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

Correlation

The correlation between CGIE and IXUS is 0.70, 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.


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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Key characteristics

Sharpe Ratio

CGIE:

0.65

IXUS:

0.76

Sortino Ratio

CGIE:

0.92

IXUS:

1.05

Omega Ratio

CGIE:

1.12

IXUS:

1.14

Calmar Ratio

CGIE:

0.72

IXUS:

0.82

Martin Ratio

CGIE:

1.99

IXUS:

2.63

Ulcer Index

CGIE:

4.99%

IXUS:

4.30%

Daily Std Dev

CGIE:

17.17%

IXUS:

17.01%

Max Drawdown

CGIE:

-13.81%

IXUS:

-36.22%

Current Drawdown

CGIE:

-0.62%

IXUS:

-0.20%

Returns By Period

In the year-to-date period, CGIE achieves a 16.65% return, which is significantly higher than IXUS's 13.79% return.


CGIE

YTD

16.65%

1M

5.70%

6M

14.33%

1Y

10.32%

3Y*

N/A

5Y*

N/A

10Y*

N/A

IXUS

YTD

13.79%

1M

5.66%

6M

11.74%

1Y

12.02%

3Y*

10.26%

5Y*

11.30%

10Y*

5.53%

*Annualized

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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.


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

Risk-Adjusted Performance

CGIE vs. IXUS — 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 6464
Overall Rank
The Sharpe Ratio Rank of CGIE is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CGIE is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CGIE is 6060
Omega Ratio Rank
The Calmar Ratio Rank of CGIE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of CGIE is 6060
Martin Ratio Rank

IXUS
The Risk-Adjusted Performance Rank of IXUS is 7272
Overall Rank
The Sharpe Ratio Rank of IXUS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 6868
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 7171
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. IXUS - Risk-Adjusted Performance 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.


The current CGIE Sharpe Ratio is 0.65, which is comparable to the IXUS Sharpe Ratio of 0.76. 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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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. IXUS - Dividend Comparison

CGIE's dividend yield for the trailing twelve months is around 1.09%, less than IXUS's 2.92% yield.


TTM20242023202220212020201920182017201620152014
CGIE
Capital Group International Equity ETF
1.09%1.28%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXUS
iShares Core MSCI Total International Stock ETF
2.92%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.40%2.58%2.81%2.95%

Drawdowns

CGIE vs. IXUS - Drawdown Comparison

The maximum CGIE drawdown since its inception was -13.81%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CGIE vs. IXUS - Volatility Comparison

Capital Group International Equity ETF (CGIE) and iShares Core MSCI Total International Stock ETF (IXUS) have volatilities of 2.66% and 2.60%, 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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