IDYN vs. CIL
IDYN (iShares International Equity Factor Rotation Active ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds. IDYN is actively managed, while CIL is passively managed. A 0.55 correlation means they provide meaningful diversification when combined. IDYN charges 0.40%/yr vs 0.45%/yr for CIL.
Performance
IDYN vs. CIL - Performance Comparison
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Returns By Period
In the year-to-date period, IDYN achieves a 8.11% return, which is significantly higher than CIL's 5.44% return.
IDYN
- 1D
- 0.40%
- 1M
- -0.66%
- 6M
- 4.74%
- YTD
- 8.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CIL
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 3.07%
- YTD
- 5.44%
- 1Y
- 14.79%
- 3Y*
- 15.45%
- 5Y*
- 7.84%
- 10Y*
- 8.79%
IDYN vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 8.11% | 10.97% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 7.96% |
Correlation
The correlation between IDYN and CIL is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 7, 2025 | 0.55 |
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Return for Risk
IDYN vs. CIL — Risk / Return Rank
IDYN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CIL
IDYN vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) 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.
| IDYN | CIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.46 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.15 | — |
| Martin ratioReturn relative to average drawdown | — | 13.82 | — |
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Drawdowns
IDYN vs. CIL - Drawdown Comparison
The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for IDYN and CIL.
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Drawdown Indicators
| IDYN | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.68% | -36.27% | +23.59% |
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 DrawdownCurrent decline from peak | -4.53% | -0.58% | -3.95% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -6.50% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.04% | — |
Volatility
IDYN vs. CIL - Volatility Comparison
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Volatility by Period
| IDYN | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.89% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 7.46% | +9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 16.45% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 16.79% | +0.39% |
IDYN vs. CIL - Expense Ratio Comparison
IDYN has a 0.40% expense ratio, which is lower than CIL's 0.45% expense ratio.
Dividends
IDYN vs. CIL - Dividend Comparison
IDYN's dividend yield for the trailing twelve months is around 1.84%, more 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% |
IDYN iShares International Equity Factor Rotation Active ETF | 1.84% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDYN and CIL have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDYN is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDYN is cheaper with a 0.40% expense ratio, compared with 0.45% for CIL.
IDYN has the higher dividend yield at 1.84%, compared with 1.05% for CIL.
They also come from different issuers: iShares and Crestview. Their fees differ too: 0.40% for IDYN and 0.45% for CIL.
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