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CGCP vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGCP vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Plus Income ETF (CGCP) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGCP achieves a 0.38% return, which is significantly higher than IEI's -0.55% return.


CGCP

1D
-0.27%
1M
0.45%
YTD
0.38%
6M
0.50%
1Y
4.94%
3Y*
5.14%
5Y*
10Y*

IEI

1D
-0.23%
1M
0.13%
YTD
-0.55%
6M
-0.46%
1Y
2.63%
3Y*
3.62%
5Y*
0.28%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGCP vs. IEI - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGCP
Capital Group Core Plus Income ETF
0.38%7.35%2.95%7.17%-9.68%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.55%6.96%1.81%4.42%-7.03%

Correlation

The correlation between CGCP and IEI is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.89

The correlation between CGCP and IEI has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

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Return for Risk

CGCP vs. IEI — Risk / Return Rank

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

CGCP
CGCP Risk / Return Rank: 3939
Overall Rank
CGCP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CGCP Sortino Ratio Rank: 4040
Sortino Ratio Rank
CGCP Omega Ratio Rank: 3838
Omega Ratio Rank
CGCP Calmar Ratio Rank: 3939
Calmar Ratio Rank
CGCP Martin Ratio Rank: 3939
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2323
Overall Rank
IEI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 2424
Sortino Ratio Rank
IEI Omega Ratio Rank: 2222
Omega Ratio Rank
IEI Calmar Ratio Rank: 2323
Calmar Ratio Rank
IEI Martin Ratio Rank: 2323
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.

CGCP vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Plus Income ETF (CGCP) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CGCPIEIDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.24

1.15

+0.09

Calmar ratioReturn relative to maximum drawdown

1.92

1.06

+0.86

Martin ratioReturn relative to average drawdown

6.06

2.85

+3.21

CGCP vs. IEI - Sharpe Ratio Comparison

The current CGCP Sharpe Ratio is 1.35, which is higher than the IEI Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of CGCP and IEI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CGCP vs. IEI - Drawdown Comparison

The maximum CGCP drawdown since its inception was -15.06%, roughly equal to the maximum IEI drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for CGCP and IEI.


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Drawdown Indicators


CGCPIEIDifference

Max Drawdown

Largest peak-to-trough decline

-15.06%

-14.60%

-0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

-2.50%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-5.37%

-3.66%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

Current Drawdown

Current decline from peak

-1.12%

-1.98%

+0.86%

Average Drawdown

Average peak-to-trough decline

-4.88%

-2.67%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.92%

-0.10%

Volatility

CGCP vs. IEI - Volatility Comparison

Capital Group Core Plus Income ETF (CGCP) has a higher volatility of 1.12% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 0.97%. This indicates that CGCP's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGCPIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

0.97%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

2.26%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

3.04%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

4.78%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.34%

3.94%

+2.40%

CGCP vs. IEI - Expense Ratio Comparison

CGCP has a 0.34% expense ratio, which is higher than IEI's 0.15% expense ratio.


Dividends

CGCP vs. IEI - Dividend Comparison

CGCP's dividend yield for the trailing twelve months is around 5.16%, more than IEI's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
CGCP
Capital Group Core Plus Income ETF
5.16%5.10%5.17%4.98%2.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEI
iShares 3-7 Year Treasury Bond ETF
3.65%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

Frequently Asked Questions


CGCP and IEI have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGCP has higher volatility (1.12%) compared to IEI (0.97%). In terms of maximum drawdown, CGCP dropped -15.06% vs IEI's -14.60%.

On 3-year performance, CGCP leads with 5.14% vs 3.62% for IEI. On fees, IEI is cheaper at 0.15% per year. On volatility, IEI has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CGCP has performed better with a 5.14% return vs 3.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEI is cheaper with a 0.15% expense ratio, compared with 0.34% for CGCP.

CGCP has the higher dividend yield at 5.16%, compared with 3.65% for IEI.

CGCP is categorized as Intermediate Core-Plus Bond, while IEI is Government Bonds. They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.34% for CGCP and 0.15% for IEI.

CGCP currently has the higher Sharpe Ratio (1.35 vs 0.87), 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.

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Find the right allocation for CGCP and IEI

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