GXUS vs. CIL
Compare and contrast key facts about Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and VictoryShares International Volatility Wtd ETF (CIL).
GXUS and CIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GXUS is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net. It was launched on May 31, 2023. 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 GXUS 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
GXUS vs. CIL - Performance Comparison
Loading graphics...
GXUS vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 2.30% | 31.47% | 4.61% | 6.23% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | 3.76% | 6.73% |
Returns By Period
In the year-to-date period, GXUS achieves a 2.30% return, which is significantly lower than CIL's 5.44% return.
GXUS
- 1D
- 3.21%
- 1M
- -8.13%
- YTD
- 2.30%
- 6M
- 7.21%
- 1Y
- 26.93%
- 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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GXUS vs. CIL - Expense Ratio Comparison
GXUS has a 0.18% expense ratio, which is lower than CIL's 0.45% expense ratio.
Return for Risk
GXUS vs. CIL — Risk / Return Rank
GXUS
CIL
GXUS vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) 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.
| GXUS | CIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 2.29 | -0.76 |
Sortino ratioReturn per unit of downside risk | 2.01 | 3.15 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.54 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.32 | -0.03 |
Martin ratioReturn relative to average drawdown | 8.39 | 15.10 | -6.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GXUS | CIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 2.29 | -0.76 |
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 | 1.04 | 0.44 | +0.60 |
Correlation
The correlation between GXUS and CIL is 0.83, 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
GXUS vs. CIL - Dividend Comparison
GXUS's dividend yield for the trailing twelve months is around 2.47%, more than CIL's 2.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 2.47% | 2.66% | 2.87% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
GXUS vs. CIL - Drawdown Comparison
The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for GXUS and CIL.
Loading graphics...
Drawdown Indicators
| GXUS | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.90% | -36.27% | +22.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -9.66% | -1.80% |
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 | -8.61% | -0.58% | -8.03% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -6.66% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.73% | +1.39% |
Volatility
GXUS vs. CIL - Volatility Comparison
Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has a higher volatility of 8.53% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that GXUS'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.
Loading graphics...
Volatility by Period
| GXUS | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.53% | 0.00% | +8.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 5.76% | +5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 13.30% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 16.67% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 17.32% | -2.41% |