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CGDG vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGDG vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Growers ETF (CGDG) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGDG achieves a 10.05% return, which is significantly lower than GSG's 32.05% return.


CGDG

1D
0.94%
1M
2.09%
6M
7.43%
YTD
10.05%
1Y
18.16%
3Y*
5Y*
10Y*
ALL TIME*
19.45%

GSG

1D
-2.34%
1M
7.33%
6M
21.51%
YTD
32.05%
1Y
36.06%
3Y*
12.37%
5Y*
13.92%
10Y*
7.99%
ALL TIME*
-2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$21.91M$21.23M$23.24M
$18.82M$16.77M$25.29M

CGDG vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023
CGDG
Capital Group Dividend Growers ETF
10.05%22.74%11.52%10.17%
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.05%5.93%8.52%-12.13%

Correlation

The correlation between CGDG and GSG is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.17

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2023

0.02

The correlation between CGDG and GSG shifts across timeframes, from -0.17 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CGDG vs. GSG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CGDG
CGDG Risk / Return Rank: 6464
Overall Rank
CGDG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CGDG Sortino Ratio Rank: 6464
Sortino Ratio Rank
CGDG Omega Ratio Rank: 6262
Omega Ratio Rank
CGDG Calmar Ratio Rank: 5959
Calmar Ratio Rank
CGDG Martin Ratio Rank: 6868
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5050
Overall Rank
GSG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5151
Sortino Ratio Rank
GSG Omega Ratio Rank: 5252
Omega Ratio Rank
GSG Calmar Ratio Rank: 4848
Calmar Ratio Rank
GSG Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CGDG vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Growers ETF (CGDG) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


CGDGGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.36

1.93

+0.44

Martin ratioReturn relative to average drawdown

9.30

6.13

+3.16

CGDG vs. GSG - Sharpe Ratio Comparison

The current CGDG Sharpe Ratio is 1.70, which is comparable to the GSG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of CGDG and GSG, 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

CGDG vs. GSG - Drawdown Comparison

The maximum CGDG drawdown since its inception was -10.52%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for CGDG and GSG.


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Drawdown Indicators


CGDGGSGDifference

Max Drawdown

Largest peak-to-trough decline

-10.52%

-89.62%

+79.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-18.81%

+11.09%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

0.00%

-60.13%

+60.13%

Average Drawdown

Average peak-to-trough decline

-1.28%

-63.67%

+62.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

5.90%

-3.94%

Volatility

CGDG vs. GSG - Volatility Comparison

The current volatility for Capital Group Dividend Growers ETF (CGDG) is 2.44%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 9.06%. This indicates that CGDG experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGDGGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

9.06%

-6.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

22.00%

-13.50%

Volatility (1Y)

Calculated over the trailing 1-year period

10.81%

24.45%

-13.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.04%

22.90%

-10.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.04%

22.09%

-10.05%

CGDG vs. GSG - Expense Ratio Comparison

CGDG has a 0.47% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

CGDG vs. GSG - Dividend Comparison

CGDG's dividend yield for the trailing twelve months is around 2.22%, while GSG has not paid dividends to shareholders.


PositionTTM202520242023
CGDG
Capital Group Dividend Growers ETF
2.22%1.95%2.15%0.39%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CGDG and GSG have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (9.06%) compared to CGDG (2.44%). In terms of maximum drawdown, CGDG dropped -10.52% vs GSG's -89.62%.

On 1-year performance, GSG leads with 36.06% vs 18.16% for CGDG. On fees, CGDG is cheaper at 0.47% per year. On volatility, CGDG has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GSG has performed better with a 36.06% return vs 18.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CGDG is cheaper with a 0.47% expense ratio, compared with 0.75% for GSG.

CGDG has the higher dividend yield at 2.22%, compared with 0.00% for GSG.

CGDG is categorized as Global Equities, while GSG is Commodities. They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.47% for CGDG and 0.75% for GSG.

CGDG currently has the higher Sharpe Ratio (1.70 vs 1.48), 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.

Portfolio Optimizer

Find the right allocation for CGDG and GSG

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