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CGGR vs. XLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGGR and XLG is 0.95, 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.


Performance

CGGR vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Growth ETF (CGGR) and Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CGGR:

0.60

XLG:

0.52

Sortino Ratio

CGGR:

0.98

XLG:

0.88

Omega Ratio

CGGR:

1.14

XLG:

1.12

Calmar Ratio

CGGR:

0.62

XLG:

0.56

Martin Ratio

CGGR:

2.17

XLG:

1.93

Ulcer Index

CGGR:

6.72%

XLG:

5.97%

Daily Std Dev

CGGR:

24.35%

XLG:

21.84%

Max Drawdown

CGGR:

-28.90%

XLG:

-52.39%

Current Drawdown

CGGR:

-9.89%

XLG:

-9.74%

Returns By Period

In the year-to-date period, CGGR achieves a -3.42% return, which is significantly higher than XLG's -6.54% return.


CGGR

YTD

-3.42%

1M

5.56%

6M

-3.38%

1Y

14.43%

5Y*

N/A

10Y*

N/A

XLG

YTD

-6.54%

1M

3.17%

6M

-6.11%

1Y

11.22%

5Y*

17.06%

10Y*

14.17%

*Annualized

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CGGR vs. XLG - Expense Ratio Comparison

CGGR has a 0.39% expense ratio, which is higher than XLG's 0.20% expense ratio.


Risk-Adjusted Performance

CGGR vs. XLG — Risk-Adjusted Performance Rank

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

CGGR
The Risk-Adjusted Performance Rank of CGGR is 6666
Overall Rank
The Sharpe Ratio Rank of CGGR is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CGGR is 6666
Sortino Ratio Rank
The Omega Ratio Rank of CGGR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CGGR is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CGGR is 6464
Martin Ratio Rank

XLG
The Risk-Adjusted Performance Rank of XLG is 6161
Overall Rank
The Sharpe Ratio Rank of XLG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of XLG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of XLG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of XLG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of XLG is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGGR vs. XLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Growth ETF (CGGR) and Invesco S&P 500® Top 50 ETF (XLG). 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 CGGR Sharpe Ratio is 0.60, which is comparable to the XLG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CGGR and XLG, 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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Dividends

CGGR vs. XLG - Dividend Comparison

CGGR's dividend yield for the trailing twelve months is around 0.34%, less than XLG's 0.78% yield.


TTM20242023202220212020201920182017201620152014
CGGR
Capital Group Growth ETF
0.34%0.33%0.40%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLG
Invesco S&P 500® Top 50 ETF
0.78%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%

Drawdowns

CGGR vs. XLG - Drawdown Comparison

The maximum CGGR drawdown since its inception was -28.90%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for CGGR and XLG. For additional features, visit the drawdowns tool.


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Volatility

CGGR vs. XLG - Volatility Comparison


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