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CGGE vs. JGLO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGGE vs. JGLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Global Equity ETF (CGGE) and Jpmorgan Global Select Equity ETF (JGLO). The values are adjusted to include any dividend payments, if applicable.

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CGGE vs. JGLO - Yearly Performance Comparison


2026 (YTD)20252024
CGGE
Capital Group Global Equity ETF
-3.57%24.50%2.30%
JGLO
Jpmorgan Global Select Equity ETF
-3.55%14.07%1.45%

Returns By Period

The year-to-date returns for both investments are quite close, with CGGE having a -3.57% return and JGLO slightly higher at -3.55%.


CGGE

1D
3.39%
1M
-7.29%
YTD
-3.57%
6M
-0.55%
1Y
18.41%
3Y*
5Y*
10Y*

JGLO

1D
2.85%
1M
-5.54%
YTD
-3.55%
6M
-2.52%
1Y
12.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGGE vs. JGLO - Expense Ratio Comparison

Both CGGE and JGLO have an expense ratio of 0.47%.


Return for Risk

CGGE vs. JGLO — Risk / Return Rank

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

CGGE
CGGE Risk / Return Rank: 6464
Overall Rank
CGGE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CGGE Sortino Ratio Rank: 6363
Sortino Ratio Rank
CGGE Omega Ratio Rank: 6161
Omega Ratio Rank
CGGE Calmar Ratio Rank: 6565
Calmar Ratio Rank
CGGE Martin Ratio Rank: 6868
Martin Ratio Rank

JGLO
JGLO Risk / Return Rank: 4444
Overall Rank
JGLO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 4343
Sortino Ratio Rank
JGLO Omega Ratio Rank: 4343
Omega Ratio Rank
JGLO Calmar Ratio Rank: 4343
Calmar Ratio Rank
JGLO Martin Ratio Rank: 4848
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.

CGGE vs. JGLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Equity ETF (CGGE) and Jpmorgan Global Select Equity ETF (JGLO). 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.


CGGEJGLODifference

Sharpe ratio

Return per unit of total volatility

1.09

0.72

+0.36

Sortino ratio

Return per unit of downside risk

1.61

1.15

+0.46

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratio

Return relative to maximum drawdown

1.65

1.07

+0.58

Martin ratio

Return relative to average drawdown

6.98

4.46

+2.52

CGGE vs. JGLO - Sharpe Ratio Comparison

The current CGGE Sharpe Ratio is 1.09, which is higher than the JGLO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of CGGE and JGLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CGGEJGLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.72

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.98

-0.16

Correlation

The correlation between CGGE and JGLO is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CGGE vs. JGLO - Dividend Comparison

CGGE's dividend yield for the trailing twelve months is around 0.42%, less than JGLO's 1.25% yield.


TTM202520242023
CGGE
Capital Group Global Equity ETF
0.42%0.40%0.35%0.00%
JGLO
Jpmorgan Global Select Equity ETF
1.25%1.20%2.00%0.32%

Drawdowns

CGGE vs. JGLO - Drawdown Comparison

The maximum CGGE drawdown since its inception was -14.44%, smaller than the maximum JGLO drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for CGGE and JGLO.


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Drawdown Indicators


CGGEJGLODifference

Max Drawdown

Largest peak-to-trough decline

-14.44%

-16.12%

+1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-11.28%

+0.25%

Current Drawdown

Current decline from peak

-7.91%

-6.76%

-1.15%

Average Drawdown

Average peak-to-trough decline

-1.80%

-1.92%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.70%

-0.10%

Volatility

CGGE vs. JGLO - Volatility Comparison

Capital Group Global Equity ETF (CGGE) has a higher volatility of 6.81% compared to Jpmorgan Global Select Equity ETF (JGLO) at 5.68%. This indicates that CGGE's price experiences larger fluctuations and is considered to be riskier than JGLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGEJGLODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

5.68%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

9.02%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

16.76%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

14.18%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

14.18%

+1.09%