CGGO vs. RSBY

Last updated Jul 12, 2026

CGGO (Capital Group Global Growth Equity ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - CGGO is a Global Equities fund actively managed by Capital Group, while RSBY is a Multistrategy fund actively managed by Return Stacked. Both are actively managed. Over the past year, CGGO returned 29.30% vs 17.35% for RSBY. At a correlation of -0.25, they often move in opposite directions. CGGO charges 0.47%/yr vs 0.98%/yr for RSBY.

Performance

CGGO vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Global Growth Equity ETF (CGGO) and Return Stacked Bonds & Futures Yield ETF (RSBY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with CGGO having a 18.33% return and RSBY slightly higher at 18.52%.

CGGO

• 1D: -0.29%
• 1M: 1.06%
• 6M: 13.73%
• YTD: 18.33%
• 1Y: 29.30%
• 3Y*: 20.92%
• 5Y*: —
• 10Y*: —

RSBY

• 1D: -0.60%
• 1M: -0.71%
• 6M: 17.92%
• YTD: 18.52%
• 1Y: 17.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGO vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CGGO Capital Group Global Growth Equity ETF	18.33%	21.08%	-1.03%
RSBY Return Stacked Bonds & Futures Yield ETF	18.52%	-12.98%	-7.79%

Correlation

The correlation between CGGO and RSBY is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.25
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024	-0.25

Return for Risk

CGGO vs. RSBY — Risk / Return Rank

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

CGGO

CGGO Risk / Return Rank: 56
CGGO Sharpe Ratio Rank: 54
CGGO Sortino Ratio Rank: 52
CGGO Omega Ratio Rank: 55
CGGO Calmar Ratio Rank: 54
CGGO Martin Ratio Rank: 66

RSBY

RSBY Risk / Return Rank: 51
RSBY Sharpe Ratio Rank: 55
RSBY Sortino Ratio Rank: 57
RSBY Omega Ratio Rank: 51
RSBY Calmar Ratio Rank: 54
RSBY Martin Ratio Rank: 40

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. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and Return Stacked Bonds & Futures Yield ETF (RSBY). 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.

	CGGO	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.50	-0.02
Sortino ratio: Return per unit of downside risk	2.06	2.18	-0.12
Omega ratio: Gain probability vs. loss probability	1.28	1.26	+0.02
Calmar ratio: Return relative to maximum drawdown	2.19	2.15	+0.04
Martin ratio: Return relative to average drawdown	9.39	5.04	+4.35

CGGO vs. RSBY - Sharpe Ratio Comparison

The current CGGO Sharpe Ratio is 1.48, which is comparable to the RSBY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CGGO and RSBY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CGGO vs. RSBY - Drawdown Comparison

The maximum CGGO drawdown since its inception was -24.90%, which is greater than RSBY's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for CGGO and RSBY.

Drawdown Indicators

	CGGO	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-24.90%	-23.32%	-1.58%
Max Drawdown (1Y) Largest decline over 1 year	-13.15%	-7.95%	-5.20%
Max Drawdown (3Y) Largest decline over 3 years	-17.93%	—	—
Current Drawdown Current decline from peak	-3.73%	-6.45%	+2.72%
Average Drawdown Average peak-to-trough decline	-5.43%	-13.35%	+7.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	3.39%	-0.32%

Volatility

CGGO vs. RSBY - Volatility Comparison

Capital Group Global Growth Equity ETF (CGGO) has a higher volatility of 9.27% compared to Return Stacked Bonds & Futures Yield ETF (RSBY) at 3.15%. This indicates that CGGO's price experiences larger fluctuations and is considered to be riskier than RSBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGGO	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.27%	3.15%	+6.12%
Volatility (6M) Calculated over the trailing 6-month period	17.45%	8.37%	+9.08%
Volatility (1Y) Calculated over the trailing 1-year period	19.44%	11.41%	+8.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.06%	13.37%	+5.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.06%	13.37%	+5.69%

CGGO vs. RSBY - Expense Ratio Comparison

CGGO has a 0.47% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

CGGO vs. RSBY - Dividend Comparison

CGGO's dividend yield for the trailing twelve months is around 0.97%, less than RSBY's 1.75% yield.

Position	TTM	2025	2024	2023	2022
CGGO Capital Group Global Growth Equity ETF	0.97%	2.03%	1.10%	0.76%	0.59%
RSBY Return Stacked Bonds & Futures Yield ETF	1.75%	2.07%	2.29%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CGGO and RSBY in my portfolio?

CGGO and RSBY have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGGO or RSBY?

CGGO has higher volatility (9.27%) compared to RSBY (3.15%). In terms of maximum drawdown, CGGO dropped -24.90% vs RSBY's -23.32%.

Which ETF is better, CGGO or RSBY?

On 1-year performance, CGGO leads with 29.30% vs 17.35% for RSBY. On fees, CGGO is cheaper at 0.47% per year. On volatility, RSBY has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGGO or RSBY?

Over the 1-year period, CGGO has performed better with a 29.30% return vs 17.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGGO or RSBY?

CGGO is cheaper with a 0.47% expense ratio, compared with 0.98% for RSBY.

Which ETF pays a higher dividend yield, CGGO or RSBY?

RSBY has the higher dividend yield at 1.75%, compared with 0.97% for CGGO.

What is the main difference between CGGO and RSBY?

CGGO is categorized as Global Equities, while RSBY is Multistrategy. They also come from different issuers: Capital Group and Return Stacked. Their fees differ too: 0.47% for CGGO and 0.98% for RSBY.

Which has better risk-adjusted returns?

RSBY currently has the higher Sharpe Ratio (1.50 vs 1.48), 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.