UITB vs. CIL
Compare and contrast key facts about VictoryShares Core Intermediate Bond ETF (UITB) and VictoryShares International Volatility Wtd ETF (CIL).
UITB and CIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UITB is an actively managed fund by Victory Capital. It was launched on Oct 24, 2017. CIL is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory International 500 Volatility Weighted Index. It was launched on Aug 19, 2015.
Performance
UITB vs. CIL - Performance Comparison
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UITB vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UITB VictoryShares Core Intermediate Bond ETF | 0.03% | 7.32% | 1.81% | 6.49% | -12.23% | -0.88% | 7.99% | 11.40% | -1.31% | 0.99% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | 3.76% | 16.29% | -16.00% | 11.07% | 7.21% | 19.13% | -13.34% | 2.34% |
Returns By Period
In the year-to-date period, UITB achieves a 0.03% return, which is significantly lower than CIL's 5.44% return.
UITB
- 1D
- 0.30%
- 1M
- -1.76%
- YTD
- 0.03%
- 6M
- 0.98%
- 1Y
- 4.34%
- 3Y*
- 4.13%
- 5Y*
- 0.74%
- 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%
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UITB vs. CIL - Expense Ratio Comparison
UITB has a 0.38% expense ratio, which is lower than CIL's 0.45% expense ratio.
Return for Risk
UITB vs. CIL — Risk / Return Rank
UITB
CIL
UITB vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares Core Intermediate Bond ETF (UITB) 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.
| UITB | CIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 2.29 | -1.23 |
Sortino ratioReturn per unit of downside risk | 1.53 | 3.15 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.54 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.32 | -0.53 |
Martin ratioReturn relative to average drawdown | 5.16 | 15.10 | -9.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UITB | CIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 2.29 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.53 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.03 |
Correlation
The correlation between UITB and CIL is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
UITB vs. CIL - Dividend Comparison
UITB's dividend yield for the trailing twelve months is around 4.10%, more than CIL's 2.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UITB VictoryShares Core Intermediate Bond ETF | 4.10% | 4.04% | 3.89% | 3.14% | 2.32% | 1.95% | 2.79% | 3.01% | 2.99% | 0.50% | 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
UITB vs. CIL - Drawdown Comparison
The maximum UITB drawdown since its inception was -17.02%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for UITB and CIL.
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Drawdown Indicators
| UITB | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.02% | -36.27% | +19.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -9.66% | +7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -29.89% | +12.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.27% | — |
Current DrawdownCurrent decline from peak | -1.76% | -0.58% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -6.66% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 1.73% | -0.84% |
Volatility
UITB vs. CIL - Volatility Comparison
VictoryShares Core Intermediate Bond ETF (UITB) has a higher volatility of 1.55% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that UITB'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
| UITB | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 0.00% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 2.44% | 5.76% | -3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 13.30% | -9.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 16.67% | -11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 17.32% | -12.32% |