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CGGO vs. JGLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGO vs. JGLO - Performance Comparison

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

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Returns By Period

In the year-to-date period, CGGO achieves a 18.47% return, which is significantly higher than JGLO's 3.09% return.


CGGO

1D
0.42%
1M
4.29%
YTD
18.47%
6M
17.68%
1Y
32.98%
3Y*
21.36%
5Y*
10Y*

JGLO

1D
-0.21%
1M
-1.54%
YTD
3.09%
6M
2.30%
1Y
11.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGO vs. JGLO - Yearly Performance Comparison


2026 (YTD)202520242023
CGGO
Capital Group Global Growth Equity ETF
18.47%21.08%14.80%8.45%
JGLO
Jpmorgan Global Select Equity ETF
3.09%14.07%17.00%8.01%

Correlation

The correlation between CGGO and JGLO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.91

The correlation between CGGO and JGLO has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

CGGO vs. JGLO - Sectors Allocation Comparison


Sectors
CGGO
JGLO

Technology

40.3%
31.6%

Industrials

13.6%
7.8%

Financial Services

9.7%
17.3%

Consumer Cyclical

9.2%
16.1%

Healthcare

8.6%
8.6%

Communication Services

7.1%
8.2%

Consumer Defensive

4.0%
1.3%

Basic Materials

3.2%
1.6%

Energy

1.7%
3.9%

Utilities

0.8%
2.2%

Real Estate

-

1.5%

Technology

CGGO
40.3%
JGLO
31.6%

Industrials

CGGO
13.6%
JGLO
7.8%

Financial Services

CGGO
9.7%
JGLO
17.3%

Consumer Cyclical

CGGO
9.2%
JGLO
16.1%

Healthcare

CGGO
8.6%
JGLO
8.6%

Communication Services

CGGO
7.1%
JGLO
8.2%

Consumer Defensive

CGGO
4.0%
JGLO
1.3%

Basic Materials

CGGO
3.2%
JGLO
1.6%

Energy

CGGO
1.7%
JGLO
3.9%

Utilities

CGGO
0.8%
JGLO
2.2%

Real Estate

CGGO

-

JGLO
1.5%

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Return for Risk

CGGO vs. JGLO — Risk / Return Rank

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

CGGO
CGGO Risk / Return Rank: 6060
Overall Rank
CGGO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CGGO Sortino Ratio Rank: 5656
Sortino Ratio Rank
CGGO Omega Ratio Rank: 6060
Omega Ratio Rank
CGGO Calmar Ratio Rank: 5757
Calmar Ratio Rank
CGGO Martin Ratio Rank: 6767
Martin Ratio Rank

JGLO
JGLO Risk / Return Rank: 2929
Overall Rank
JGLO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 2727
Sortino Ratio Rank
JGLO Omega Ratio Rank: 2828
Omega Ratio Rank
JGLO Calmar Ratio Rank: 2727
Calmar Ratio Rank
JGLO Martin Ratio Rank: 3636
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. JGLO - Risk-Adjusted Trends Comparison

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

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.


CGGOJGLODifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.33

1.18

+0.15

Calmar ratioReturn relative to maximum drawdown

2.52

1.24

+1.28

Martin ratioReturn relative to average drawdown

11.05

4.96

+6.10

CGGO vs. JGLO - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 1.76, which is higher than the JGLO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CGGO and JGLO, 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

CGGO vs. JGLO - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, which is greater than JGLO's maximum drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for CGGO and JGLO.


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Drawdown Indicators


CGGOJGLODifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-16.12%

-8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-9.47%

-3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

Current Drawdown

Current decline from peak

-3.62%

-2.64%

-0.98%

Average Drawdown

Average peak-to-trough decline

-5.45%

-1.88%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.36%

+0.63%

Volatility

CGGO vs. JGLO - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 9.80% compared to Jpmorgan Global Select Equity ETF (JGLO) at 4.77%. This indicates that CGGO'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


CGGOJGLODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.80%

4.77%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

16.78%

9.97%

+6.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

12.22%

+6.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

14.16%

+4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

14.16%

+4.83%

CGGO vs. JGLO - Expense Ratio Comparison

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


Dividends

CGGO vs. JGLO - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 1.71%, more than JGLO's 1.17% yield.


PositionTTM2025202420232022
CGGO
Capital Group Global Growth Equity ETF
1.71%2.03%1.10%0.76%0.59%
JGLO
Jpmorgan Global Select Equity ETF
1.17%1.20%2.00%0.32%0.00%

Frequently Asked Questions


CGGO and JGLO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGGO has higher volatility (9.80%) compared to JGLO (4.77%). In terms of maximum drawdown, CGGO dropped -24.90% vs JGLO's -16.12%.

On 1-year performance, CGGO leads with 32.98% vs 11.68% for JGLO. Both ETFs have the same 0.47% expense ratio. On volatility, JGLO has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CGGO has performed better with a 32.98% return vs 11.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CGGO and JGLO have the same expense ratio: 0.47% per year.

CGGO has the higher dividend yield at 1.71%, compared with 1.17% for JGLO.

They also come from different issuers: Capital Group and JPMorgan.

CGGO currently has the higher Sharpe Ratio (1.76 vs 0.96), 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 CGGO and JGLO

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