CIZ
VictoryShares Developed Enhanced Volatility Wtd ETF
Compass EMP Developed 500 Enhanced Volatility Weighted Index ETF is an exchange traded fund incorporated in the USA. The Fund seeks to provide investment results that match the performance of the CEMP International 500 Long/Cash Volatility Weighted Index before fees and expenses.
International
EQUITY
Rules-Based
MANAGEMENT STYLE
1.5 M
ASSETS UNDER MGMT
51 bp
EXPENSES
Fund Basics
| Fund sponsor | Compass Efficient Model Portfo |
| Category | International |
| Asset class | Equity |
| Website | link... |
| Inception date | Sep 30, 2014 |
| Assets (mns) | $2 |
| Expense ratio | 51 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Multi-Factor |
| Weighting | Technical |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| ROYAL KPN NV | 0.5 % |
| DEUTSCHE TELEKOM AG | 0.4 % |
| LONDON STOCK EXCHANGE GROUP | 0.4 % |
| OVERSEA-CHINESE BANKING CORP | 0.4 % |
| UNILEVER PLC | 0.4 % |
| DBS GROUP HOLDINGS LTD | 0.4 % |
| ZURICH FINANCIAL SERVICES AG | 0.4 % |
| UNITED OVERSEAS BANK LTD | 0.4 % |
| SWISSCOM AG | 0.4 % |
| ASSICURAZIONI GENERALI | 0.4 % |
Constituent Breakdown
| Number of holdings | 507 |
| Herfindahl-Hirschman Index | 22 |
| Wgt avg mkt cap (mns) | $42,121 |
| Large cap (>$10bn) | 92.2% |
| Mid cap ($2-10bn) | 7.4% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 97.5% |
| Emerging mkts. | 2.6% |
Country Exposure
 |
JAPAN | 19.2 % |
 |
CANADA | 10.9 % |
 |
BRITAIN | 9.5 % |
 |
FRANCE | 8.3 % |
 |
SWITZERLAND | 6.8 % |
 |
AUSTRALIA | 6.3 % |
 |
GERMANY | 5.7 % |
 |
SWEDEN | 4.6 % |
 |
NETHERLANDS | 4.1 % |
 |
ITALY | 3.7 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | -92.9% | -92.4% | -72.5% | -59.6% | -40.5% | -- | -23.6% | Volatility | 103.5% | 94.7% | 67.4% | 55.7% | 45.3% | 33.3% | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.67 | 4% |
| MSCI EAFE | 1.12 | 13% |
| MSCI Emg Mkts | 0.78 | 6% |
Liquidity Measures
| Avg. volume (000) | 236 |
| Turnover | 31.5% |
| Avg. Bid/Ask (% of price) | 0.30% |
| ADV of underlying (mns) | $62,004 |
Technical Indicators
| Recent close | $2.00 |
| 30d moving avg. | $26.45 |
| Annualized volatility | 55.4% |
| Relative strength (RSI) | 8 |
| Short interest (ETF) | 0.0% |
| 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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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. CIZ |
Expenses vs. CIZ |
ALTAR Score™ vs. CIZ |
|---|---|---|---|---|
| CIL | VictoryShares International Volatility Wtd ETF | 97.6% | -6 bp | -0.1% |
| TPIF | Timothy Plan International ETF | 71.1% | +11 bp | -0.4% |
| GSIE | Goldman Sachs ActiveBeta International Equity ETF | 53.4% | -26 bp | +0.1% |
| BKIE | BNY Mellon International Equity ETF | 53.4% | -47 bp | -0.1% |
| HFXI | IQ FTSE International Equity Currency Neutral ETF | 52.4% | -31 bp | -0.1% |
| DBEF | Xtrackers MSCI EAFE Hedged Equity ETF | 50.5% | -15 bp | -0.6% |
| EFA | iShares MSCI EAFE ETF | 50.3% | -16 bp | -0.2% |
| JHMD | John Hancock Multifactor Developed International ETF | 50.1% | -12 bp | +0.6% |
| GSID | Goldman Sachs MarketBeta International Equity ETF | 49.2% | -31 bp | -0.2% |
| IQIN | IQ 500 International ETF | 48.5% | -26 bp | +2.1% |
Risk and Returns: CIZ vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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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 | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
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 | --% |
Based on closing prices from 10/31/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
CIZ
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™
CIZ
7.1%
Cat. Avg
7.3%
ALTAR Score™ Calculation
Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™
of 7.3% and a standard deviation of
2.6%. CIZ's ALTAR Score™ is approximately
0.1 standard deviations
below
the category average. This places CIZ in the 47th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
CIZSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based International Equity ETFs |
| # of ETFs | 152 |
| Avg. Expense Ratio | 42.9 bp |
| Std. Deviation | 24.3 bp |
| CIZ (51 bp) Percentile rank | 63 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| CIZ | 51.0 | 30.2 | 81.2 |
| Peer Avg. | 35.0 | 18.4 | 53.5 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .