDV
AAM S&P Developed Markets High Dividend Value ETF
0.00%0.00%7.82%18.63%-7.53%10.16%-20.45%30.25%-8.11%
CIL
VictoryShares International Volatility Wtd ETF
5.44%32.99%3.76%16.29%-16.00%11.07%7.21%19.13%-4.82%

Returns By Period


DMDV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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

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DMDV vs. CIL - Expense Ratio Comparison

DMDV has a 0.39% expense ratio, which is lower than CIL's 0.45% expense ratio.


Return for Risk

DMDV vs. CIL — Risk / Return Rank

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

DMDV

CIL
CIL Risk / Return Rank: 9292
Overall Rank
CIL Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CIL Sortino Ratio Rank: 9595
Sortino Ratio Rank
CIL Omega Ratio Rank: 9696
Omega Ratio Rank
CIL Calmar Ratio Rank: 8181
Calmar Ratio Rank
CIL Martin Ratio Rank: 9595
Martin Ratio Rank
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.

DMDV vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DMDV vs. CIL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DMDVCILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

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

Correlation

The correlation between DMDV and CIL is 0.64, 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

DMDV vs. CIL - Dividend Comparison

DMDV has not paid dividends to shareholders, while CIL's dividend yield for the trailing twelve months is around 2.38%.


TTM20252024202320222021202020192018201720162015
DMDV
AAM S&P Developed Markets High Dividend Value ETF
0.00%0.00%3.51%6.98%5.60%4.45%3.13%5.36%0.27%0.00%0.00%0.00%
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%

Drawdowns

DMDV vs. CIL - Drawdown Comparison


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Drawdown Indicators


DMDVCILDifference

Max Drawdown

Largest peak-to-trough decline

-36.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.27%

Current Drawdown

Current decline from peak

-0.58%

Average Drawdown

Average peak-to-trough decline

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

Volatility

DMDV vs. CIL - Volatility Comparison


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Volatility by Period


DMDVCILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%