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CGIE vs. IXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGIE vs. IXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Equity ETF (CGIE) and iShares Core MSCI Total International Stock ETF (IXUS). The values are adjusted to include any dividend payments, if applicable.

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CGIE vs. IXUS - Yearly Performance Comparison


2026 (YTD)202520242023
CGIE
Capital Group International Equity ETF
-2.87%28.11%0.72%11.14%
IXUS
iShares Core MSCI Total International Stock ETF
2.36%32.40%5.19%9.74%

Returns By Period

In the year-to-date period, CGIE achieves a -2.87% return, which is significantly lower than IXUS's 2.36% return.


CGIE

1D
3.58%
1M
-8.12%
YTD
-2.87%
6M
0.68%
1Y
16.75%
3Y*
5Y*
10Y*

IXUS

1D
3.46%
1M
-7.87%
YTD
2.36%
6M
6.89%
1Y
28.40%
3Y*
15.55%
5Y*
7.22%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGIE vs. IXUS - Expense Ratio Comparison

CGIE has a 0.54% expense ratio, which is higher than IXUS's 0.09% expense ratio.


Return for Risk

CGIE vs. IXUS — Risk / Return Rank

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

CGIE
CGIE Risk / Return Rank: 5454
Overall Rank
CGIE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CGIE Sortino Ratio Rank: 5454
Sortino Ratio Rank
CGIE Omega Ratio Rank: 5252
Omega Ratio Rank
CGIE Calmar Ratio Rank: 5454
Calmar Ratio Rank
CGIE Martin Ratio Rank: 5555
Martin Ratio Rank

IXUS
IXUS Risk / Return Rank: 8686
Overall Rank
IXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
IXUS Omega Ratio Rank: 8787
Omega Ratio Rank
IXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
IXUS Martin Ratio Rank: 8686
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.

CGIE vs. IXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Equity ETF (CGIE) and iShares Core MSCI Total International Stock ETF (IXUS). 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.


CGIEIXUSDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.64

-0.70

Sortino ratio

Return per unit of downside risk

1.40

2.27

-0.87

Omega ratio

Gain probability vs. loss probability

1.19

1.34

-0.15

Calmar ratio

Return relative to maximum drawdown

1.32

2.43

-1.11

Martin ratio

Return relative to average drawdown

5.22

9.39

-4.16

CGIE vs. IXUS - Sharpe Ratio Comparison

The current CGIE Sharpe Ratio is 0.94, which is lower than the IXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CGIE and IXUS, 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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Sharpe Ratios by Period


CGIEIXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.64

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.45

+0.49

Correlation

The correlation between CGIE and IXUS is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CGIE vs. IXUS - Dividend Comparison

CGIE's dividend yield for the trailing twelve months is around 1.20%, less than IXUS's 3.16% yield.


TTM20252024202320222021202020192018201720162015
CGIE
Capital Group International Equity ETF
1.20%1.17%1.27%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXUS
iShares Core MSCI Total International Stock ETF
3.16%3.24%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.41%2.58%2.81%

Drawdowns

CGIE vs. IXUS - Drawdown Comparison

The maximum CGIE drawdown since its inception was -13.82%, smaller than the maximum IXUS drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for CGIE and IXUS.


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Drawdown Indicators


CGIEIXUSDifference

Max Drawdown

Largest peak-to-trough decline

-13.82%

-36.22%

+22.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-11.36%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.22%

Current Drawdown

Current decline from peak

-8.62%

-8.29%

-0.33%

Average Drawdown

Average peak-to-trough decline

-2.51%

-7.58%

+5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.93%

+0.09%

Volatility

CGIE vs. IXUS - Volatility Comparison

Capital Group International Equity ETF (CGIE) and iShares Core MSCI Total International Stock ETF (IXUS) have volatilities of 8.32% and 8.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGIEIXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

8.41%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

11.58%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

17.37%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

15.96%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

16.98%

-1.82%