CGVV vs. KWIN

Last updated Jul 15, 2026

CGVV (Capital Group U.S. Large Value ETF) and KWIN (KraneShares Wahed Alternative Income Index ETF) are both Large Cap Value Equities funds. CGVV is actively managed, while KWIN is passively managed. At a correlation of -0.01, they often move in opposite directions. CGVV charges 0.33%/yr vs 0.51%/yr for KWIN.

Performance

CGVV vs. KWIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Large Value ETF (CGVV) and KraneShares Wahed Alternative Income Index ETF (KWIN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGVV achieves a 14.38% return, which is significantly higher than KWIN's 1.72% return.

CGVV

• 1D: -0.16%
• 1M: 0.62%
• 6M: 10.00%
• YTD: 14.38%
• 1Y: 19.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KWIN

• 1D: 0.13%
• 1M: 0.25%
• 6M: 1.37%
• YTD: 1.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CGVV vs. KWIN - Yearly Performance Comparison

	2026 (YTD)	2025
CGVV Capital Group U.S. Large Value ETF	14.38%	3.85%
KWIN KraneShares Wahed Alternative Income Index ETF	1.72%	0.61%

Correlation

The correlation between CGVV and KWIN is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025	-0.01

Return for Risk

CGVV vs. KWIN — Risk / Return Rank

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

CGVV

CGVV Risk / Return Rank: 51
CGVV Sharpe Ratio Rank: 52
CGVV Sortino Ratio Rank: 52
CGVV Omega Ratio Rank: 48
CGVV Calmar Ratio Rank: 49
CGVV Martin Ratio Rank: 56

KWIN

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.

CGVV vs. KWIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and KraneShares Wahed Alternative Income Index ETF (KWIN). 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	KWIN	Difference
Sharpe ratio: Return per unit of total volatility	1.43	—	—
Sortino ratio: Return per unit of downside risk	2.05	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.97	—	—
Martin ratio: Return relative to average drawdown	7.69	—	—

Drawdowns

CGVV vs. KWIN - Drawdown Comparison

The maximum CGVV drawdown since its inception was -10.11%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for CGVV and KWIN.

Drawdown Indicators

	CGVV	KWIN	Difference
Max Drawdown Largest peak-to-trough decline	-10.11%	-1.50%	-8.61%
Max Drawdown (1Y) Largest decline over 1 year	-10.11%	—	—
Current Drawdown Current decline from peak	-0.78%	-1.32%	+0.54%
Average Drawdown Average peak-to-trough decline	-1.56%	-0.26%	-1.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	—	—

Volatility

Volatility by Period

	CGVV	KWIN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.90%	4.15%	+9.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.72%	4.15%	+9.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.72%	4.15%	+9.57%

CGVV vs. KWIN - Expense Ratio Comparison

CGVV has a 0.33% expense ratio, which is lower than KWIN's 0.51% expense ratio.

Dividends

CGVV vs. KWIN - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.85%, while KWIN has not paid dividends to shareholders.

Position	TTM	2025
CGVV Capital Group U.S. Large Value ETF	0.85%	0.57%
KWIN KraneShares Wahed Alternative Income Index ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both CGVV and KWIN in my portfolio?

CGVV and KWIN have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CGVV or KWIN?

On fees, CGVV is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CGVV or KWIN?

CGVV is cheaper with a 0.33% expense ratio, compared with 0.51% for KWIN.

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

CGVV has the higher dividend yield at 0.85%, compared with 0.00% for KWIN.

What is the main difference between CGVV and KWIN?

They also come from different issuers: Capital Group and KraneShares. Their fees differ too: 0.33% for CGVV and 0.51% for KWIN.