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Capital Group International Equity ETF (CGIE) Sharpe Ratio: 0.86

ETF · Currency in USD · Last updated Jun 24, 2026

The ETF primarily invests in foreign stocks with growth potential and dividend-paying issuers outside the US, maintaining at least 80% of its assets in international equities.

CGIE's Sharpe Ratio of 0.86 indicates that for each unit of volatility, it generates 0.86 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 24, 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.

CGIE Sharpe Ratio Rank

CGIE Sharpe Ratio Rank: 25.025
Below Average

CGIE ranks above 25.0% 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

CGIE Sharpe Ratio Market Positioning

The chart shows CGIE'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%): 0.84 or lower
  • Yellow zone (middle 50%): 0.84 to 2.15
  • Green zone (top 25%): 2.15 or higher
  • Top 1%: 6.97+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares Capital Group International Equity ETF's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how CGIE'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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
KEMXKraneShares MSCI Emerging Markets ex China Index ETF2.84
PATNPacer Nasdaq International Patent Leaders ETF2.75
JIVEJpmorgan International Value ETF2.70
VIDIVident International Equity Fund2.65
GMOIGMO International Value ETF2.64
DBAWXtrackers MSCI All World ex US Hedged Equity ETF2.55
HAWXiShares Currency Hedged MSCI ACWI ex U.S. ETF2.53
JHIDJohn Hancock International High Dividend ETF2.50
FNDFSchwab Fundamental International Equity ETF2.43
EFASGlobal X MSCI SuperDividend® EAFE ETF2.42
CGIECapital Group International Equity ETF0.86

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CGIE'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 CGIE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does CGIE fit in your portfolio?

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

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