CILVictoryShares International Volatility Wtd ETF
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.
CIL Summary Data
CIL Portfolio Data
CIL Index Data
CIL Portfolio Management
CIL Tax Exposures
CIL Fund Structure
CIL Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
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CIL Economic Development
CIL Performance Statistics
CIL MSCI ESG Ratings
CIL Benchmark Comparison Summary
CIL Benchmark Comparison Market Cap Size