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CGIB vs. IAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGIB vs. IAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Bond ETF (USD-Hedged) (CGIB) and iShares Core International Aggregate Bond ETF (IAGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGIB achieves a 0.50% return, which is significantly lower than IAGG's 1.02% return.


CGIB

1D
0.12%
1M
0.60%
YTD
0.50%
6M
0.27%
1Y
2.83%
3Y*
5Y*
10Y*

IAGG

1D
0.10%
1M
0.70%
YTD
1.02%
6M
0.94%
1Y
2.30%
3Y*
4.60%
5Y*
1.13%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGIB vs. IAGG - Yearly Performance Comparison


Correlation

The correlation between CGIB and IAGG is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2024

0.65

The correlation between CGIB and IAGG has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

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Return for Risk

CGIB vs. IAGG — Risk / Return Rank

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

CGIB
CGIB Risk / Return Rank: 2222
Overall Rank
CGIB Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CGIB Sortino Ratio Rank: 2121
Sortino Ratio Rank
CGIB Omega Ratio Rank: 2121
Omega Ratio Rank
CGIB Calmar Ratio Rank: 2323
Calmar Ratio Rank
CGIB Martin Ratio Rank: 2222
Martin Ratio Rank

IAGG
IAGG Risk / Return Rank: 2323
Overall Rank
IAGG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2323
Sortino Ratio Rank
IAGG Omega Ratio Rank: 2323
Omega Ratio Rank
IAGG Calmar Ratio Rank: 2323
Calmar Ratio Rank
IAGG Martin Ratio Rank: 2323
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.

CGIB vs. IAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Bond ETF (USD-Hedged) (CGIB) and iShares Core International Aggregate Bond ETF (IAGG). 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.


CGIBIAGGDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.13

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

1.06

1.00

+0.06

Martin ratioReturn relative to average drawdown

2.70

2.99

-0.28

CGIB vs. IAGG - Sharpe Ratio Comparison

The current CGIB Sharpe Ratio is 0.71, which is comparable to the IAGG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CGIB and IAGG, 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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Sharpe Ratios by Period


CGIBIAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.82

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.62

+0.47

Drawdowns

CGIB vs. IAGG - Drawdown Comparison

The maximum CGIB drawdown since its inception was -2.68%, smaller than the maximum IAGG drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for CGIB and IAGG.


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Drawdown Indicators


CGIBIAGGDifference

Max Drawdown

Largest peak-to-trough decline

-2.68%

-13.88%

+11.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-2.32%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-13.57%

Max Drawdown (10Y)

Largest decline over 10 years

-13.88%

Current Drawdown

Current decline from peak

-1.10%

-0.88%

-0.22%

Average Drawdown

Average peak-to-trough decline

-0.70%

-2.85%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.77%

+0.28%

Volatility

CGIB vs. IAGG - Volatility Comparison

Capital Group International Bond ETF (USD-Hedged) (CGIB) has a higher volatility of 1.43% compared to iShares Core International Aggregate Bond ETF (IAGG) at 1.18%. This indicates that CGIB's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGIBIAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.18%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

2.40%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

2.84%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.76%

4.51%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

4.05%

-0.29%

CGIB vs. IAGG - Expense Ratio Comparison

CGIB has a 0.45% expense ratio, which is higher than IAGG's 0.07% expense ratio.


Dividends

CGIB vs. IAGG - Dividend Comparison

CGIB's dividend yield for the trailing twelve months is around 4.26%, more than IAGG's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
CGIB
Capital Group International Bond ETF (USD-Hedged)
4.26%4.26%1.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAGG
iShares Core International Aggregate Bond ETF
3.66%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%

Frequently Asked Questions


CGIB and IAGG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGIB has higher volatility (1.43%) compared to IAGG (1.18%). In terms of maximum drawdown, CGIB dropped -2.68% vs IAGG's -13.88%.

On 1-year performance, CGIB leads with 2.83% vs 2.30% for IAGG. On fees, IAGG is cheaper at 0.07% per year. On volatility, IAGG has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CGIB has performed better with a 2.83% return vs 2.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAGG is cheaper with a 0.07% expense ratio, compared with 0.45% for CGIB.

CGIB has the higher dividend yield at 4.26%, compared with 3.66% for IAGG.

They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.45% for CGIB and 0.07% for IAGG.

IAGG currently has the higher Sharpe Ratio (0.81 vs 0.71), 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.

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