CIL

VictoryShares International Volatility Wtd ETF

The VictoryShares International Volatility Wtd ETF 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.


International

EQUITY

Passive

MANAGEMENT STYLE

94.4 M

ASSETS UNDER MGMT

45 bp

EXPENSES
Fund Basics
Fund sponsorVictory Capital Management
CategoryInternational
Asset classEquity
Websitelink...
Inception dateAug 20, 2015
Assets (mns)$94
Expense ratio45 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionEarnings
WeightingVolatility
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
ROYAL KPN NV 0.5 %
DEUTSCHE TELEKOM AG 0.4 %
UNILEVER PLC 0.4 %
LONDON STOCK EXCHANGE GROUP 0.4 %
DBS GROUP HOLDINGS LTD 0.4 %
OVERSEA-CHINESE BANKING CORP 0.4 %
UNITED OVERSEAS BANK LTD 0.4 %
ZURICH FINANCIAL SERVICES AG 0.4 %
SWISSCOM AG 0.4 %
ASSICURAZIONI GENERALI 0.4 %
Constituent Breakdown
Number of holdings505
Herfindahl-Hirschman Index 22
Wgt avg mkt cap (mns)$41,399
Large cap (>$10bn)92.0%
Mid cap ($2-10bn)7.6%
Small cap (<$2bn)0.1%
Developed mkts.97.4%
Emerging mkts.2.6%
Country Exposure
JAPAN 19.2 %
CANADA 11.1 %
BRITAIN 9.5 %
FRANCE 8.4 %
SWITZERLAND 6.8 %
AUSTRALIA 6.3 %
GERMANY 5.8 %
SWEDEN 4.6 %
NETHERLANDS 4.1 %
ITALY 3.7 %
Historical Performance


Standardized Performance (as of 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 7.4% 13.2% 11.1% 3.2% 5.2% -- 5.6%
Volatility 12.1% 12.2% 13.9% 19.1% 20.9% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.8473%
MSCI EAFE0.9796%
MSCI Emg Mkts0.8064%
Liquidity Measures
Avg. volume (000)1
Turnover0.0%
Avg. Bid/Ask (% of price)0.32%
ADV of underlying (mns)$42,049
Technical Indicators
Recent close$41.94
30d moving avg.$43.27
Annualized volatility17.2%
Relative strength (RSI)46
Short interest (ETF)0.2%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: CIL vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.0 12.2 1.3 4.0% --
Based on closing prices from 12/23/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
CIL



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™

CIL

7.1%

Cat. Avg

7.5%


ALTAR Score™ Calculation

Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™ of 7.5% and a standard deviation of 2.7%. CIL's ALTAR Score™ is approximately 0.2 standard deviations below the category average. This places CIL in the 44th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

CIL
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Passive
International Equity ETFs
# of ETFs 77
Avg. Expense Ratio 38.8 bp
Std. Deviation 21.2 bp
CIL (45 bp) Percentile rank 62
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
CIL 45.0 32.3 77.3
Peer Avg. 26.6 13.3 39.9
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .