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CGUS vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGUS vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Equity ETF (CGUS) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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CGUS vs. FTAG - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGUS
Capital Group Core Equity ETF
-3.62%16.21%24.89%27.72%-7.94%
FTAG
First Trust Indxx Global Agriculture ETF
12.78%14.82%-6.72%-7.28%-3.45%

Returns By Period

In the year-to-date period, CGUS achieves a -3.62% return, which is significantly lower than FTAG's 12.78% return.


CGUS

1D
0.68%
1M
-4.90%
YTD
-3.62%
6M
-2.23%
1Y
16.58%
3Y*
19.07%
5Y*
10Y*

FTAG

1D
0.20%
1M
-0.68%
YTD
12.78%
6M
16.01%
1Y
23.51%
3Y*
3.20%
5Y*
1.71%
10Y*
5.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGUS vs. FTAG - Expense Ratio Comparison

CGUS has a 0.33% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Return for Risk

CGUS vs. FTAG — Risk / Return Rank

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

CGUS
CGUS Risk / Return Rank: 5454
Overall Rank
CGUS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CGUS Sortino Ratio Rank: 5151
Sortino Ratio Rank
CGUS Omega Ratio Rank: 5454
Omega Ratio Rank
CGUS Calmar Ratio Rank: 5757
Calmar Ratio Rank
CGUS Martin Ratio Rank: 6262
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 7171
Overall Rank
FTAG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTAG Omega Ratio Rank: 6969
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6262
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.

CGUS vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Equity ETF (CGUS) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


CGUSFTAGDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.35

-0.42

Sortino ratio

Return per unit of downside risk

1.42

1.98

-0.56

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.53

2.17

-0.64

Martin ratio

Return relative to average drawdown

6.47

6.62

-0.15

CGUS vs. FTAG - Sharpe Ratio Comparison

The current CGUS Sharpe Ratio is 0.93, which is lower than the FTAG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of CGUS and FTAG, 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


CGUSFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.35

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

-0.33

+1.11

Correlation

The correlation between CGUS and FTAG is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CGUS vs. FTAG - Dividend Comparison

CGUS's dividend yield for the trailing twelve months is around 0.99%, less than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
CGUS
Capital Group Core Equity ETF
0.99%0.95%1.02%1.22%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

CGUS vs. FTAG - Drawdown Comparison

The maximum CGUS drawdown since its inception was -21.86%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for CGUS and FTAG.


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Drawdown Indicators


CGUSFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-90.89%

+69.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.11%

-11.00%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-6.10%

-78.19%

+72.09%

Average Drawdown

Average peak-to-trough decline

-4.81%

-71.17%

+66.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

3.68%

-1.06%

Volatility

CGUS vs. FTAG - Volatility Comparison

Capital Group Core Equity ETF (CGUS) has a higher volatility of 5.83% compared to First Trust Indxx Global Agriculture ETF (FTAG) at 4.93%. This indicates that CGUS's price experiences larger fluctuations and is considered to be riskier than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGUSFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

4.93%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

10.75%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

17.49%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

17.38%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

19.92%

-3.37%