CDL

VictoryShares U.S. Large Cap High Div Volatility Wtd ETF
*Unless otherwise stated, data provided by FactSet.

CDL Fund Description

CDL tracks an index of dividend-paying large-cap stocks, weighted by inverse volatility.

CDL Factset Analytics Insight

CDL offers a different take on the US large-cap space. To qualify for the fund, a company must be among the 500 largest US companies by market cap, pay a dividend, and have had positive earnings in the four most recent quarters. The top 100 by dividend yield are then selected. The portfolio is weighted by the inverse of historical volatility. The index is reconstituted semi-annually.

CDL MSCI ESG Analytics Insight

VictoryShares U.S. Large Cap High Div Volatility Wtd ETF has an MSCI ESG Fund Rating of A based on a score of 6.89 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. VictoryShares U.S. Large Cap High Div Volatility Wtd ETF ranks in the 72nd percentile within its peer group and in the 89th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CDL MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CDL 0.32% 0.36% 21.16% 44.85% 10.59% 11.11% --
CDL (NAV) 0.26% 1.21% 20.72% 41.56% 10.48% 10.89% --
MSCI USA Large Cap Index 3.39% 6.65% 16.98% 35.78% 19.29% 18.05% 15.27%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CDL Summary Data

Crestview
07/08/15
Open-Ended Fund
0.35%
$220.43M
$370.17K
0.13%

CDL Portfolio Data

$63.42B
18.47
2.54
2.28%
N/A
98

CDL Index Data

Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index
Volatility
Fundamental
MSCI USA Large Cap Index

CDL Portfolio Management

0.35%
-1.47%
-0.96%
-3.38%

CDL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CDL Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

CDL Factset Analytics Block Liquidity

As of 07/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CDL. CDL is rated a 5 out of 5.

CDL Tradability

6,447
$370.17K
5,173
$292.67K
0.13%
$0.07
0.01%
0.50% / -0.25%
None
99.00%
50,000
0.10
0.01%
0.02%
0
$56.35
5

CDL Sector/Industry Breakdown


CDL
Segment Benchmark
23.65%
12.96%
23.20%
2.16%
20.40%
6.22%
7.85%
8.91%
6.88%
13.20%
5.53%
2.07%
4.58%
14.48%
3.90%
35.75%
2.35%
2.52%
1.67%
1.64%

CDL Countries


CDL
Segment Benchmark
100.00%
99.90%
--
0.10%

CDL Regions


CDL
Segment Benchmark
100.00%
100.00%

CDL Economic Development


CDL
Segment Benchmark
100.00%
100.00%

CDL Performance Statistics

0.35
0.66
0.56
0.64
0.88%
MSCI USA Large Cap Index

CDL MSCI ESG Ratings

6.89 / 10
88.59
71.87
19.38%
6.23%
812.78

CDL Benchmark Comparison Holdings

98
291
50
14.15%

CDL Benchmark Comparison Summary


CDL
Segment Benchmark
98
291
$63.42B
$529.51B
18.47
32.61
2.54
4.89
3.17%
1.35%
Low
Low

CDL Benchmark Comparison Market Cap Size


CDL
Segment Benchmark
88.55%
100.00%
11.45%
0.00%
0.00%
0.00%
0.00%
0.00%