EFA vs. CIL
Compare and contrast key facts about iShares MSCI EAFE ETF (EFA) and VictoryShares International Volatility Wtd ETF (CIL).
EFA and CIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. 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. Both EFA and CIL 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
EFA vs. CIL - Performance Comparison
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EFA vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 1.15% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
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% |
Returns By Period
In the year-to-date period, EFA achieves a 1.15% return, which is significantly lower than CIL's 5.44% return. Both investments have delivered pretty close results over the past 10 years, with EFA having a 8.77% annualized return and CIL not far behind at 8.47%.
EFA
- 1D
- 3.25%
- 1M
- -7.83%
- YTD
- 1.15%
- 6M
- 5.91%
- 1Y
- 23.09%
- 3Y*
- 14.36%
- 5Y*
- 8.10%
- 10Y*
- 8.77%
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%
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EFA vs. CIL - Expense Ratio Comparison
EFA has a 0.32% expense ratio, which is lower than CIL's 0.45% expense ratio.
Return for Risk
EFA vs. CIL — Risk / Return Rank
EFA
CIL
EFA vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) 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.
| EFA | CIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 2.29 | -0.98 |
Sortino ratioReturn per unit of downside risk | 1.87 | 3.15 | -1.27 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.54 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 2.32 | -0.39 |
Martin ratioReturn relative to average drawdown | 7.39 | 15.10 | -7.71 |
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
| EFA | CIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.29 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.53 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.49 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.44 | -0.14 |
Correlation
The correlation between EFA and CIL is 0.74, 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
EFA vs. CIL - Dividend Comparison
EFA's dividend yield for the trailing twelve months is around 3.34%, more than CIL's 2.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.34% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
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
EFA vs. CIL - Drawdown Comparison
The maximum EFA drawdown since its inception was -61.04%, which is greater than CIL's maximum drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for EFA and CIL.
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Drawdown Indicators
| EFA | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.04% | -36.27% | -24.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -9.66% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -29.89% | +0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -34.19% | -36.27% | +2.08% |
Current DrawdownCurrent decline from peak | -8.07% | -0.58% | -7.49% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -6.66% | -5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 1.73% | +1.25% |
Volatility
EFA vs. CIL - Volatility Comparison
iShares MSCI EAFE ETF (EFA) has a higher volatility of 7.92% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that EFA'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
| EFA | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 0.00% | +7.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 5.76% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.71% | 13.30% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 16.67% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 17.32% | -0.12% |