CGXU vs. SCHD

Last updated Jun 24, 2026

CGXU (Capital Group International Focus Equity ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - CGXU is a Foreign Large Cap Equities fund actively managed by Capital Group, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. CGXU is actively managed, while SCHD is passively managed. Over the past 3 years, CGXU returned 16.80%/yr vs 14.60%/yr for SCHD. A 0.57 correlation means they provide meaningful diversification when combined. CGXU charges 0.54%/yr vs 0.06%/yr for SCHD.

Performance

CGXU vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Focus Equity ETF (CGXU) and Schwab U.S. Dividend Equity ETF (SCHD). 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 lower than SCHD's 17.72% return.

CGXU

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

SCHD

• 1D: 0.41%
• 1M: -2.47%
• YTD: 17.72%
• 6M: 17.25%
• 1Y: 24.56%
• 3Y*: 14.60%
• 5Y*: 8.71%
• 10Y*: 12.72%

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

CGXU vs. SCHD - 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%
SCHD Schwab U.S. Dividend Equity ETF	17.72%	4.34%	11.66%	4.54%	3.34%

Correlation

The correlation between CGXU and SCHD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.57

Over the past year, the correlation between CGXU and SCHD has dropped to 0.31 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

CGXU vs. SCHD - Sectors Allocation Comparison

Sectors	CGXU	SCHD
Technology	22.1%	19.4%
Basic Materials	15.4%	1.2%
Industrials	14.4%	7.4%
Communication Services	12.4%	6.0%
Financial Services	11.3%	9.1%
Energy	7.1%	14.6%
Consumer Cyclical	7.0%	6.7%
Consumer Defensive	4.5%	18.5%
Healthcare	4.0%	18.4%
Utilities	1.8%	0.0%
Real Estate	-	-

Return for Risk

CGXU vs. SCHD — 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

SCHD

SCHD Risk / Return Rank: 77
SCHD Sharpe Ratio Rank: 72
SCHD Sortino Ratio Rank: 80
SCHD Omega Ratio Rank: 70
SCHD Calmar Ratio Rank: 90
SCHD Martin Ratio Rank: 71

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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Focus Equity ETF (CGXU) and Schwab U.S. Dividend Equity ETF (SCHD). 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	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	1.74	2.23	-0.49
Sortino ratio: Return per unit of downside risk	2.37	3.40	-1.03
Omega ratio: Gain probability vs. loss probability	1.31	1.40	-0.08
Calmar ratio: Return relative to maximum drawdown	2.87	5.35	-2.48
Martin ratio: Return relative to average drawdown	10.38	12.94	-2.56

CGXU vs. SCHD - Sharpe Ratio Comparison

The current CGXU Sharpe Ratio is 1.74, which is comparable to the SCHD Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of CGXU and SCHD, 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. SCHD - Drawdown Comparison

The maximum CGXU drawdown since its inception was -25.64%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CGXU and SCHD.

Drawdown Indicators

	CGXU	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-25.64%	-33.37%	+7.73%
Max Drawdown (1Y) Largest decline over 1 year	-13.14%	-4.61%	-8.53%
Max Drawdown (3Y) Largest decline over 3 years	-21.63%	-16.13%	-5.50%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-4.54%	-2.47%	-2.07%
Average Drawdown Average peak-to-trough decline	-6.61%	-3.31%	-3.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	1.90%	+1.72%

Volatility

CGXU vs. SCHD - Volatility Comparison

Capital Group International Focus Equity ETF (CGXU) has a higher volatility of 10.26% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that CGXU's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGXU	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.26%	3.58%	+6.68%
Volatility (6M) Calculated over the trailing 6-month period	19.17%	7.73%	+11.44%
Volatility (1Y) Calculated over the trailing 1-year period	21.71%	11.07%	+10.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.33%	14.36%	+5.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.33%	16.71%	+3.62%

CGXU vs. SCHD - Expense Ratio Comparison

CGXU has a 0.54% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

CGXU vs. SCHD - Dividend Comparison

CGXU's dividend yield for the trailing twelve months is around 4.55%, more than SCHD's 3.30% 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%
SCHD Schwab U.S. Dividend Equity ETF	3.30%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both CGXU and SCHD in my portfolio?

CGXU and SCHD have a correlation of 0.31, 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 SCHD?

CGXU has higher volatility (10.26%) compared to SCHD (3.58%). In terms of maximum drawdown, CGXU dropped -25.64% vs SCHD's -33.37%.

Which ETF is better, CGXU or SCHD?

On 3-year performance, CGXU leads with 16.80% vs 14.60% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGXU or SCHD?

Over the 3-year period, CGXU has performed better with a 16.80% return vs 14.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGXU or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.54% for CGXU.

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

CGXU has the higher dividend yield at 4.55%, compared with 3.30% for SCHD.

What is the main difference between CGXU and SCHD?

CGXU is categorized as Foreign Large Cap Equities, while SCHD is Dividend. They also come from different issuers: Capital Group and Charles Schwab. Their fees differ too: 0.54% for CGXU and 0.06% for SCHD.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.23 vs 1.74), 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.