CGXU vs. EIS

Last updated Jun 24, 2026

CGXU (Capital Group International Focus Equity ETF) and EIS (iShares MSCI Israel ETF) are both Foreign Large Cap Equities funds. CGXU is actively managed, while EIS is passively managed. Over the past 3 years, CGXU returned 16.80%/yr vs 31.69%/yr for EIS. A 0.65 correlation means they provide meaningful diversification when combined. CGXU charges 0.54%/yr vs 0.59%/yr for EIS.

Performance

CGXU vs. EIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Focus Equity ETF (CGXU) and iShares MSCI Israel ETF (EIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGXU achieves a 16.62% return, which is significantly higher than EIS's 9.26% return.

CGXU

• 1D: -4.30%
• 1M: 2.74%
• YTD: 16.62%
• 6M: 16.79%
• 1Y: 37.49%
• 3Y*: 16.80%
• 5Y*: —
• 10Y*: —

EIS

• 1D: -1.31%
• 1M: -10.17%
• YTD: 9.26%
• 6M: 6.96%
• 1Y: 35.91%
• 3Y*: 31.69%
• 5Y*: 12.91%
• 10Y*: 11.61%

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

CGXU vs. EIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CGXU Capital Group International Focus Equity ETF	16.62%	26.31%	4.36%	15.75%	-11.64%
EIS iShares MSCI Israel ETF	9.26%	45.11%	34.50%	5.48%	-20.84%

Correlation

The correlation between CGXU and EIS is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.65

The correlation between CGXU and EIS shifts across timeframes, from 0.54 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

CGXU vs. EIS - Sectors Allocation Comparison

Sectors	CGXU	EIS
Technology	22.1%	19.5%
Basic Materials	15.4%	1.7%
Industrials	14.4%	11.2%
Communication Services	12.4%	2.5%
Financial Services	11.3%	32.3%
Energy	7.1%	2.3%
Consumer Cyclical	7.0%	2.7%
Consumer Defensive	4.5%	1.8%
Healthcare	4.0%	9.6%
Utilities	1.8%	6.3%
Real Estate	-	8.9%

Return for Risk

CGXU vs. EIS — Risk / Return Rank

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

CGXU

CGXU Risk / Return Rank: 56
CGXU Sharpe Ratio Rank: 54
CGXU Sortino Ratio Rank: 51
CGXU Omega Ratio Rank: 53
CGXU Calmar Ratio Rank: 61
CGXU Martin Ratio Rank: 61

EIS

EIS Risk / Return Rank: 50
EIS Sharpe Ratio Rank: 47
EIS Sortino Ratio Rank: 47
EIS Omega Ratio Rank: 44
EIS Calmar Ratio Rank: 60
EIS Martin Ratio Rank: 54

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.

CGXU vs. EIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Focus Equity ETF (CGXU) and iShares MSCI Israel ETF (EIS). 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.

	CGXU	EIS	Difference
Sharpe ratio: Return per unit of total volatility	1.74	1.55	+0.18
Sortino ratio: Return per unit of downside risk	2.37	2.22	+0.14
Omega ratio: Gain probability vs. loss probability	1.31	1.27	+0.04
Calmar ratio: Return relative to maximum drawdown	2.87	2.84	+0.02
Martin ratio: Return relative to average drawdown	10.38	9.08	+1.30

CGXU vs. EIS - Sharpe Ratio Comparison

The current CGXU Sharpe Ratio is 1.74, which is comparable to the EIS Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CGXU and EIS, 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

CGXU vs. EIS - Drawdown Comparison

The maximum CGXU drawdown since its inception was -25.64%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for CGXU and EIS.

Drawdown Indicators

	CGXU	EIS	Difference
Max Drawdown Largest peak-to-trough decline	-25.64%	-51.94%	+26.30%
Max Drawdown (1Y) Largest decline over 1 year	-13.14%	-12.69%	-0.45%
Max Drawdown (3Y) Largest decline over 3 years	-21.63%	-24.10%	+2.47%
Max Drawdown (5Y) Largest decline over 5 years	—	-41.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.88%	—
Current Drawdown Current decline from peak	-4.54%	-12.69%	+8.15%
Average Drawdown Average peak-to-trough decline	-6.61%	-13.89%	+7.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	3.96%	-0.34%

Volatility

CGXU vs. EIS - Volatility Comparison

Capital Group International Focus Equity ETF (CGXU) and iShares MSCI Israel ETF (EIS) have volatilities of 10.26% and 10.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGXU	EIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.26%	10.15%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	19.17%	18.14%	+1.03%
Volatility (1Y) Calculated over the trailing 1-year period	21.71%	23.35%	-1.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.33%	22.18%	-1.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.33%	21.23%	-0.90%

CGXU vs. EIS - Expense Ratio Comparison

CGXU has a 0.54% expense ratio, which is lower than EIS's 0.59% expense ratio.

Dividends

CGXU vs. EIS - Dividend Comparison

CGXU's dividend yield for the trailing twelve months is around 4.55%, more than EIS's 1.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGXU Capital Group International Focus Equity ETF	4.55%	5.31%	1.01%	0.99%	0.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EIS iShares MSCI Israel ETF	1.56%	1.44%	1.38%	1.39%	1.66%	1.04%	0.16%	2.06%	0.87%	2.02%	1.78%	2.55%

Frequently Asked Questions

Can I hold both CGXU and EIS in my portfolio?

CGXU and EIS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGXU or EIS?

CGXU has higher volatility (10.26%) compared to EIS (10.15%). In terms of maximum drawdown, CGXU dropped -25.64% vs EIS's -51.94%.

Which ETF is better, CGXU or EIS?

On 3-year performance, EIS leads with 31.69% vs 16.80% for CGXU. On fees, CGXU is cheaper at 0.54% per year. On volatility, EIS has been the lower-risk option at 10.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGXU or EIS?

Over the 3-year period, EIS has performed better with a 31.69% return vs 16.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGXU or EIS?

CGXU is cheaper with a 0.54% expense ratio, compared with 0.59% for EIS.

Which ETF pays a higher dividend yield, CGXU or EIS?

CGXU has the higher dividend yield at 4.55%, compared with 1.56% for EIS.

What is the main difference between CGXU and EIS?

They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.54% for CGXU and 0.59% for EIS.

Which has better risk-adjusted returns?

CGXU currently has the higher Sharpe Ratio (1.74 vs 1.55), 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.