CIL

VictoryShares International Volatility Wtd ETF
*Unless otherwise stated, data provided by FactSet.

CIL Fund Description

CIL tracks an index of developed-market equities outside the US. The index screens for positive earnings and weights its securities inversely by volatility.

CIL Factset Analytics Insight

CIL offers a straightforward low-volatility take on large-cap international stocks. The ETF, launched in August 2015, excludes South Korea and Taiwan, and selects the largest 500 firms with at least four quarters of positive earnings. Still, what really sets the fund apart from market-like exposure is its weighting scheme. CIL allocates in inverse proportion to each stock’s daily volatility over the past 180 trading day, overweighting low-vol stocks. The index applies 20% country cap and 25% sector cap with semi-annual reconstitution each March. The fund’s closest peers are two sibling funds: CIZ, which offers similar exposure but can move to cash in downturns, and CID, a high-dividend-yield subset of CIL.

CIL MSCI ESG Analytics Insight

VictoryShares International Volatility Wtd ETF has an MSCI ESG Fund Rating of AA based on a score of 7.64 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 International Volatility Wtd ETF ranks in the 90th percentile within its peer group and in the 74th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 05/06/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CIL 0.50% 4.52% 5.34% 41.99% 4.72% 8.16% --
CIL (NAV) 2.95% 6.41% 8.11% 43.57% 5.61% 8.69% --
Nasdaq Victory International 500 Volatility Weighted Index 2.96% 6.44% 8.23% 44.72% -- -- 6.08%
MSCI World ex USA Large Cap 2.93% 7.37% 9.15% 45.31% 7.35% 9.93% 5.15%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CIL Summary Data

08/19/15
Open-Ended Fund
0.45%
$115.27M
$29.11K
0.31%

CIL Portfolio Data

$38.14B
21.26
1.86
1.38%
05/10/21
500

CIL Index Data

Nasdaq Victory International 500 Volatility Weighted Index
Volatility
Earnings
MSCI World ex USA Large Cap

CIL Portfolio Management

0.45%
-1.20%
-0.41%
-2.11%

CIL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CIL Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

CIL Factset Analytics Block Liquidity

As of 05/07/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CIL. CIL is rated a 4 out of 5.

CIL Tradability

685
$29.11K
384
$16.86K
0.31%
$0.13
0.00%
2.35% / -1.87%
None
28.00%
50,000
0.01
--
0.01%
0
$44.67
4

CIL Sector/Industry Breakdown


CIL
Segment Benchmark
23.13%
23.15%
16.09%
14.07%
11.52%
10.43%
10.05%
11.08%
9.71%
7.15%
8.78%
11.82%
7.68%
9.35%
5.88%
3.08%
5.31%
4.01%
1.42%
5.42%

CIL Top 10 Holdings[View All]

0.43%
0.41%
0.41%
0.40%
0.40%
0.38%
0.38%
0.37%
0.37%
0.37%
3.92%

CIL Countries


CIL
Segment Benchmark
19.51%
21.18%
11.39%
9.07%
10.30%
13.04%
8.09%
10.44%
7.03%
9.08%
6.86%
9.39%
5.79%
2.76%
4.67%
6.25%
4.33%
--
3.78%
3.11%

CIL Regions


CIL
Segment Benchmark
54.02%
57.68%
33.79%
31.58%
11.78%
10.65%
0.41%
0.09%

CIL Economic Development


CIL
Segment Benchmark
100.00%
100.00%

CIL Performance Statistics

0.93
0.91
0.93
0.95
0.25%
MSCI World ex USA Large Cap

CIL MSCI ESG Ratings

7.64 / 10
74.21
89.84
8.66%
7.47%
221.67

CIL Benchmark Comparison Holdings

500
388
301
47.62%

CIL Benchmark Comparison Summary


CIL
Segment Benchmark
500
388
$38.14B
$87.78B
21.26
33.82
1.86
1.91
2.34%
2.47%
Low
Low

CIL Benchmark Comparison Market Cap Size


CIL
Segment Benchmark
81.11%
98.87%
18.89%
1.13%
0.00%
0.00%
0.00%
0.00%