CGUS vs. DIA
Compare and contrast key facts about Capital Group Core Equity ETF (CGUS) and SPDR Dow Jones Industrial Average ETF (DIA).
CGUS and DIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGUS is an actively managed fund by Capital Group. It was launched on Feb 22, 2022. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGUS or DIA.
Key characteristics
| CGUS | DIA | |
|---|---|---|
| YTD Return | 26.97% | 18.35% |
| 1Y Return | 40.32% | 32.09% |
| Sharpe Ratio | 3.26 | 2.84 |
| Sortino Ratio | 4.34 | 4.00 |
| Omega Ratio | 1.61 | 1.54 |
| Calmar Ratio | 5.87 | 5.17 |
| Martin Ratio | 26.44 | 16.39 |
| Ulcer Index | 1.49% | 1.91% |
| Daily Std Dev | 12.10% | 11.04% |
| Max Drawdown | -21.86% | -51.87% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CGUS and DIA is 0.89, 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
CGUS vs. DIA - Performance Comparison
In the year-to-date period, CGUS achieves a 26.97% return, which is significantly higher than DIA's 18.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CGUS vs. DIA - Expense Ratio Comparison
CGUS has a 0.33% expense ratio, which is higher than DIA's 0.16% expense ratio.
Risk-Adjusted Performance
CGUS vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Equity ETF (CGUS) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
Dividends
CGUS vs. DIA - Dividend Comparison
CGUS's dividend yield for the trailing twelve months is around 0.98%, less than DIA's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGUS Capital Group Core Equity ETF | 0.98% | 1.22% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIA SPDR Dow Jones Industrial Average ETF | 1.56% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
CGUS vs. DIA - Drawdown Comparison
The maximum CGUS drawdown since its inception was -21.86%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for CGUS and DIA. For additional features, visit the drawdowns tool.
Volatility
CGUS vs. DIA - Volatility Comparison
The current volatility for Capital Group Core Equity ETF (CGUS) is 3.70%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.55%. This indicates that CGUS experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.