CGVV vs. IUSV

Last updated Aug 4, 2026

CGVV (Capital Group U.S. Large Value ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds. CGVV is actively managed, while IUSV is passively managed. Over the past year, CGVV returned 29.35% vs 22.09% for IUSV. Their correlation of 0.85 means they have usually moved in the same direction. CGVV charges 0.33%/yr vs 0.04%/yr for IUSV.

Performance

CGVV vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Large Value ETF (CGVV) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGVV achieves a 18.48% return, which is significantly higher than IUSV's 10.99% return.

CGVV

• 1D: 1.76%
• 1M: 3.35%
• 6M: 11.37%
• YTD: 18.48%
• 1Y: 29.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.51%

IUSV

• 1D: 0.56%
• 1M: 1.20%
• 6M: 7.33%
• YTD: 10.99%
• 1Y: 22.09%
• 3Y*: 14.63%
• 5Y*: 11.61%
• 10Y*: 11.77%
• ALL TIME*: 11.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CGVV Capital Group U.S. Large Value ETF	$1.16M	$1.65M	$1.67M
IUSV iShares Core S&P U.S. Value ETF	$53.94M	$62.97M	$70.23M

CGVV vs. IUSV - Yearly Performance Comparison

	2026 (YTD)	2025
CGVV Capital Group U.S. Large Value ETF	18.48%	6.55%
IUSV iShares Core S&P U.S. Value ETF	10.99%	11.07%

Correlation

The correlation between CGVV and IUSV is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.85

The correlation between CGVV and IUSV has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

Return for Risk

CGVV vs. IUSV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CGVV

CGVV Risk / Return Rank: 82
CGVV Sharpe Ratio Rank: 85
CGVV Sortino Ratio Rank: 84
CGVV Omega Ratio Rank: 82
CGVV Calmar Ratio Rank: 77
CGVV Martin Ratio Rank: 82

IUSV

IUSV Risk / Return Rank: 88
IUSV Sharpe Ratio Rank: 89
IUSV Sortino Ratio Rank: 89
IUSV Omega Ratio Rank: 88
IUSV Calmar Ratio Rank: 87
IUSV Martin Ratio Rank: 88

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CGVV vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and iShares Core S&P U.S. Value ETF (IUSV). 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	IUSV	Difference
Sharpe ratio: Return per unit of total volatility	2.13	2.22	-0.10
Sortino ratio: Return per unit of downside risk	2.96	3.11	-0.16
Omega ratio: Gain probability vs. loss probability	1.37	1.40	-0.03
Calmar ratio: Return relative to maximum drawdown	2.92	3.49	-0.57
Martin ratio: Return relative to average drawdown	11.97	13.53	-1.57

CGVV vs. IUSV - Sharpe Ratio Comparison

The current CGVV Sharpe Ratio is 2.13, which is comparable to the IUSV Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of CGVV and IUSV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CGVV vs. IUSV - Drawdown Comparison

The maximum CGVV drawdown since its inception was -10.11%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for CGVV and IUSV.

Drawdown Indicators

	CGVV	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-10.11%	-56.88%	+46.77%
Max Drawdown (1Y) Largest decline over 1 year	-10.11%	-6.36%	-3.75%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.95%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.54%	—
Current Drawdown Current decline from peak	0.00%	-0.56%	+0.56%
Average Drawdown Average peak-to-trough decline	-1.53%	-6.26%	+4.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.46%	1.64%	+0.82%

Volatility

CGVV vs. IUSV - Volatility Comparison

Capital Group U.S. Large Value ETF (CGVV) has a higher volatility of 3.78% compared to iShares Core S&P U.S. Value ETF (IUSV) at 2.55%. This indicates that CGVV's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGVV	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	2.55%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	10.77%	7.26%	+3.51%
Volatility (1Y) Calculated over the trailing 1-year period	13.90%	10.00%	+3.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.73%	14.45%	-0.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.73%	16.99%	-3.26%

CGVV vs. IUSV - Expense Ratio Comparison

CGVV has a 0.33% expense ratio, which is higher than IUSV's 0.04% expense ratio.

Dividends

CGVV vs. IUSV - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.82%, less than IUSV's 1.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGVV Capital Group U.S. Large Value ETF	0.82%	0.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IUSV iShares Core S&P U.S. Value ETF	1.65%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%

Frequently Asked Questions

Can I hold both CGVV and IUSV in my portfolio?

CGVV and IUSV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGVV or IUSV?

CGVV has higher volatility (3.78%) compared to IUSV (2.55%). In terms of maximum drawdown, CGVV dropped -10.11% vs IUSV's -56.88%.

Which ETF is better, CGVV or IUSV?

On 1-year performance, CGVV leads with 29.35% vs 22.09% for IUSV. On fees, IUSV is cheaper at 0.04% per year. On volatility, IUSV has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGVV or IUSV?

Over the 1-year period, CGVV has performed better with a 29.35% return vs 22.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGVV or IUSV?

IUSV is cheaper with a 0.04% expense ratio, compared with 0.33% for CGVV.

Which ETF pays a higher dividend yield, CGVV or IUSV?

IUSV has the higher dividend yield at 1.65%, compared with 0.82% for CGVV.

What is the main difference between CGVV and IUSV?

They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.33% for CGVV and 0.04% for IUSV.

Which has better risk-adjusted returns?

IUSV currently has the higher Sharpe Ratio (2.22 vs 2.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.