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CGVV vs. SPYV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CGVV vs. SPYV

Last updated Apr 2, 2026

Compare and contrast key facts about Capital Group U.S. Large Value ETF (CGVV) and SPDR Portfolio S&P 500 Value ETF (SPYV).

CGVV and SPYV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGVV is an actively managed fund by Capital Group. It was launched on Jun 24, 2025. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.

Performance

CGVV vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Large Value ETF (CGVV) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

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CGVV vs. SPYV - Yearly Performance Comparison

2026 (YTD)2025
CGVV
Capital Group U.S. Large Value ETF		0.11%6.41%
SPYV
SPDR Portfolio S&P 500 Value ETF		0.09%10.52%

Returns By Period

In the year-to-date period, CGVV achieves a 0.11% return, which is significantly higher than SPYV's 0.09% return.

CGVV

1D
0.67%
1M
-5.92%
YTD
0.11%
6M
2.02%
1Y
—
3Y*
—
5Y*
—
10Y*
—

SPYV

1D
0.12%
1M
-4.32%
YTD
0.09%
6M
3.04%
1Y
13.08%
3Y*
13.89%
5Y*
10.49%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Capital Group U.S. Large Value ETF

SPDR Portfolio S&P 500 Value ETF

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Often compared with SPYV:
SPYV vs. SPYGSPYV vs. VTVSPYV vs. SPYSPYV vs. SPHQSPYV vs. SCHDSPYV vs. SPYDSPYV vs. BRK-B

CGVV vs. SPYV - Expense Ratio Comparison

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

CGVV
Capital Group U.S. Large Value ETF
SPYV
SPDR Portfolio S&P 500 Value ETF

Return for Risk

CGVV vs. SPYV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CGVV
SPYV
SPYV Risk / Return Rank: 4545
Overall Rank
SPYV Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 4444
Sortino Ratio Rank
SPYV Omega Ratio Rank: 4848
Omega Ratio Rank
SPYV Calmar Ratio Rank: 4040
Calmar Ratio Rank
SPYV Martin Ratio Rank: 5151
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.

CGVV vs. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CGVV vs. SPYV - Sharpe Ratio Comparison

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Sharpe Ratios by Period

CGVVSPYVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.85

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.73

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.68

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.41

+0.23

Correlation

The correlation between CGVV and SPYV is 0.90, 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.

Dividends

CGVV vs. SPYV - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.57%, less than SPYV's 1.82% yield.

TTM20252024202320222021202020192018201720162015
CGVV
Capital Group U.S. Large Value ETF		0.57%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYV
SPDR Portfolio S&P 500 Value ETF		1.82%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%

Drawdowns

CGVV vs. SPYV - Drawdown Comparison

The maximum CGVV drawdown since its inception was -10.11%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for CGVV and SPYV.

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Drawdown Indicators

CGVVSPYVDifference

Max Drawdown

Largest peak-to-trough decline

-10.11%

-58.45%

+48.34%

Max Drawdown (1Y)

Largest decline over 1 year

—

-12.03%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.89%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.89%

—

Current Drawdown

Current decline from peak

-7.22%

-4.43%

-2.79%

Average Drawdown

Average peak-to-trough decline

-1.75%

-8.77%

+7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.56%

—

Volatility

CGVV vs. SPYV - Volatility Comparison

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Volatility by Period

CGVVSPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.79%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

7.76%

—

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

15.52%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.53%

14.43%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.53%

16.96%

-3.43%