BAI vs. CGUS

Last updated Jun 9, 2026

BAI (iShares A.I. Innovation and Tech Active ETF) and CGUS (Capital Group Core Equity ETF) are both exchange-traded funds - BAI is a Technology Equities fund actively managed by iShares, while CGUS is a Large Cap Blend Equities fund actively managed by Capital Group. Both are actively managed. Over the past year, BAI returned 81.63% vs 22.23% for CGUS. A 0.79 correlation means they provide meaningful diversification when combined. BAI charges 0.55%/yr vs 0.33%/yr for CGUS.

Performance

BAI vs. CGUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares A.I. Innovation and Tech Active ETF (BAI) and Capital Group Core Equity ETF (CGUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BAI achieves a 43.66% return, which is significantly higher than CGUS's 8.01% return.

BAI

• 1D: 5.03%
• 1M: 1.83%
• YTD: 43.66%
• 6M: 37.39%
• 1Y: 81.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CGUS

• 1D: 0.44%
• 1M: 0.49%
• YTD: 8.01%
• 6M: 8.35%
• 1Y: 22.23%
• 3Y*: 21.63%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAI vs. CGUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BAI iShares A.I. Innovation and Tech Active ETF	43.66%	25.22%	8.89%
CGUS Capital Group Core Equity ETF	8.01%	16.21%	0.88%

Correlation

The correlation between BAI and CGUS is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024	0.79

The correlation between BAI and CGUS has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

BAI vs. CGUS - Sectors Allocation Comparison

Sectors	BAI	CGUS
Technology	83.2%	38.4%
Communication Services	6.8%	9.9%
Industrials	6.7%	9.6%
Consumer Cyclical	2.6%	9.8%
Healthcare	0.7%	8.3%
Basic Materials	-	2.5%
Consumer Defensive	-	3.3%
Energy	-	3.7%
Financial Services	-	10.8%
Real Estate	-	2.1%
Utilities	-	1.7%

Return for Risk

BAI vs. CGUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAI

BAI Risk / Return Rank: 78
BAI Sharpe Ratio Rank: 82
BAI Sortino Ratio Rank: 67
BAI Omega Ratio Rank: 71
BAI Calmar Ratio Rank: 90
BAI Martin Ratio Rank: 78

CGUS

CGUS Risk / Return Rank: 58
CGUS Sharpe Ratio Rank: 58
CGUS Sortino Ratio Rank: 55
CGUS Omega Ratio Rank: 58
CGUS Calmar Ratio Rank: 52
CGUS Martin Ratio Rank: 65

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.

BAI vs. CGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares A.I. Innovation and Tech Active ETF (BAI) and Capital Group Core Equity ETF (CGUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BAI	CGUS	Difference
Sharpe ratio: Return per unit of total volatility	2.39	1.77	+0.62
Sortino ratio: Return per unit of downside risk	2.76	2.39	+0.36
Omega ratio: Gain probability vs. loss probability	1.38	1.32	+0.06
Calmar ratio: Return relative to maximum drawdown	5.06	2.33	+2.73
Martin ratio: Return relative to average drawdown	13.64	10.76	+2.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAI vs. CGUS - Sharpe Ratio Comparison

The current BAI Sharpe Ratio is 2.39, which is higher than the CGUS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of BAI and CGUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BAI	CGUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	1.77	+0.62
Sharpe Ratio (All Time) Calculated using the full available price history	1.42	0.94	+0.48

Drawdowns

BAI vs. CGUS - Drawdown Comparison

The maximum BAI drawdown since its inception was -34.09%, which is greater than CGUS's maximum drawdown of -21.86%. Use the drawdown chart below to compare losses from any high point for BAI and CGUS.

Drawdown Indicators

	BAI	CGUS	Difference
Max Drawdown Largest peak-to-trough decline	-34.09%	-21.86%	-12.23%
Max Drawdown (1Y) Largest decline over 1 year	-16.22%	-9.59%	-6.63%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.06%	—
Current Drawdown Current decline from peak	-7.86%	-2.47%	-5.39%
Average Drawdown Average peak-to-trough decline	-6.94%	-4.64%	-2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.01%	2.07%	+3.94%

Volatility

BAI vs. CGUS - Volatility Comparison

iShares A.I. Innovation and Tech Active ETF (BAI) has a higher volatility of 16.22% compared to Capital Group Core Equity ETF (CGUS) at 3.86%. This indicates that BAI's price experiences larger fluctuations and is considered to be riskier than CGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAI	CGUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.22%	3.86%	+12.36%
Volatility (6M) Calculated over the trailing 6-month period	28.73%	9.89%	+18.84%
Volatility (1Y) Calculated over the trailing 1-year period	34.44%	12.65%	+21.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.07%	16.41%	+19.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.07%	16.41%	+19.66%

BAI vs. CGUS - Expense Ratio Comparison

BAI has a 0.55% expense ratio, which is higher than CGUS's 0.33% expense ratio.

Dividends

BAI vs. CGUS - Dividend Comparison

BAI's dividend yield for the trailing twelve months is around 1.25%, more than CGUS's 0.89% yield.

Position	TTM	2025	2024	2023	2022
BAI iShares A.I. Innovation and Tech Active ETF	1.25%	1.80%	0.00%	0.00%	0.00%
CGUS Capital Group Core Equity ETF	0.89%	0.95%	1.02%	1.22%	1.10%

Frequently Asked Questions

Can I hold both BAI and CGUS in my portfolio?

BAI and CGUS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BAI or CGUS?

BAI has higher volatility (16.22%) compared to CGUS (3.86%). In terms of maximum drawdown, BAI dropped -34.09% vs CGUS's -21.86%.

Which ETF is better, BAI or CGUS?

On 1-year performance, BAI leads with 81.63% vs 22.23% for CGUS. On fees, CGUS is cheaper at 0.33% per year. On volatility, CGUS has been the lower-risk option at 3.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAI or CGUS?

Over the 1-year period, BAI has performed better with a 81.63% return vs 22.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAI or CGUS?

CGUS is cheaper with a 0.33% expense ratio, compared with 0.55% for BAI.

Which ETF pays a higher dividend yield, BAI or CGUS?

BAI has the higher dividend yield at 1.25%, compared with 0.89% for CGUS.

What is the main difference between BAI and CGUS?

BAI is categorized as Technology Equities, while CGUS is Large Cap Blend Equities. They also come from different issuers: iShares and Capital Group. Their fees differ too: 0.55% for BAI and 0.33% for CGUS.

Which has better risk-adjusted returns?

BAI currently has the higher Sharpe Ratio (2.39 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.