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VLU vs. CDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VLU vs. CDC

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR S&P 1500 Value Tilt ETF (VLU) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC).

VLU and CDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VLU is a passively managed fund by State Street that tracks the performance of the S&P 1500 Low Valuation Tilt Index. It was launched on Oct 24, 2012. CDC is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index. It was launched on Jul 2, 2014. Both VLU and CDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VLU vs. CDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 1500 Value Tilt ETF (VLU) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). The values are adjusted to include any dividend payments, if applicable.

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VLU vs. CDC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VLU
SPDR S&P 1500 Value Tilt ETF		2.50%16.70%17.24%17.18%-8.24%30.95%9.91%26.20%-7.89%18.16%
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF		9.03%8.96%14.48%-4.99%-7.86%33.05%12.88%19.64%-5.97%15.77%

Returns By Period

In the year-to-date period, VLU achieves a 2.50% return, which is significantly lower than CDC's 9.03% return. Over the past 10 years, VLU has outperformed CDC with an annualized return of 13.18%, while CDC has yielded a comparatively lower 10.00% annualized return.

VLU

1D
2.04%
1M
-3.82%
YTD
2.50%
6M
6.27%
1Y
19.18%
3Y*
17.17%
5Y*
11.22%
10Y*
13.18%

CDC

1D
0.77%
1M
-2.88%
YTD
9.03%
6M
8.89%
1Y
12.52%
3Y*
9.63%
5Y*
6.27%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR S&P 1500 Value Tilt ETF

VictoryShares US EQ Income Enhanced Volatility Wtd ETF

Often compared with VLU:
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Often compared with CDC:
CDC vs. SCHDCDC vs. FNDBCDC vs. VSDACDC vs. JEPICDC vs. VOOCDC vs. DGROCDC vs. DIA

VLU vs. CDC - Expense Ratio Comparison

VLU has a 0.12% expense ratio, which is lower than CDC's 0.37% expense ratio.

CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
VLU
SPDR S&P 1500 Value Tilt ETF

Return for Risk

VLU vs. CDC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VLU
VLU Risk / Return Rank: 7070
Overall Rank
VLU Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VLU Sortino Ratio Rank: 6868
Sortino Ratio Rank
VLU Omega Ratio Rank: 7272
Omega Ratio Rank
VLU Calmar Ratio Rank: 6767
Calmar Ratio Rank
VLU Martin Ratio Rank: 7676
Martin Ratio Rank
CDC
CDC Risk / Return Rank: 5151
Overall Rank
CDC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CDC Sortino Ratio Rank: 5050
Sortino Ratio Rank
CDC Omega Ratio Rank: 5050
Omega Ratio Rank
CDC Calmar Ratio Rank: 4949
Calmar Ratio Rank
CDC Martin Ratio Rank: 5252
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.

VLU vs. CDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). 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.

VLUCDCDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.93

+0.22

Sortino ratio

Return per unit of downside risk

1.67

1.33

+0.34

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

1.63

1.23

+0.41

Martin ratio

Return relative to average drawdown

7.78

4.90

+2.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VLU vs. CDC - Sharpe Ratio Comparison

The current VLU Sharpe Ratio is 1.15, which is comparable to the CDC Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VLU and CDC, 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

VLUCDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.93

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.50

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.76

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.74

+0.03

Correlation

The correlation between VLU and CDC is 0.70, 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

VLU vs. CDC - Dividend Comparison

VLU's dividend yield for the trailing twelve months is around 1.78%, less than CDC's 3.19% yield.

TTM20252024202320222021202020192018201720162015
VLU
SPDR S&P 1500 Value Tilt ETF		1.78%1.82%2.00%2.02%2.16%1.86%1.98%2.19%2.57%1.96%2.14%6.37%
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF		3.19%3.36%3.32%4.24%3.48%2.65%2.48%3.04%3.37%2.81%2.99%3.17%

Drawdowns

VLU vs. CDC - Drawdown Comparison

The maximum VLU drawdown since its inception was -37.39%, which is greater than CDC's maximum drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for VLU and CDC.

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Drawdown Indicators

VLUCDCDifference

Max Drawdown

Largest peak-to-trough decline

-37.39%

-21.37%

-16.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-11.27%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-21.37%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-37.39%

-21.37%

-16.02%

Current Drawdown

Current decline from peak

-4.43%

-3.07%

-1.36%

Average Drawdown

Average peak-to-trough decline

-3.78%

-5.14%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.84%

-0.24%

Volatility

VLU vs. CDC - Volatility Comparison

SPDR S&P 1500 Value Tilt ETF (VLU) has a higher volatility of 4.31% compared to VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) at 2.97%. This indicates that VLU's price experiences larger fluctuations and is considered to be riskier than CDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VLUCDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

2.97%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

7.03%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

13.63%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

12.56%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

13.22%

+4.87%