VictoryShares US Large Cap High Div Volatility Wtd ETF
Ticker
CDL
ISIN
-
Price
USD 68.20
Change Today
-0.19 / -0.272 %
Price 1 year ago
51.58 / 32.242 %
Morningstar
4
52 Week Low
52.66
52 Week High
68.74
200 Day Moving Average 62.24
62.24
50-day Moving Average
67.28
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.99 |
| Sortino Ratio | 0.77 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -30.36 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.85 |
| Volatility | 4.292% |
| Alpha | +9.57 |
| Beta | None |
| R Squared | +83.55 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.959% |
| Average Annual Volatility | 17.456% |
| Sharpe Ratio | 0.69 |
| Sortino Ratio | 0.65 |
| Maximum Drawdown | -41.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.29 |
Company information
Summary
The investment seeks to provide investment results that track the performance of the Nasdaq Victory US Large Cap High Dividend 100 Volatility Weighted Index. The fund seeks to achieve its investment objective by investing at least 80% of its assets directly or indirectly in the securities included in the Nasdaq Victory US Large Cap High Dividend 100 Volatility Weighted Index. The index universe begins with the stocks included in the Nasdaq Victory US Large Cap 500 Volatility Weighted Index, a volatility weighted index comprised of the 500 largest U.S. companies by market capitalization with positive earnings over the last twelve months.
Market
US
Category
Large Value
Expense Ratio
0.35%
Fund family
Victory Capital
Morningstar
4
Yield
0.0336
Exchange
NGM
| Sector | Weight |
|---|---|
| Utilities | 24.13% |
| Financial services | 16.44% |
| Consumer defensive | 15.18% |
| Healthcare | 10.67% |
| Energy | 6.92% |
| Consumer cyclical | 6.26% |
| Technology | 5.83% |
| Communication services | 4.89% |
| Basic materials | 3.50% |
| Industrials | 3.02% |
| Realestate | 0.00% |
| Country | Ratio |
|---|---|
| United States | 98.46 |
| Switzerland | 0.95 |
| Singapore | 0.59 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| PG | Procter & Gamble Co | 1.82% |
| PEP | PepsiCo Inc | 1.7% |
| VZ | Verizon Communications Inc | 1.65% |
| LNT | Alliant Energy Corp | 1.48% |
| K | Kellogg Co | 1.44% |
| KMB | Kimberly-Clark Corp | 1.44% |
| BX | Blackstone Group Inc | 1.39% |
| WEC | WEC Energy Group Inc | 1.39% |
| CMS | CMS Energy Corp | 1.38% |
| AEP | American Electric Power Co Inc | 1.36% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| CDL | VictoryShares US Large Cap High Div Volatility Wtd ETF | NGM | 0.35% | 4 | +9.57 | ||
| DLN | WisdomTree U.S. LargeCap Dividend Fund | US97717W307 | PCX | 0.28% | 5 | +6.48 | |
| FNDE | Schwab Fundamental Emerging Markets Large Company Index ETF | US808524730 | PCX | 0.39% | 4 | -7.31 | |
| FNDF | Schwab Fundamental International Large Company Index ETF | US808524755 | PCX | 0.25% | 4 | +5.93 | |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| LGLV | SPDR SSGA US Large Cap Low Volatility Index ETF | US78468R804 | PCX | 0.12% | 4 | +5.93 | |
| NULG | Nuveen ESG Large-Cap Growth ETF | US67092P201 | BTS | 0.25% | 5 | -0.90 | |
| PWB | Invesco Dynamic Large Cap Growth ETF | US46137V746 | PCX | 0.55% | 4 | -3.02 | |
| SCHG | Schwab U.S. Large-Cap Growth ETF | US808524300 | PCX | 0.04% | 4 | -8.38 | |
| SCHX | Schwab U.S. Large-Cap ETF | US808524201 | PCX | 0.03% | 4 | -0.70 | |
| VV | Vanguard Large Cap Index Fund | US922908637 | PCX | 0.04% | 4 | -1.22 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.