EVUS vs. CDC
EVUS (Ishares ESG Aware MSCI USA Value ETF) and CDC (VictoryShares US EQ Income Enhanced Volatility Wtd ETF) are both Large Cap Value Equities funds - EVUS tracks the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross while CDC tracks the Nasdaq Victory U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index. Both are passively managed. Over the past 3 years, EVUS returned 15.70%/yr vs 12.98%/yr for CDC. A 0.78 correlation means they provide meaningful diversification when combined. EVUS charges 0.18%/yr vs 0.37%/yr for CDC.
Performance
EVUS vs. CDC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EVUS achieves a 9.83% return, which is significantly lower than CDC's 13.97% return.
EVUS
- 1D
- -0.18%
- 1M
- 0.26%
- YTD
- 9.83%
- 6M
- 9.18%
- 1Y
- 20.48%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
CDC
- 1D
- 1.02%
- 1M
- 0.81%
- YTD
- 13.97%
- 6M
- 13.78%
- 1Y
- 21.05%
- 3Y*
- 12.98%
- 5Y*
- 6.51%
- 10Y*
- 10.51%
EVUS vs. CDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 9.83% | 13.31% | 14.23% | 3.68% |
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 13.97% | 8.96% | 14.48% | -9.78% |
Correlation
The correlation between EVUS and CDC is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.78 |
The correlation between EVUS and CDC shifts across timeframes, from 0.66 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EVUS vs. CDC — Risk / Return Rank
EVUS
CDC
EVUS vs. CDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). 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.
| EVUS | CDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 3.73 | -1.07 |
| Martin ratioReturn relative to average drawdown | 11.13 | 13.12 | -1.98 |
Loading charts...
Drawdowns
EVUS vs. CDC - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum CDC drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for EVUS and CDC.
Loading charts...
Drawdown Indicators
| EVUS | CDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -21.37% | +5.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -5.67% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -12.70% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.37% | — |
Current DrawdownCurrent decline from peak | -1.15% | -0.49% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -5.09% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.61% | +0.23% |
Volatility
EVUS vs. CDC - Volatility Comparison
Ishares ESG Aware MSCI USA Value ETF (EVUS) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) have volatilities of 3.27% and 3.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EVUS | CDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 3.44% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 7.13% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 9.99% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 12.52% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 13.21% | -0.49% |
EVUS vs. CDC - Expense Ratio Comparison
EVUS has a 0.18% expense ratio, which is lower than CDC's 0.37% expense ratio.
Dividends
EVUS vs. CDC - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.53%, less than CDC's 3.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 3.14% | 3.36% | 3.32% | 4.24% | 3.48% | 2.65% | 2.48% | 3.04% | 3.37% | 2.81% | 2.99% | 3.17% |
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.53% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVUS and CDC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CDC has higher volatility (3.44%) compared to EVUS (3.27%). In terms of maximum drawdown, EVUS dropped -15.65% vs CDC's -21.37%.
On 3-year performance, EVUS leads with 15.70% vs 12.98% for CDC. On fees, EVUS is cheaper at 0.18% per year. On volatility, EVUS has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EVUS has performed better with a 15.70% return vs 12.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVUS is cheaper with a 0.18% expense ratio, compared with 0.37% for CDC.
CDC has the higher dividend yield at 3.14%, compared with 1.53% for EVUS.
EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while CDC tracks Nasdaq Victory U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index. They also come from different issuers: iShares and Crestview. Their fees differ too: 0.18% for EVUS and 0.37% for CDC.
CDC currently has the higher Sharpe Ratio (2.12 vs 1.93), 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.
Find the right allocation for EVUS and CDC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer