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CGMU vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

CGMU vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Municipal Income ETF (CGMU) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CGMU

1D
-0.07%
1M
0.56%
YTD
1.39%
6M
1.82%
1Y
6.32%
3Y*
4.63%
5Y*
10Y*

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGMU vs. USD=X - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGMU
Capital Group Municipal Income ETF
1.39%5.19%2.64%6.76%4.65%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%

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Return for Risk

CGMU vs. USD=X — Risk / Return Rank

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

CGMU
CGMU Risk / Return Rank: 7777
Overall Rank
CGMU Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CGMU Sortino Ratio Rank: 9292
Sortino Ratio Rank
CGMU Omega Ratio Rank: 9494
Omega Ratio Rank
CGMU Calmar Ratio Rank: 5656
Calmar Ratio Rank
CGMU Martin Ratio Rank: 5353
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CGMU vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Municipal Income ETF (CGMU) and USD Cash (USD=X). 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.


CGMUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.59

Calmar ratioReturn relative to maximum drawdown

2.49

Martin ratioReturn relative to average drawdown

7.97

CGMU vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

CGMU vs. USD=X - Drawdown Comparison

The maximum CGMU drawdown since its inception was -4.11%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CGMU and USD=X.


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Drawdown Indicators


CGMUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-4.11%

0.00%

-4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

0.00%

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

0.00%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-0.89%

0.00%

-0.89%

Average Drawdown

Average peak-to-trough decline

-0.84%

0.00%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.00%

+0.79%

Volatility

CGMU vs. USD=X - Volatility Comparison

Capital Group Municipal Income ETF (CGMU) has a higher volatility of 0.81% compared to USD Cash (USD=X) at 0.00%. This indicates that CGMU's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGMUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

0.00%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

0.00%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.28%

0.00%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.47%

0.00%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.47%

0.00%

+3.47%

Frequently Asked Questions


CGMU has higher volatility (0.81%) compared to USD=X (0.00%). In terms of maximum drawdown, CGMU dropped -4.11% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for CGMU and USD=X

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