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 8.53 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 92nd percentile within its peer group and in the 82nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CIL 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 12/06/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CIL -5.42% -6.80% 6.33% 9.19% 7.93% 8.75% --
CIL (NAV) -4.45% -0.11% 8.06% 18.11% 10.33% 9.83% --
MSCI World ex USA Large Cap -4.89% -4.26% 9.68% 11.71% 11.80% 9.26% 7.08%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CIL Summary Data

Victory Capital
08/19/15
Open-Ended Fund
0.45%
$112.85M
$60.35K
0.30%

CIL Portfolio Data

$42.20B
17.17
1.91
2.94%
N/A
504

CIL Index Data

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

CIL Portfolio Management

0.45%
-0.88%
-0.30%
-2.13%

CIL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CIL Fund Structure

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

CIL Factset Analytics Block Liquidity

As of 12/07/21
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

1,401
$60.35K
497
$20.84K
0.30%
$0.13
0.02%
2.33% / -1.86%
None
29.00%
50,000
0.01
0.26%
0.03%
0
$43.71
4

CIL Sector/Industry Breakdown


CIL
Segment Benchmark
21.93%
22.12%
16.05%
14.20%
11.53%
10.32%
9.97%
10.96%
9.45%
6.91%
9.33%
12.72%
7.23%
10.00%
5.80%
2.88%
5.12%
3.45%
1.23%
4.84%

CIL Top 10 Holdings[View All]

0.50%
0.48%
0.45%
0.44%
0.44%
0.44%
0.43%
0.42%
0.42%
0.40%
4.42%

CIL Countries


CIL
Segment Benchmark
18.65%
19.97%
11.77%
9.25%
10.31%
12.86%
8.13%
10.67%
7.52%
10.14%
6.93%
8.64%
5.78%
3.03%
4.71%
5.89%
3.96%
--
3.81%
2.84%

CIL Regions


CIL
Segment Benchmark
55.05%
59.41%
32.48%
29.76%
12.01%
10.76%
0.46%
0.07%

CIL Economic Development


CIL
Segment Benchmark
100.00%
100.00%

CIL Performance Statistics

0.91
0.88
0.86
0.89
0.23%
MSCI World ex USA Large Cap

CIL MSCI ESG Ratings

8.53 / 10
82.15
92.09
9.58%
--
226.42

CIL Benchmark Comparison Holdings

504
385
301
47.47%

CIL Benchmark Comparison Summary


CIL
Segment Benchmark
504
385
$42.20B
$100.78B
17.17
18.44
1.91
1.96
2.40%
2.41%
Low
Low

CIL Benchmark Comparison Market Cap Size


CIL
Segment Benchmark
85.68%
99.24%
14.32%
0.76%
0.00%
0.00%
0.00%
0.00%