JIDE vs. CIL

Last updated Jul 8, 2026

JIDE (JPMorgan International Dynamic ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds. JIDE is actively managed, while CIL is passively managed. At a 0.08 correlation, their price movements are largely independent. JIDE charges 0.55%/yr vs 0.45%/yr for CIL.

Performance

JIDE vs. CIL - Performance Comparison

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

Returns By Period

JIDE

• 1D: -1.37%
• 1M: 4.11%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CIL

• 1D: 0.00%
• 1M: 0.00%
• 6M: 3.45%
• YTD: 5.44%
• 1Y: 15.00%
• 3Y*: 15.81%
• 5Y*: 7.88%
• 10Y*: 8.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIDE vs. CIL - Yearly Performance Comparison

	2026 (YTD)
JIDE JPMorgan International Dynamic ETF	2.33%
CIL VictoryShares International Volatility Wtd ETF	-0.58%

Correlation

The correlation between JIDE and CIL is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 28, 2026	0.08

Return for Risk

JIDE vs. CIL — Risk / Return Rank

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

JIDE

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

CIL

CIL Risk / Return Rank: 84
CIL Sharpe Ratio Rank: 79
CIL Sortino Ratio Rank: 84
CIL Omega Ratio Rank: 92
CIL Calmar Ratio Rank: 79
CIL Martin Ratio Rank: 86

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.

JIDE vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) 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.

	JIDE	CIL	Difference
Sharpe ratio: Return per unit of total volatility	—	2.09	—
Sortino ratio: Return per unit of downside risk	—	3.09	—
Omega ratio: Gain probability vs. loss probability	—	1.50	—
Calmar ratio: Return relative to maximum drawdown	—	3.41	—
Martin ratio: Return relative to average drawdown	—	14.75	—

Drawdowns

JIDE vs. CIL - Drawdown Comparison

The maximum JIDE drawdown since its inception was -12.69%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for JIDE and CIL.

Drawdown Indicators

	JIDE	CIL	Difference
Max Drawdown Largest peak-to-trough decline	-12.69%	-36.27%	+23.58%
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	-3.11%	-0.58%	-2.53%
Average Drawdown Average peak-to-trough decline	-4.61%	-6.51%	+1.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.04%	—

Volatility

Volatility by Period

	JIDE	CIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.03%	7.52%	+13.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.03%	16.46%	+4.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.03%	16.80%	+4.23%

JIDE vs. CIL - Expense Ratio Comparison

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

Dividends

JIDE vs. CIL - Dividend Comparison

JIDE has not paid dividends to shareholders, while CIL's dividend yield for the trailing twelve months is around 1.20%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIL VictoryShares International Volatility Wtd ETF	1.20%	2.70%	3.46%	2.91%	2.41%	3.04%	1.73%	2.69%	2.85%	2.17%	2.34%	0.43%
JIDE JPMorgan International Dynamic 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

Can I hold both JIDE and CIL in my portfolio?

JIDE and CIL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JIDE or CIL?

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.

Which ETF is cheaper, JIDE or CIL?

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

Which ETF pays a higher dividend yield, JIDE or CIL?

CIL has the higher dividend yield at 1.20%, compared with 0.00% for JIDE.

What is the main difference between JIDE and CIL?

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