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IQSI vs. CIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQSI vs. CIL - Performance Comparison

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

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IQSI vs. CIL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IQSI
IQ Candriam ESG International Equity ETF
0.46%26.95%4.84%16.21%-14.76%12.70%10.36%0.27%
CIL
VictoryShares International Volatility Wtd ETF
5.44%32.99%3.76%16.29%-16.00%11.07%7.21%-0.03%

Returns By Period

In the year-to-date period, IQSI achieves a 0.46% return, which is significantly lower than CIL's 5.44% return.


IQSI

1D
3.16%
1M
-9.01%
YTD
0.46%
6M
4.55%
1Y
20.15%
3Y*
12.97%
5Y*
7.13%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQSI vs. CIL - Expense Ratio Comparison

IQSI has a 0.15% expense ratio, which is lower than CIL's 0.45% expense ratio.


Return for Risk

IQSI vs. CIL — Risk / Return Rank

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

IQSI
IQSI Risk / Return Rank: 6565
Overall Rank
IQSI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IQSI Sortino Ratio Rank: 6767
Sortino Ratio Rank
IQSI Omega Ratio Rank: 6464
Omega Ratio Rank
IQSI Calmar Ratio Rank: 6464
Calmar Ratio Rank
IQSI Martin Ratio Rank: 6464
Martin Ratio Rank

CIL
CIL Risk / Return Rank: 9292
Overall Rank
CIL Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CIL Sortino Ratio Rank: 9595
Sortino Ratio Rank
CIL Omega Ratio Rank: 9696
Omega Ratio Rank
CIL Calmar Ratio Rank: 8181
Calmar Ratio Rank
CIL Martin Ratio Rank: 9595
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.

IQSI vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Candriam ESG International Equity ETF (IQSI) 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.


IQSICILDifference

Sharpe ratio

Return per unit of total volatility

1.15

2.29

-1.14

Sortino ratio

Return per unit of downside risk

1.67

3.15

-1.48

Omega ratio

Gain probability vs. loss probability

1.23

1.54

-0.30

Calmar ratio

Return relative to maximum drawdown

1.60

2.32

-0.72

Martin ratio

Return relative to average drawdown

6.30

15.10

-8.79

IQSI vs. CIL - Sharpe Ratio Comparison

The current IQSI Sharpe Ratio is 1.15, which is lower than the CIL Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of IQSI and CIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IQSICILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.29

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.53

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.44

0.00

Correlation

The correlation between IQSI and CIL is 0.77, 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

IQSI vs. CIL - Dividend Comparison

IQSI's dividend yield for the trailing twelve months is around 2.72%, more than CIL's 2.38% yield.


TTM20252024202320222021202020192018201720162015
IQSI
IQ Candriam ESG International Equity ETF
2.72%2.75%2.79%2.98%2.89%2.75%1.65%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

IQSI vs. CIL - Drawdown Comparison

The maximum IQSI drawdown since its inception was -31.90%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for IQSI and CIL.


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Drawdown Indicators


IQSICILDifference

Max Drawdown

Largest peak-to-trough decline

-31.90%

-36.27%

+4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-9.66%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-29.86%

-29.89%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.27%

Current Drawdown

Current decline from peak

-9.11%

-0.58%

-8.53%

Average Drawdown

Average peak-to-trough decline

-6.58%

-6.66%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

1.73%

+1.32%

Volatility

IQSI vs. CIL - Volatility Comparison

IQ Candriam ESG International Equity ETF (IQSI) has a higher volatility of 7.80% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that IQSI'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.


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Volatility by Period


IQSICILDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

0.00%

+7.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

5.76%

+5.43%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

13.30%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

16.67%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

17.32%

+1.69%