See what your fund actually adds
VictoryShares US Large Cap High Div Volatility Wtd ETF CDL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CDL | Replication |
|---|---|---|
| Annualized growth | 9.1% | 8.7% |
| Annualized volatility | 13.9% | 13.2% |
| Sharpe ratio | 0.70 | 0.70 |
| Maximum drawdown | 15.8% | 14.8% |
| Replication fit (R²) | 0.94 · Tracking error 3.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model CDL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 47.4% |
| XLU | Sector · Utilities | 23.0% |
| VOE | Mid-Cap · Value | 17.2% |
| XLP | Sector · Cons Staples | 12.5% |