CGGO vs. ACWI

In the year-to-date period, CGGO achieves a 3.35% return, which is significantly lower than ACWI's 4.50% return.

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CGGO has a 0.47% expense ratio, which is higher than ACWI's 0.32% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and iShares MSCI ACWI ETF (ACWI). 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.

The current CGGO Sharpe Ratio is 0.24, which is lower than the ACWI Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of CGGO and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CGGO's dividend yield for the trailing twelve months is around 1.07%, less than ACWI's 1.63% yield.

The maximum CGGO drawdown since its inception was -24.90%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for CGGO and ACWI. For additional features, visit the drawdowns tool.

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 5.11% compared to iShares MSCI ACWI ETF (ACWI) at 4.78%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.