CGIE vs. EFA
CGIE (Capital Group International Equity ETF) and EFA (iShares MSCI EAFE ETF) are both Foreign Large Cap Equities funds. CGIE is actively managed, while EFA is passively managed. Over the past year, CGIE returned 18.33% vs 25.62% for EFA. Their 0.96 correlation means they have historically moved very closely together. CGIE charges 0.54%/yr vs 0.32%/yr for EFA.
Performance
CGIE vs. EFA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CGIE achieves a 7.72% return, which is significantly lower than EFA's 12.15% return.
CGIE
- 1D
- 0.56%
- 1M
- 0.80%
- 6M
- 2.91%
- YTD
- 7.72%
- 1Y
- 18.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.73%
EFA
- 1D
- 0.42%
- 1M
- 1.58%
- 6M
- 6.21%
- YTD
- 12.15%
- 1Y
- 25.62%
- 3Y*
- 17.31%
- 5Y*
- 9.12%
- 10Y*
- 9.44%
- ALL TIME*
- 6.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.47M | $15.73M | $16.72M | |
| $1.19B | $1.11B | $1.37B |
CGIE vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CGIE Capital Group International Equity ETF | 7.72% | 28.11% | 0.72% | 11.75% |
EFA iShares MSCI EAFE ETF | 12.15% | 31.55% | 3.49% | 11.28% |
Correlation
The correlation between CGIE and EFA is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023 | 0.96 |
The correlation between CGIE and EFA has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.
CGIE vs. EFA - Sectors Allocation Comparison
Sectors
CGIE
EFA
Industrials
Technology
Financial Services
Healthcare
Consumer Defensive
Utilities
Basic Materials
Consumer Cyclical
Energy
Communication Services
Real Estate
-
Industrials
CGIE
EFA
Technology
CGIE
EFA
Financial Services
CGIE
EFA
Healthcare
CGIE
EFA
Consumer Defensive
CGIE
EFA
Utilities
CGIE
EFA
Basic Materials
CGIE
EFA
Consumer Cyclical
CGIE
EFA
Energy
CGIE
EFA
Communication Services
CGIE
EFA
Real Estate
CGIE
-
EFA
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CGIE vs. EFA — Risk / Return Rank
CGIE
EFA
CGIE vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group International Equity ETF (CGIE) and iShares MSCI EAFE ETF (EFA). 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 | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.25 | -0.71 |
| Martin ratioReturn relative to average drawdown | 5.71 | 8.51 | -2.80 |
Loading charts...
Drawdowns
CGIE vs. EFA - Drawdown Comparison
The maximum CGIE drawdown since its inception was -13.82%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for CGIE and EFA.
Loading charts...
Drawdown Indicators
| CGIE | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -61.04% | +47.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -11.42% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.19% | — |
Current DrawdownCurrent decline from peak | -0.52% | -0.21% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -11.86% | +9.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.02% | +0.20% |
Volatility
CGIE vs. EFA - Volatility Comparison
Capital Group International Equity ETF (CGIE) has a higher volatility of 5.02% compared to iShares MSCI EAFE ETF (EFA) at 4.53%. This indicates that CGIE's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CGIE | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 4.53% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.89% | 13.68% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 15.78% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 16.62% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 17.01% | -1.27% |
CGIE vs. EFA - Expense Ratio Comparison
CGIE has a 0.54% expense ratio, which is higher than EFA's 0.32% expense ratio.
Dividends
CGIE vs. EFA - Dividend Comparison
CGIE's dividend yield for the trailing twelve months is around 1.35%, less than EFA's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGIE Capital Group International Equity ETF | 1.35% | 1.17% | 1.27% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFA iShares MSCI EAFE ETF | 3.17% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Frequently Asked Questions
With a correlation of 0.96, CGIE and EFA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CGIE has higher volatility (5.02%) compared to EFA (4.53%). In terms of maximum drawdown, CGIE dropped -13.82% vs EFA's -61.04%.
On 1-year performance, EFA leads with 25.62% vs 18.33% for CGIE. On fees, EFA is cheaper at 0.32% per year. On volatility, EFA has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EFA has performed better with a 25.62% return vs 18.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFA is cheaper with a 0.32% expense ratio, compared with 0.54% for CGIE.
EFA has the higher dividend yield at 3.17%, compared with 1.35% for CGIE.
They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.54% for CGIE and 0.32% for EFA.
EFA currently has the higher Sharpe Ratio (1.63 vs 1.08), 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.
Find the right allocation for CGIE and EFA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer