XXV vs. CDL
XXV (Simplify Ancorato Target 25 Distribution ETF) and CDL (VictoryShares US Large Cap High Dividend Volatility Wtd ETF) are both exchange-traded funds - XXV is a Derivative Income fund actively managed by Simplify, while CDL is a Large Cap Value Equities fund tracking the Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index. XXV is actively managed, while CDL is passively managed. At a correlation of -0.07, they often move in opposite directions. XXV charges 0.85%/yr vs 0.35%/yr for CDL.
Performance
XXV vs. CDL - Performance Comparison
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Returns By Period
In the year-to-date period, XXV achieves a 3.48% return, which is significantly lower than CDL's 13.91% return.
XXV
- 1D
- -1.00%
- 1M
- 1.03%
- YTD
- 3.48%
- 6M
- 2.99%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CDL
- 1D
- 0.10%
- 1M
- 0.90%
- YTD
- 13.91%
- 6M
- 13.24%
- 1Y
- 20.72%
- 3Y*
- 15.84%
- 5Y*
- 9.98%
- 10Y*
- 11.32%
XXV vs. CDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XXV Simplify Ancorato Target 25 Distribution ETF | 3.48% | 4.06% |
CDL VictoryShares US Large Cap High Dividend Volatility Wtd ETF | 13.91% | 1.50% |
Correlation
The correlation between XXV and CDL is -0.07, 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 Nov 18, 2025 | -0.07 |
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Return for Risk
XXV vs. CDL — Risk / Return Rank
XXV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CDL
XXV vs. CDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Ancorato Target 25 Distribution ETF (XXV) and VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL). 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.
| XXV | CDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.68 | — |
| Martin ratioReturn relative to average drawdown | — | 12.99 | — |
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Drawdowns
XXV vs. CDL - Drawdown Comparison
The maximum XXV drawdown since its inception was -8.90%, smaller than the maximum CDL drawdown of -41.03%. Use the drawdown chart below to compare losses from any high point for XXV and CDL.
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Drawdown Indicators
| XXV | CDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -41.03% | +32.13% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.87% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.03% | — |
Current DrawdownCurrent decline from peak | -2.72% | -0.40% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -4.33% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.60% | — |
Volatility
XXV vs. CDL - Volatility Comparison
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Volatility by Period
| XXV | CDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.35% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 9.96% | +2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.68% | 13.85% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.68% | 17.04% | -4.36% |
XXV vs. CDL - Expense Ratio Comparison
XXV has a 0.85% expense ratio, which is higher than CDL's 0.35% expense ratio.
Dividends
XXV vs. CDL - Dividend Comparison
XXV's dividend yield for the trailing twelve months is around 12.97%, more than CDL's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDL VictoryShares US Large Cap High Dividend Volatility Wtd ETF | 3.13% | 3.33% | 3.27% | 3.61% | 3.31% | 2.60% | 3.32% | 3.04% | 3.32% | 2.87% | 2.97% | 1.28% |
XXV Simplify Ancorato Target 25 Distribution ETF | 12.97% | 2.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XXV and CDL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CDL is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CDL is cheaper with a 0.35% expense ratio, compared with 0.85% for XXV.
XXV has the higher dividend yield at 12.97%, compared with 3.13% for CDL.
XXV is categorized as Derivative Income, while CDL is Large Cap Value Equities. They also come from different issuers: Simplify and Crestview. Their fees differ too: 0.85% for XXV and 0.35% for CDL.
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