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CGGO vs. CGDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGGO vs. CGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Global Growth Equity ETF (CGGO) and Capital Group Dividend Value ETF (CGDV). The values are adjusted to include any dividend payments, if applicable.

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CGGO vs. CGDV - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGGO
Capital Group Global Growth Equity ETF
-1.96%21.08%14.80%23.43%-13.12%
CGDV
Capital Group Dividend Value ETF
-1.69%25.50%20.10%28.81%-2.89%

Returns By Period

In the year-to-date period, CGGO achieves a -1.96% return, which is significantly lower than CGDV's -1.69% return.


CGGO

1D
1.80%
1M
-6.88%
YTD
-1.96%
6M
-0.18%
1Y
21.96%
3Y*
15.29%
5Y*
10Y*

CGDV

1D
0.59%
1M
-5.91%
YTD
-1.69%
6M
1.90%
1Y
21.40%
3Y*
21.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGGO vs. CGDV - Expense Ratio Comparison

CGGO has a 0.47% expense ratio, which is higher than CGDV's 0.33% expense ratio.


Return for Risk

CGGO vs. CGDV — Risk / Return Rank

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

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

CGDV
CGDV Risk / Return Rank: 7373
Overall Rank
CGDV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CGDV Sortino Ratio Rank: 7272
Sortino Ratio Rank
CGDV Omega Ratio Rank: 7474
Omega Ratio Rank
CGDV Calmar Ratio Rank: 7474
Calmar Ratio Rank
CGDV Martin Ratio Rank: 7676
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.

CGGO vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and Capital Group Dividend Value ETF (CGDV). 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.


CGGOCGDVDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.28

-0.14

Sortino ratio

Return per unit of downside risk

1.68

1.86

-0.18

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

1.71

1.99

-0.28

Martin ratio

Return relative to average drawdown

7.24

8.44

-1.20

CGGO vs. CGDV - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 1.14, which is comparable to the CGDV Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of CGGO and CGDV, 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


CGGOCGDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.28

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.05

-0.52

Correlation

The correlation between CGGO and CGDV is 0.87, 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

CGGO vs. CGDV - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 2.07%, more than CGDV's 1.33% yield.


TTM2025202420232022
CGGO
Capital Group Global Growth Equity ETF
2.07%2.03%1.10%0.76%0.59%
CGDV
Capital Group Dividend Value ETF
1.33%1.29%1.60%1.65%1.36%

Drawdowns

CGGO vs. CGDV - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for CGGO and CGDV.


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Drawdown Indicators


CGGOCGDVDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-21.82%

-3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-10.91%

-2.24%

Current Drawdown

Current decline from peak

-8.11%

-6.61%

-1.50%

Average Drawdown

Average peak-to-trough decline

-5.67%

-3.72%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.57%

+0.53%

Volatility

CGGO vs. CGDV - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 8.29% compared to Capital Group Dividend Value ETF (CGDV) at 5.55%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGOCGDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

5.55%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

9.27%

+3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.34%

16.76%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

15.61%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

15.61%

+2.77%