CGDV vs. BTC-USD
CGDV (Capital Group Dividend Value ETF) is Large Cap Value Equities fund actively managed by Capital Group, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 3 years, CGDV returned 24.42%/yr vs 33.75%/yr for BTC-USD. At a 0.28 correlation, their price movements are largely independent.
Performance
CGDV vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, CGDV achieves a 10.56% return, which is significantly higher than BTC-USD's -29.30% return.
CGDV
- 1D
- 0.38%
- 1M
- 1.84%
- YTD
- 10.56%
- 6M
- 11.84%
- 1Y
- 27.66%
- 3Y*
- 24.42%
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- -1.90%
- 1M
- -24.74%
- YTD
- -29.30%
- 6M
- -33.26%
- 1Y
- -43.91%
- 3Y*
- 33.75%
- 5Y*
- 11.01%
- 10Y*
- 58.73%
CGDV vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 10.56% | 25.50% | 20.10% | 28.81% | -0.44% |
BTC-USD Bitcoin | -29.30% | -6.27% | 120.76% | 155.82% | -55.64% |
Correlation
The correlation between CGDV and BTC-USD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.28 |
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Return for Risk
CGDV vs. BTC-USD — Risk / Return Rank
CGDV
BTC-USD
CGDV vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) and Bitcoin (BTC-USD). 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.
| CGDV | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.38 | ||
| Sortino ratioReturn per unit of downside risk | +4.72 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.84 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | -0.86 | +3.71 |
| Martin ratioReturn relative to average drawdown | 13.39 | -1.52 | +14.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGDV | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | -1.03 | +3.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 1.13 | +0.12 |
Drawdowns
CGDV vs. BTC-USD - Drawdown Comparison
The maximum CGDV drawdown since its inception was -21.82%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CGDV and BTC-USD.
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Drawdown Indicators
| CGDV | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.82% | -85.30% | +63.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.75% | -51.21% | +41.46% |
Max Drawdown (3Y)Largest decline over 3 years | -14.28% | -51.21% | +36.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -1.86% | -50.40% | +48.54% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -42.32% | +38.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 34.60% | -32.53% |
Volatility
CGDV vs. BTC-USD - Volatility Comparison
The current volatility for Capital Group Dividend Value ETF (CGDV) is 3.61%, while Bitcoin (BTC-USD) has a volatility of 11.29%. This indicates that CGDV experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGDV | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 11.29% | -7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 34.48% | -25.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.83% | 35.69% | -23.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 44.74% | -29.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 56.71% | -41.17% |
Frequently Asked Questions
CGDV and BTC-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.29%) compared to CGDV (3.61%). In terms of maximum drawdown, CGDV dropped -21.82% vs BTC-USD's -85.30%.
CGDV currently has the higher Sharpe Ratio (2.35 vs -1.03), 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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