GAID vs. CIL

Last updated Jul 16, 2026

GAID (Guinness Atkinson International Dividend Builder ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds. GAID is actively managed, while CIL is passively managed. At a 0.31 correlation, their price movements are largely independent. Both charge a 0.45% expense ratio.

Performance

GAID vs. CIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guinness Atkinson International Dividend Builder ETF (GAID) and VictoryShares International Volatility Wtd ETF (CIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GAID achieves a -1.34% return, which is significantly lower than CIL's 5.44% return.

GAID

• 1D: 0.00%
• 1M: -1.44%
• 6M: -2.73%
• YTD: -1.34%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CIL

• 1D: 0.00%
• 1M: 0.00%
• 6M: 2.55%
• YTD: 5.44%
• 1Y: 15.92%
• 3Y*: 14.44%
• 5Y*: 7.71%
• 10Y*: 8.36%

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

GAID vs. CIL - Yearly Performance Comparison

	2026 (YTD)	2025
GAID Guinness Atkinson International Dividend Builder ETF	-1.34%	0.04%
CIL VictoryShares International Volatility Wtd ETF	5.44%	0.81%

Correlation

The correlation between GAID and CIL is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.31

Return for Risk

GAID vs. CIL — Risk / Return Rank

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

GAID

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

CIL

CIL Risk / Return Rank: 89
CIL Sharpe Ratio Rank: 87
CIL Sortino Ratio Rank: 90
CIL Omega Ratio Rank: 94
CIL Calmar Ratio Rank: 83
CIL Martin Ratio Rank: 90

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.

GAID vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guinness Atkinson International Dividend Builder ETF (GAID) 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.

	GAID	CIL	Difference
Sharpe ratio: Return per unit of total volatility	—	2.26	—
Sortino ratio: Return per unit of downside risk	—	3.37	—
Omega ratio: Gain probability vs. loss probability	—	1.56	—
Calmar ratio: Return relative to maximum drawdown	—	3.62	—
Martin ratio: Return relative to average drawdown	—	15.88	—

Drawdowns

GAID vs. CIL - Drawdown Comparison

The maximum GAID drawdown since its inception was -13.61%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for GAID and CIL.

Drawdown Indicators

	GAID	CIL	Difference
Max Drawdown Largest peak-to-trough decline	-13.61%	-36.27%	+22.66%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.60%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.96%	—
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	-4.22%	-0.58%	-3.64%
Average Drawdown Average peak-to-trough decline	-4.42%	-6.49%	+2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.05%	—

Volatility

Volatility by Period

	GAID	CIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.51%	7.41%	+8.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.51%	16.44%	-0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.51%	16.75%	-1.24%

GAID vs. CIL - Expense Ratio Comparison

Both GAID and CIL have an expense ratio of 0.45%.

Dividends

GAID vs. CIL - Dividend Comparison

GAID's dividend yield for the trailing twelve months is around 0.65%, less 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%
GAID Guinness Atkinson International Dividend Builder ETF	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GAID and CIL in my portfolio?

GAID and CIL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GAID or CIL?

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GAID or CIL?

GAID and CIL have the same expense ratio: 0.45% per year.

Which ETF pays a higher dividend yield, GAID or CIL?

CIL has the higher dividend yield at 1.05%, compared with 0.65% for GAID.

What is the main difference between GAID and CIL?

They also come from different issuers: Guinness Atkinson and Crestview.