CGGO vs. SCHW

In the year-to-date period, CGGO achieves a 3.22% return, which is significantly lower than SCHW's 17.26% return.

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This table presents a comparison of risk-adjusted performance metrics for Capital Group Global Growth Equity ETF (CGGO) and The Charles Schwab Corporation (SCHW). 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 0.27, which is lower than the SCHW Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CGGO and SCHW, 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 SCHW's 1.21% yield.

The maximum CGGO drawdown since its inception was -24.90%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for CGGO and SCHW. For additional features, visit the drawdowns tool.

Capital Group Global Growth Equity ETF (CGGO) and The Charles Schwab Corporation (SCHW) have volatilities of 5.10% and 4.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.