ITOL vs. CIL
ITOL (Tema International Durable Quality ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds. ITOL is actively managed, while CIL is passively managed. A 0.53 correlation means they provide meaningful diversification when combined. ITOL charges 0.60%/yr vs 0.45%/yr for CIL.
Performance
ITOL vs. CIL - Performance Comparison
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Returns By Period
In the year-to-date period, ITOL achieves a 0.58% return, which is significantly lower than CIL's 5.44% return.
ITOL
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 0.58%
- 6M
- 3.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CIL
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.44%
- 6M
- 7.75%
- 1Y
- 16.45%
- 3Y*
- 15.79%
- 5Y*
- 7.45%
- 10Y*
- 8.21%
ITOL vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ITOL Tema International Durable Quality ETF | 0.58% | 3.85% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 4.33% |
Correlation
The correlation between ITOL and CIL is 0.53, 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 Sep 12, 2025 | 0.53 |
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Return for Risk
ITOL vs. CIL — Risk / Return Rank
ITOL
CIL
ITOL vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tema International Durable Quality ETF (ITOL) 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.
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Sharpe Ratios by Period
| ITOL | CIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.13 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.46 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.43 | -0.09 |
Drawdowns
ITOL vs. CIL - Drawdown Comparison
The maximum ITOL drawdown since its inception was -15.54%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for ITOL and CIL.
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Drawdown Indicators
| ITOL | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.54% | -36.27% | +20.73% |
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 | -5.46% | -0.58% | -4.88% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -6.55% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.07% | — |
Volatility
ITOL vs. CIL - Volatility Comparison
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Volatility by Period
| ITOL | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.08% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 8.12% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 16.49% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 17.17% | +0.69% |
ITOL vs. CIL - Expense Ratio Comparison
ITOL has a 0.60% expense ratio, which is higher than CIL's 0.45% expense ratio.
Dividends
ITOL vs. CIL - Dividend Comparison
ITOL's dividend yield for the trailing twelve months is around 0.13%, less than CIL's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITOL Tema International Durable Quality ETF | 0.13% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ITOL and CIL have a correlation of 0.53, 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 0.60% for ITOL.
CIL has the higher dividend yield at 1.67%, compared with 0.13% for ITOL.
They also come from different issuers: Tema and Crestview. Their fees differ too: 0.60% for ITOL and 0.45% for CIL.
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