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Capital Group Dividend Growers ETF (CGDG) Sharpe Ratio: 1.28

ETF · Currency in USD · Last updated Jun 25, 2026

Capital Group Dividend Growers ETF (CGDG) is an actively managed ETF seeking long-term total returns by investing primarily in dividend-paying companies around the world. The fund focuses on companies with potential for attractive current yield and long-term dividend growth, including exposure outside the United States and to emerging markets.

CGDG's Sharpe Ratio of 1.28 indicates that for each unit of volatility, it generates 1.28 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

CGDG Sharpe Ratio Rank

CGDG Sharpe Ratio Rank: 39.540
Below Average

CGDG ranks above 39.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

CGDG Sharpe Ratio Market Positioning

The chart shows CGDG's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 2.07
  • Green zone (top 25%): 2.07 or higher
  • Top 1%: 6.84+
  • Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares Capital Group Dividend Growers ETF's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how CGDG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WLDRAffinity World Leaders Equity ETF3.32
VOLTTema Electrification ETF2.97
FYLDCambria Foreign Shareholder Yield ETF2.75
GVALCambria Global Value ETF2.54
AVGVAvantis All Equity Markets Value ETF2.54
DRIVGlobal X Autonomous & Electric Vehicles ETF2.41
FWDAB Disruptors ETF2.34
AVGEAvantis All Equity Markets ETF2.32
GINXSGI Enhanced Global Income ETF2.25
IDViShares International Select Dividend ETF2.15
CGDGCapital Group Dividend Growers ETF1.28

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CGDG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CGDG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does CGDG fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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