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CGIE vs. AADR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGIE and AADR is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CGIE vs. AADR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Equity ETF (CGIE) and AdvisorShares Dorsey Wright ADR ETF (AADR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CGIE:

0.70

AADR:

1.11

Sortino Ratio

CGIE:

1.12

AADR:

1.60

Omega Ratio

CGIE:

1.15

AADR:

1.22

Calmar Ratio

CGIE:

0.91

AADR:

1.33

Martin Ratio

CGIE:

2.52

AADR:

6.27

Ulcer Index

CGIE:

4.99%

AADR:

4.38%

Daily Std Dev

CGIE:

17.26%

AADR:

25.09%

Max Drawdown

CGIE:

-13.81%

AADR:

-45.01%

Current Drawdown

CGIE:

0.00%

AADR:

-0.22%

Returns By Period

In the year-to-date period, CGIE achieves a 18.43% return, which is significantly higher than AADR's 16.08% return.


CGIE

YTD

18.43%

1M

7.31%

6M

16.65%

1Y

12.00%

3Y*

N/A

5Y*

N/A

10Y*

N/A

AADR

YTD

16.08%

1M

8.61%

6M

18.41%

1Y

27.67%

3Y*

14.16%

5Y*

12.16%

10Y*

8.20%

*Annualized

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CGIE vs. AADR - Expense Ratio Comparison

CGIE has a 0.54% expense ratio, which is lower than AADR's 1.10% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CGIE vs. AADR — Risk-Adjusted Performance Rank

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

CGIE
The Risk-Adjusted Performance Rank of CGIE is 6969
Overall Rank
The Sharpe Ratio Rank of CGIE is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of CGIE is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CGIE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of CGIE is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CGIE is 6666
Martin Ratio Rank

AADR
The Risk-Adjusted Performance Rank of AADR is 8686
Overall Rank
The Sharpe Ratio Rank of AADR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of AADR is 8484
Sortino Ratio Rank
The Omega Ratio Rank of AADR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AADR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AADR is 8888
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.

CGIE vs. AADR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Equity ETF (CGIE) and AdvisorShares Dorsey Wright ADR ETF (AADR). 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 CGIE Sharpe Ratio is 0.70, which is lower than the AADR Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of CGIE and AADR, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CGIE vs. AADR - Dividend Comparison

CGIE's dividend yield for the trailing twelve months is around 1.08%, less than AADR's 1.15% yield.


TTM20242023202220212020201920182017201620152014
CGIE
Capital Group International Equity ETF
1.08%1.28%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AADR
AdvisorShares Dorsey Wright ADR ETF
1.15%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%0.49%

Drawdowns

CGIE vs. AADR - Drawdown Comparison

The maximum CGIE drawdown since its inception was -13.81%, smaller than the maximum AADR drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for CGIE and AADR.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CGIE vs. AADR - Volatility Comparison

The current volatility for Capital Group International Equity ETF (CGIE) is 2.91%, while AdvisorShares Dorsey Wright ADR ETF (AADR) has a volatility of 4.24%. This indicates that CGIE experiences smaller price fluctuations and is considered to be less risky than AADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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