Shooting video in bright sunlight makes it almost impossible to achieve a cinematic look with a shallow depth of field. If you don't put a ND filter in front of your wide open lens when shooting video at a slow shutter speed the image will get to bright (overexposed). To avoid this you can choose higher f-stop values which will brighten down the image but also destroy your shallow depth of field as you can see in the stills below.
So if you want to shoot videos with a shallow depth of field at slower shutter speeds (which you definitely should do) you have to use ND filters or a ND fader when the lighting is to bright. If you don't want to change filters all the time get a ND fader - it works really great for shooting videos and adjusting it is also really easy and fast. Here are two videos to show the difference when shooting video with a ND fader and without one in bright sunlight.