CGVV vs. FRXD.L
CGVV (Capital Group U.S. Large Value ETF) and FRXD.L (Franklin European Quality Dividend UCITS ETF EUR (Dist)) are both exchange-traded funds - CGVV is a Large Cap Value Equities fund actively managed by Capital Group, while FRXD.L is a Europe Equities fund tracking the LibertyQ European Dividend Index-NR. CGVV is actively managed, while FRXD.L is passively managed. Over the past year, CGVV returned 21.85% vs 17.89% for FRXD.L. At a 0.37 correlation, their price movements are largely independent. CGVV charges 0.33%/yr vs 0.25%/yr for FRXD.L.
Performance
CGVV vs. FRXD.L - Performance Comparison
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Different Trading Currencies
CGVV is traded in USD, while FRXD.L is traded in EUR. To make them comparable, the FRXD.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CGVV achieves a 15.12% return, which is significantly higher than FRXD.L's 9.13% return.
CGVV
- 1D
- 0.23%
- 1M
- 0.41%
- 6M
- 10.01%
- YTD
- 15.12%
- 1Y
- 21.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FRXD.L
- 1D
- -0.17%
- 1M
- -1.98%
- 6M
- 9.57%
- YTD
- 9.13%
- 1Y
- 17.89%
- 3Y*
- 20.73%
- 5Y*
- 11.70%
- 10Y*
- —
CGVV vs. FRXD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CGVV Capital Group U.S. Large Value ETF | 15.12% | 6.55% |
FRXD.L Franklin European Quality Dividend UCITS ETF EUR (Dist) | 9.13% | 8.96% |
Correlation
The correlation between CGVV and FRXD.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.37 |
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Return for Risk
CGVV vs. FRXD.L — Risk / Return Rank
CGVV
FRXD.L
CGVV vs. FRXD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.L). 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.
| CGVV | FRXD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 3.75 | -1.58 |
| Martin ratioReturn relative to average drawdown | 8.47 | 8.52 | -0.04 |
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Drawdowns
CGVV vs. FRXD.L - Drawdown Comparison
The maximum CGVV drawdown since its inception was -10.11%, smaller than the maximum FRXD.L drawdown of -36.94%. Use the drawdown chart below to compare losses from any high point for CGVV and FRXD.L.
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Drawdown Indicators
| CGVV | FRXD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.11% | -36.94% | +26.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -4.75% | -5.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.28% | — |
Current DrawdownCurrent decline from peak | -0.13% | -2.95% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -1.55% | -6.09% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.10% | +0.49% |
Volatility
CGVV vs. FRXD.L - Volatility Comparison
Capital Group U.S. Large Value ETF (CGVV) has a higher volatility of 3.45% compared to Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.L) at 3.06%. This indicates that CGVV's price experiences larger fluctuations and is considered to be riskier than FRXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGVV | FRXD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.06% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 8.55% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.85% | 10.96% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.67% | 14.46% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.67% | 15.62% | -1.95% |
CGVV vs. FRXD.L - Expense Ratio Comparison
CGVV has a 0.33% expense ratio, which is higher than FRXD.L's 0.25% expense ratio.
Dividends
CGVV vs. FRXD.L - Dividend Comparison
CGVV's dividend yield for the trailing twelve months is around 0.85%, less than FRXD.L's 3.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CGVV Capital Group U.S. Large Value ETF | 0.85% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRXD.L Franklin European Quality Dividend UCITS ETF EUR (Dist) | 3.95% | 4.28% | 4.30% | 5.00% | 5.20% | 4.63% | 3.53% | 4.42% | 5.53% |
Frequently Asked Questions
CGVV and FRXD.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRXD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRXD.L is cheaper with a 0.25% expense ratio, compared with 0.33% for CGVV.
CGVV is categorized as Large Cap Value Equities, while FRXD.L is Europe Equities. They also come from different issuers: Capital Group and Franklin. Their fees differ too: 0.33% for CGVV and 0.25% for FRXD.L.
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