CGIE vs. CGDV

Last updated Aug 2, 2026

CGIE (Capital Group International Equity ETF) and CGDV (Capital Group Dividend Value ETF) are both exchange-traded funds - CGIE is a Foreign Large Cap Equities fund actively managed by Capital Group, while CGDV is a Large Cap Value Equities fund actively managed by Capital Group. Both are actively managed. Over the past year, CGIE returned 17.68% vs 25.16% for CGDV. Their 0.74 correlation means they have sometimes moved together and sometimes differently. CGIE charges 0.54%/yr vs 0.33%/yr for CGDV.

Performance

CGIE vs. CGDV - Performance Comparison

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

Returns By Period

In the year-to-date period, CGIE achieves a 7.13% return, which is significantly lower than CGDV's 14.16% return.

CGIE

• 1D: -0.03%
• 1M: 0.24%
• 6M: 3.22%
• YTD: 7.13%
• 1Y: 17.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.55%

CGDV

• 1D: 0.63%
• 1M: 1.21%
• 6M: 11.03%
• YTD: 14.16%
• 1Y: 25.16%
• 3Y*: 22.55%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CGDV Capital Group Dividend Value ETF	$192.53M	$192.47M	$184.78M
CGIE Capital Group International Equity ETF	$15.77M	$15.92M	$16.80M

CGIE vs. CGDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CGIE Capital Group International Equity ETF	7.13%	28.11%	0.72%	11.75%
CGDV Capital Group Dividend Value ETF	14.16%	25.50%	20.10%	13.47%

Correlation

The correlation between CGIE and CGDV is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.78
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	0.74

The correlation between CGIE and CGDV has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

CGIE vs. CGDV - Sectors Allocation Comparison

Sectors	CGIE	CGDV
Industrials	25.7%	13.6%
Technology	21.9%	34.5%
Financial Services	20.2%	6.7%
Healthcare	7.2%	8.2%
Consumer Defensive	6.9%	5.8%
Utilities	6.5%	1.0%
Basic Materials	3.5%	2.8%
Consumer Cyclical	3.1%	12.6%
Energy	2.6%	3.9%
Communication Services	2.4%	9.8%
Real Estate	-	1.0%

Return for Risk

CGIE vs. CGDV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CGIE

CGIE Risk / Return Rank: 41
CGIE Sharpe Ratio Rank: 40
CGIE Sortino Ratio Rank: 41
CGIE Omega Ratio Rank: 38
CGIE Calmar Ratio Rank: 40
CGIE Martin Ratio Rank: 47

CGDV

CGDV Risk / Return Rank: 80
CGDV Sharpe Ratio Rank: 83
CGDV Sortino Ratio Rank: 82
CGDV Omega Ratio Rank: 82
CGDV Calmar Ratio Rank: 71
CGDV Martin Ratio Rank: 84

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CGIE vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Equity ETF (CGIE) and Capital Group Dividend Value ETF (CGDV). 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.

	CGIE	CGDV	Difference
Sharpe ratio: Return per unit of total volatility	1.00	1.90	-0.90
Sortino ratio: Return per unit of downside risk	1.50	2.65	-1.14
Omega ratio: Gain probability vs. loss probability	1.18	1.35	-0.16
Calmar ratio: Return relative to maximum drawdown	1.43	2.44	-1.01
Martin ratio: Return relative to average drawdown	5.30	11.39	-6.08

CGIE vs. CGDV - Sharpe Ratio Comparison

The current CGIE Sharpe Ratio is 1.00, which is lower than the CGDV Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CGIE and CGDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CGIE vs. CGDV - Drawdown Comparison

The maximum CGIE drawdown since its inception was -13.82%, smaller than the maximum CGDV drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for CGIE and CGDV.

Drawdown Indicators

	CGIE	CGDV	Difference
Max Drawdown Largest peak-to-trough decline	-13.82%	-21.82%	+8.00%
Max Drawdown (1Y) Largest decline over 1 year	-11.94%	-9.75%	-2.19%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.28%	—
Current Drawdown Current decline from peak	-1.07%	0.00%	-1.07%
Average Drawdown Average peak-to-trough decline	-2.52%	-3.52%	+1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	2.09%	+1.13%

Volatility

CGIE vs. CGDV - Volatility Comparison

Capital Group International Equity ETF (CGIE) has a higher volatility of 5.16% compared to Capital Group Dividend Value ETF (CGDV) at 3.28%. This indicates that CGIE's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGIE	CGDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.16%	3.28%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	14.92%	10.06%	+4.86%
Volatility (1Y) Calculated over the trailing 1-year period	17.10%	12.55%	+4.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.75%	15.48%	+0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.75%	15.48%	+0.27%

CGIE vs. CGDV - Expense Ratio Comparison

CGIE has a 0.54% expense ratio, which is higher than CGDV's 0.33% expense ratio.

Dividends

CGIE vs. CGDV - Dividend Comparison

CGIE's dividend yield for the trailing twelve months is around 1.36%, more than CGDV's 1.18% yield.

Position	TTM	2025	2024	2023	2022
CGDV Capital Group Dividend Value ETF	1.18%	1.29%	1.60%	1.65%	1.36%
CGIE Capital Group International Equity ETF	1.36%	1.17%	1.27%	0.19%	0.00%

Frequently Asked Questions

Can I hold both CGIE and CGDV in my portfolio?

CGIE and CGDV have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGIE or CGDV?

CGIE has higher volatility (5.16%) compared to CGDV (3.28%). In terms of maximum drawdown, CGIE dropped -13.82% vs CGDV's -21.82%.

Which ETF is better, CGIE or CGDV?

On 1-year performance, CGDV leads with 25.16% vs 17.68% for CGIE. On fees, CGDV is cheaper at 0.33% per year. On volatility, CGDV has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGIE or CGDV?

Over the 1-year period, CGDV has performed better with a 25.16% return vs 17.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGIE or CGDV?

CGDV is cheaper with a 0.33% expense ratio, compared with 0.54% for CGIE.

Which ETF pays a higher dividend yield, CGIE or CGDV?

CGIE has the higher dividend yield at 1.36%, compared with 1.18% for CGDV.

What is the main difference between CGIE and CGDV?

CGIE is categorized as Foreign Large Cap Equities, while CGDV is Large Cap Value Equities. Their fees differ too: 0.54% for CGIE and 0.33% for CGDV.

Which has better risk-adjusted returns?

CGDV currently has the higher Sharpe Ratio (1.90 vs 1.00), 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.