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CGIB vs. NXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGIB vs. NXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Bond ETF (USD-Hedged) (CGIB) and Nuveen International Aggregate Bond ETF (NXUS). 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 0.93% return, which is significantly lower than NXUS's 1.04% return.


CGIB

1D
-0.20%
1M
1.01%
YTD
0.93%
6M
1.16%
1Y
2.85%
3Y*
5Y*
10Y*

NXUS

1D
-0.17%
1M
0.86%
YTD
1.04%
6M
1.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGIB vs. NXUS - Yearly Performance Comparison


Correlation

The correlation between CGIB and NXUS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.63

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Return for Risk

CGIB vs. NXUS — Risk / Return Rank

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

CGIB
CGIB Risk / Return Rank: 2121
Overall Rank
CGIB Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CGIB Sortino Ratio Rank: 2020
Sortino Ratio Rank
CGIB Omega Ratio Rank: 2020
Omega Ratio Rank
CGIB Calmar Ratio Rank: 2323
Calmar Ratio Rank
CGIB Martin Ratio Rank: 2222
Martin Ratio Rank

NXUS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. NXUS - Risk-Adjusted Trends Comparison

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


CGIBNXUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

1.07

Martin ratioReturn relative to average drawdown

2.68

CGIB vs. NXUS - Sharpe Ratio Comparison


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Drawdowns

CGIB vs. NXUS - Drawdown Comparison

The maximum CGIB drawdown since its inception was -2.68%, roughly equal to the maximum NXUS drawdown of -2.81%. Use the drawdown chart below to compare losses from any high point for CGIB and NXUS.


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Drawdown Indicators


CGIBNXUSDifference

Max Drawdown

Largest peak-to-trough decline

-2.68%

-2.81%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

Current Drawdown

Current decline from peak

-0.68%

-0.78%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.70%

-0.91%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

CGIB vs. NXUS - Volatility Comparison


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Volatility by Period


CGIBNXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

3.74%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.76%

3.74%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

3.74%

+0.02%

CGIB vs. NXUS - Expense Ratio Comparison

CGIB has a 0.45% expense ratio, which is higher than NXUS's 0.08% expense ratio.


Dividends

CGIB vs. NXUS - Dividend Comparison

CGIB's dividend yield for the trailing twelve months is around 4.24%, more than NXUS's 1.66% yield.


Frequently Asked Questions


CGIB and NXUS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NXUS is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NXUS is cheaper with a 0.08% expense ratio, compared with 0.45% for CGIB.

CGIB has the higher dividend yield at 4.24%, compared with 1.66% for NXUS.

They also come from different issuers: Capital Group and Nuveen. Their fees differ too: 0.45% for CGIB and 0.08% for NXUS.

Portfolio Optimizer

Find the right allocation for CGIB and NXUS

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