CIL

VictoryShares International Volatility Wtd ETF
B

77
*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 4 quarters of 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—with a small twist. The ETF, launched in August 2015, excludes South Korea and Taiwan, and selects the largest 500 firms with at least 4 quarters of positive earnings. Still, what really sets the fund apart from marketlike exposure is its weighting scheme. CIL allocates in inverse proportion to each stock’s daily volatility over the past 180 trading days. Japan and the UK lead the resulting basket. We expect the low-vol weighting to produce low beta relative to our MSCI cap-weighted benchmark. The fund’s closest peers are 2 sister funds: CIZ, which offers similar exposure but can move to cash in downturns; and CID, a high-dividend-yield subset of CIL. The issuer, Compass EMP, is relatively new to ETFs, albeit with a growing number of funds and assets.

CIL MSCI ESG Analytics Insight

VictoryShares International Volatility Wtd ETF has an MSCI ESG Fund Rating of A based on a score of 6.67 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 81st percentile within its peer group and in the 43th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CIL Charts And Performance

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Select ETFs to compare their performance:
PERFORMANCE [as of 10/10/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CIL -1.05% -2.48% 9.49% -0.40% 5.67% -- --
CIL (NAV) -0.80% -2.42% 10.24% 0.87% 6.00% -- --
Nasdaq Victory International 500 Volatility Weighted Index -0.75% -2.45% 10.20% 0.77% 6.26% 4.34% --
MSCI World ex USA Large Cap -0.94% -2.38% 11.86% 2.08% 6.22% 3.50% 4.27%
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%
$82.55M
$224.32K
0.26%

CIL Portfolio Data

$32.99B
14.70
1.53
2.95%
10/15/19
501

CIL Index Data

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

CIL Portfolio Management

0.45%
-0.35%
0.10%
-0.70%

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 10/11/19
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

5,175
$224.32K
967
$39.30K
0.26%
$0.10
0.33%
2.71% / -1.23%
None
27.00%
50,000
0.02
0.33%
0.01%
0
$36.90
4

CIL Sector/Industry Breakdown


CIL
Segment Benchmark
23.49%
24.29%
17.29%
12.99%
12.26%
10.44%
11.95%
12.89%
7.66%
12.07%
7.19%
6.12%
5.99%
3.51%
5.53%
5.84%
4.45%
4.32%
4.18%
7.52%

CIL Top 10 Holdings[View All]

0.60%
0.45%
0.44%
0.43%
0.41%
0.41%
0.40%
0.39%
0.37%
0.36%
4.26%

CIL Countries


CIL
Segment Benchmark
19.59%
21.81%
11.51%
9.42%
10.14%
14.96%
9.57%
10.47%
6.29%
9.13%
6.27%
6.32%
5.43%
8.33%
5.22%
3.18%
3.62%
--
3.21%
1.24%

CIL Regions


CIL
Segment Benchmark
50.08%
57.01%
37.91%
32.55%
11.72%
10.22%
0.28%
0.23%

CIL Economic Development


CIL
Segment Benchmark
100.00%
100.00%

CIL Performance Statistics

0.89
0.92
0.91
0.93
0.23%
MSCI World ex USA Large Cap

CIL MSCI ESG Ratings

A
6.67 / 10
42.62
81.33
9.95%
7.68%
230.24

CIL Benchmark Comparison Holdings

501
430
327
48.68%

CIL Benchmark Comparison Summary


CIL
Segment Benchmark
501
430
$32.99B
$75.42B
14.70
15.38
1.53
1.55
3.30%
3.56%
Low
Low

CIL Benchmark Comparison Market Cap Size


CIL
Segment Benchmark
71.42%
94.63%
28.58%
5.37%
0.00%
0.00%
0.00%
0.00%