BME.L vs. CGDV
Compare and contrast key facts about B&M European Value Retail SA (BME.L) and Capital Group Dividend Value ETF (CGDV).
CGDV is an actively managed fund by Capital Group. It was launched on Feb 22, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BME.L or CGDV.
Key characteristics
| BME.L | CGDV | |
|---|---|---|
| YTD Return | -27.44% | 25.31% |
| 1Y Return | -21.67% | 38.39% |
| Sharpe Ratio | -0.94 | 3.52 |
| Sortino Ratio | -1.26 | 4.86 |
| Omega Ratio | 0.85 | 1.65 |
| Calmar Ratio | -0.67 | 7.82 |
| Martin Ratio | -1.25 | 30.74 |
| Ulcer Index | 18.22% | 1.32% |
| Daily Std Dev | 24.07% | 11.45% |
| Max Drawdown | -52.10% | -21.82% |
| Current Drawdown | -33.63% | -0.38% |
Correlation
The correlation between BME.L and CGDV is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BME.L vs. CGDV - Performance Comparison
In the year-to-date period, BME.L achieves a -27.44% return, which is significantly lower than CGDV's 25.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BME.L vs. CGDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for B&M European Value Retail SA (BME.L) and Capital Group Dividend Value ETF (CGDV). 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.
Dividends
BME.L vs. CGDV - Dividend Comparison
BME.L's dividend yield for the trailing twelve months is around 9.06%, more than CGDV's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BME.L B&M European Value Retail SA | 9.06% | 6.19% | 4.01% | 9.94% | 9.63% | 1.86% | 2.66% | 1.49% | 5.43% | 1.44% | 31.58% |
CGDV Capital Group Dividend Value ETF | 1.48% | 1.66% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BME.L vs. CGDV - Drawdown Comparison
The maximum BME.L drawdown since its inception was -52.10%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for BME.L and CGDV. For additional features, visit the drawdowns tool.
Volatility
BME.L vs. CGDV - Volatility Comparison
B&M European Value Retail SA (BME.L) has a higher volatility of 6.85% compared to Capital Group Dividend Value ETF (CGDV) at 3.29%. This indicates that BME.L's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.