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Capital Group Multi-Sector Income Select ETF (Cana...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Oct 22, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Capital Group Multi-Sector Income Select ETF (Canada), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

CAPM.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) has returned -0.96% so far this year and 4.33% over the past 12 months.


Capital Group Multi-Sector Income Select ETF (Canada)

1D
0.33%
1M
-1.81%
YTD
-0.96%
6M
-0.25%
1Y
4.33%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 24, 2024, CAPM.TO's average daily return is +0.02%, while the average monthly return is +0.31%. At this rate, your investment would double in approximately 18.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Jun 2025 with a return of +2.0%, while the worst month was Mar 2026 at -1.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, CAPM.TO closed higher 49% of trading days. The best single day was Apr 29, 2025 with a return of +0.7%, while the worst single day was Apr 7, 2025 at -1.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.10%0.77%-1.81%-0.96%
20250.98%1.07%-0.72%-0.60%0.86%1.97%0.46%1.03%0.79%0.27%0.45%0.00%6.74%
2024-0.12%0.90%-0.86%-0.10%

Benchmark Metrics

Capital Group Multi-Sector Income Select ETF (Canada) has an annualized alpha of 3.49%, beta of 0.04, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since October 25, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (16.99%) than losses (4.83%) — typical of diversified or defensive assets.
  • Beta of 0.04 may look defensive, but with R² of 0.03 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.03 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.49%
Beta
0.04
0.03
Upside Capture
16.99%
Downside Capture
4.83%

Expense Ratio

CAPM.TO has an expense ratio of 0.42%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CAPM.TO ranks 60 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


CAPM.TO Risk / Return Rank: 6060
Overall Rank
CAPM.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CAPM.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
CAPM.TO Omega Ratio Rank: 7070
Omega Ratio Rank
CAPM.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
CAPM.TO Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) and compare them to a chosen benchmark (S&P 500 Index).


CAPM.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.69

+0.54

Sortino ratio

Return per unit of downside risk

1.62

1.06

+0.56

Omega ratio

Gain probability vs. loss probability

1.27

1.17

+0.10

Calmar ratio

Return relative to maximum drawdown

1.26

1.14

+0.12

Martin ratio

Return relative to average drawdown

5.30

4.22

+1.09

Explore CAPM.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Capital Group Multi-Sector Income Select ETF (Canada) provided a 5.35% dividend yield over the last twelve months, with an annual payout of CA$1.31 per share.


1.00%2.00%3.00%4.00%5.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.20CA$1.4020242025
Dividends
Dividend Yield
PeriodTTM20252024
DividendCA$1.31CA$1.34CA$0.26

Dividend yield

5.35%5.35%1.04%

Monthly Dividends

The table displays the monthly dividend distributions for Capital Group Multi-Sector Income Select ETF (Canada). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.12CA$0.10CA$0.11CA$0.32
2025CA$0.13CA$0.11CA$0.12CA$0.08CA$0.06CA$0.09CA$0.15CA$0.12CA$0.11CA$0.14CA$0.12CA$0.12CA$1.34
2024CA$0.11CA$0.14CA$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Capital Group Multi-Sector Income Select ETF (Canada). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Capital Group Multi-Sector Income Select ETF (Canada) was 4.18%, occurring on Apr 9, 2025. Recovery took 43 trading sessions.

The current Capital Group Multi-Sector Income Select ETF (Canada) drawdown is 1.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.18%Mar 4, 202527Apr 9, 202543Jun 11, 202570
-2.5%Feb 24, 202624Mar 27, 2026
-2.24%Dec 10, 202423Jan 14, 202529Feb 25, 202552
-1.23%Oct 29, 202515Nov 18, 202533Jan 7, 202648
-0.75%Jan 20, 20261Jan 20, 202616Feb 11, 202617

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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