VictoryShares US EQ Income Enhanced Volatility Wtd ETF

10-Year Study

CDC.US · · US · ETF

Executive Summary: VictoryShares US EQ Income Enhanced Volatility Wtd ETF has compounded at 10.1% annually over the last 10 years, with a maximum drawdown of 18.7% and an annualized volatility of 12.3%.

1Y CAGR
+19.8%
3Y CAGR
+12.3%
5Y CAGR
+5.3%
10Y CAGR
+10.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +33.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.35.6-3.21.1————————9.8%
20252.83.3-0.6-4.80.91.81.63.00.9-2.03.2-1.39.0%
2024-1.31.36.0-2.63.5-1.75.93.71.9-0.75.1-6.814.5%
20234.8-4.0-2.50.5-5.91.51.5-3.0-0.5-0.42.01.5-5.0%
20220.6-0.63.7-3.13.5-7.72.0-1.4-10.06.33.2-3.4-7.9%
2021-0.46.49.74.02.4-2.21.42.3-3.23.9-2.07.333.0%
2020-3.3-11.2-1.011.02.1-0.22.42.0-2.00.510.23.512.9%
20192.23.10.43.2-6.46.71.0-2.54.50.72.83.019.6%
20183.0-4.70.00.70.71.62.71.2-1.0-4.54.0-9.0-6.0%
20170.53.70.00.51.10.41.00.11.91.44.00.215.8%
2016———-0.31.21.63.40.3-0.0-0.73.82.111.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 83.0% of variance. Idiosyncratic stock-specific factors contribute 7.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019967.070987979276
2016-05-0110087.241913876293
2016-06-0110246.804215784869
2016-07-0110596.06231461547
2016-08-0110626.014282550528
2016-09-0110621.948075994496
2016-10-0110542.947491477304
2016-11-0110941.036374395968
2016-12-0111172.919064336826
2017-01-0111233.294970610765
2017-02-0111652.767743364277
2017-03-0111654.002127497359
2017-04-0111706.499758568987
2017-05-0111831.245166841538
2017-06-0111883.307132925016
2017-07-0112000.537320152047
2017-08-0112010.702836542127
2017-09-0112242.803358977057
2017-10-0112411.260487726953
2017-11-0112908.499460864577
2017-12-0112935.438079298288
2018-01-0113320.02134758442
2018-02-0112693.970759618212
2018-03-0112697.238247029307
2018-04-0112785.424101713252
2018-05-0112876.369167988789
2018-06-0113078.626638735699
2018-07-0113427.485377993835
2018-08-0113588.499896529565
2018-09-0113458.744340893332
2018-10-0112852.952174875925
2018-11-0113365.003757610522
2018-12-0112162.7136119895
2019-01-0112424.72979694381
2019-02-0112813.633409695723
2019-03-0112868.236754876725
2019-04-0113284.296818556424
2019-05-0112429.231668487988
2019-06-0113266.797608199215
2019-07-0113401.527005783453
2019-08-0113065.520383675634
2019-09-0113651.743930642133
2019-10-0113744.613183948648
2019-11-0114130.358225536504
2019-12-0114551.900406983708
2020-01-0114073.8669987402
2020-02-0112497.231712054487
2020-03-0112366.967880598748
2020-04-0113732.051510123767
2020-05-0114017.775131516368
2020-06-0113992.978532607709
2020-07-0114334.394661651677
2020-08-0114618.557150170092
2020-09-0114330.328455095647
2020-10-0114401.30554274781
2020-11-0115873.63537018817
2020-12-0116425.768131832225
2021-01-0116360.636216104354
2021-02-0117410.44361587418
2021-03-0119107.177217625554
2021-04-0119875.726562131273
2021-05-0120361.892383486847
2021-06-0119922.596853772677
2021-07-0120197.79190461841
2021-08-0120661.884033241236
2021-09-0120000.90763539197
2021-10-0120773.63210270076
2021-11-0120365.95859004288
2021-12-0121854.00866247218
2022-01-0121992.767961196772
2022-02-0121862.64935140375
2022-03-0122676.90721424915
2022-04-0121979.589095305346
2022-05-0122748.356272305136
2022-06-0121002.210999814844
2022-07-0121430.723821072388
2022-08-0121120.239906186805
2022-09-0119005.52205372475
2022-10-0120200.260672884575
2022-11-0120849.51042146957
2022-12-0120136.944027940648
2023-01-0121106.98842946402
2023-02-0120259.728943766542
2023-03-0119748.403469345525
2023-04-0119855.286613104076
2023-05-0118674.924938553082
2023-06-0118953.64161471967
2023-07-0119231.523266325636
2023-08-0118661.673461830298
2023-09-0118570.87361721748
2023-10-0118489.15012652437
2023-11-0118851.732312909116
2023-12-0119133.026673588898
2024-01-0118884.84285200823
2024-02-0119127.762388315463
2024-03-0120281.947858162002
2024-04-0119760.420561935225
2024-05-0120452.111341448803
2024-06-0120107.39141957806
2024-07-0121302.747230804416
2024-08-0122084.148692460454
2024-09-0122506.525898468273
2024-10-0122347.54448321056
2024-11-0123491.05616084751
2024-12-0121903.093584469996
2025-01-0122518.179936901186
2025-02-0123262.368347486394
2025-03-0123125.642152039818
2025-04-0122019.41613630505
2025-05-0122212.197893559784
2025-06-0122620.63381994692
2025-07-0122981.14659763797
2025-08-0123673.962845037597
2025-09-0123896.878097305773
2025-10-0123429.264343362098
2025-11-0124187.030979411196
2025-12-0123866.526769798253
2026-01-0125375.561372489934
2026-02-0126793.39677099633
2026-03-0125932.595365250636
2026-04-0126213.127312201163
Annual Return Matrix
YearAnnual Return
20170.1577491973952716
2018-0.059737015675212946
20190.19643534092910375
20200.12877134067995777
20210.3304710310697938
2022-0.07856977916733798
2023-0.049854503888910884
20240.14477933670080945
20250.08964182058375503
20260.09832182809994783
Total Factor Risk
0.12275392251809875
VTI.US Exposure
-0.203906428263047
VEA.US Exposure
0.0820270187602003
VWO.US Exposure
0.03641328320450682
QQQ.US Exposure
0.046722108692194154
VTV.US Exposure
0.8296139722754584
IJR.US Exposure
-0.011239447153024851
QUAL.US Exposure
-0.04707494748283981
SHV.US Exposure
0.10674102669976583
TLT.US Exposure
-0.0115826507363844
LQD.US Exposure
0.03233732937394009
HYG.US Exposure
-0.030194053569435653
GLD.US Exposure
0.00047223622924263373
USO.US Exposure
0.0007716787768779228
VNQ.US Exposure
0.11234866242199355
BTC-USD.CC Exposure
0.012275810152701395
CPER.US Exposure
-0.008775517375207475
VIX.INDX Exposure
-0.008090134344435469
UUP.US Exposure
-0.018203879886557917
TIP.US Exposure
0.005035456423633395
Idiosyncratic Exposure
0.07430847580041806
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$215
Avg Yield on Cost
2.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$215.052.15%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is VictoryShares US EQ Income Enhanced Volatility Wtd ETF a high-risk investment?

VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC.US) has an annualized volatility of 12.3% and experienced a maximum drawdown of 18.7% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of CDC.US?

Over the past 10 years, CDC.US has generated a Compound Annual Growth Rate (CAGR) of 10.1%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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