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IGGY vs. CIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGGY vs. CIL - Performance Comparison

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

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Returns By Period

In the year-to-date period, IGGY achieves a -4.56% return, which is significantly lower than CIL's 5.44% return.


IGGY

1D
-4.02%
1M
-3.32%
YTD
-4.56%
6M
-4.75%
1Y
3Y*
5Y*
10Y*

CIL

1D
0.00%
1M
0.00%
YTD
5.44%
6M
7.74%
1Y
16.62%
3Y*
15.51%
5Y*
7.45%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGGY vs. CIL - Yearly Performance Comparison


Correlation

The correlation between IGGY and CIL is 0.46, 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 Sep 18, 2025

0.46

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Return for Risk

IGGY vs. CIL — Risk / Return Rank

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

IGGY

CIL
CIL Risk / Return Rank: 7777
Overall Rank
CIL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CIL Sortino Ratio Rank: 7373
Sortino Ratio Rank
CIL Omega Ratio Rank: 8383
Omega Ratio Rank
CIL Calmar Ratio Rank: 7878
Calmar Ratio Rank
CIL Martin Ratio Rank: 8383
Martin Ratio Rank
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.

IGGY vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Growth ETF (IGGY) 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.


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

IGGY vs. CIL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IGGYCILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.43

-0.98

Drawdowns

IGGY vs. CIL - Drawdown Comparison

The maximum IGGY drawdown since its inception was -19.69%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for IGGY and CIL.


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Drawdown Indicators


IGGYCILDifference

Max Drawdown

Largest peak-to-trough decline

-19.69%

-36.27%

+16.58%

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

-10.51%

-0.58%

-9.93%

Average Drawdown

Average peak-to-trough decline

-7.35%

-6.55%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

Volatility

IGGY vs. CIL - Volatility Comparison


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Volatility by Period


IGGYCILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.94%

8.08%

+11.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

16.48%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

17.17%

+2.77%

IGGY vs. CIL - Expense Ratio Comparison

IGGY has a 0.55% expense ratio, which is higher than CIL's 0.45% expense ratio.


Dividends

IGGY vs. CIL - Dividend Comparison

IGGY has not paid dividends to shareholders, while CIL's dividend yield for the trailing twelve months is around 1.67%.


PositionTTM20252024202320222021202020192018201720162015
CIL
VictoryShares International Volatility Wtd ETF
1.67%2.70%3.46%2.91%2.41%3.04%1.73%2.69%2.85%2.17%2.34%0.43%
IGGY
AB International Growth ETF
0.00%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


IGGY and CIL have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CIL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CIL is cheaper with a 0.45% expense ratio, compared with 0.55% for IGGY.

CIL has the higher dividend yield at 1.67%, compared with 0.00% for IGGY.

They also come from different issuers: AllianceBernstein and Crestview. Their fees differ too: 0.55% for IGGY and 0.45% for CIL.

Portfolio Optimizer

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