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CGXU vs. SCHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGXU vs. SCHY - Performance Comparison

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

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CGXU vs. SCHY - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGXU
Capital Group International Focus Equity ETF
1.08%26.31%4.36%15.75%-14.34%
SCHY
Schwab International Dividend Equity ETF
7.07%33.98%-1.79%14.27%-7.07%

Returns By Period

In the year-to-date period, CGXU achieves a 1.08% return, which is significantly lower than SCHY's 7.07% return.


CGXU

1D
1.29%
1M
-5.62%
YTD
1.08%
6M
4.45%
1Y
27.62%
3Y*
11.48%
5Y*
10Y*

SCHY

1D
0.25%
1M
-4.32%
YTD
7.07%
6M
14.73%
1Y
29.70%
3Y*
15.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGXU vs. SCHY - Expense Ratio Comparison

CGXU has a 0.54% expense ratio, which is higher than SCHY's 0.14% expense ratio.


Return for Risk

CGXU vs. SCHY — Risk / Return Rank

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

CGXU
CGXU Risk / Return Rank: 7070
Overall Rank
CGXU Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CGXU Sortino Ratio Rank: 6969
Sortino Ratio Rank
CGXU Omega Ratio Rank: 6767
Omega Ratio Rank
CGXU Calmar Ratio Rank: 7676
Calmar Ratio Rank
CGXU Martin Ratio Rank: 7070
Martin Ratio Rank

SCHY
SCHY Risk / Return Rank: 9191
Overall Rank
SCHY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCHY Omega Ratio Rank: 9191
Omega Ratio Rank
SCHY Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHY Martin Ratio Rank: 9090
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.

CGXU vs. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Focus Equity ETF (CGXU) and Schwab International Dividend Equity ETF (SCHY). 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.


CGXUSCHYDifference

Sharpe ratio

Return per unit of total volatility

1.28

2.14

-0.86

Sortino ratio

Return per unit of downside risk

1.81

2.83

-1.02

Omega ratio

Gain probability vs. loss probability

1.26

1.41

-0.15

Calmar ratio

Return relative to maximum drawdown

2.15

3.29

-1.14

Martin ratio

Return relative to average drawdown

7.65

12.05

-4.40

CGXU vs. SCHY - Sharpe Ratio Comparison

The current CGXU Sharpe Ratio is 1.28, which is lower than the SCHY Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of CGXU and SCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CGXUSCHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.14

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.67

-0.31

Correlation

The correlation between CGXU and SCHY is 0.78, 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

CGXU vs. SCHY - Dividend Comparison

CGXU's dividend yield for the trailing twelve months is around 5.25%, more than SCHY's 3.47% yield.


TTM20252024202320222021
CGXU
Capital Group International Focus Equity ETF
5.25%5.31%1.01%0.99%0.95%0.00%
SCHY
Schwab International Dividend Equity ETF
3.47%3.55%4.64%3.97%3.67%1.73%

Drawdowns

CGXU vs. SCHY - Drawdown Comparison

The maximum CGXU drawdown since its inception was -25.64%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for CGXU and SCHY.


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Drawdown Indicators


CGXUSCHYDifference

Max Drawdown

Largest peak-to-trough decline

-25.64%

-24.04%

-1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-9.11%

-4.23%

Current Drawdown

Current decline from peak

-8.26%

-5.90%

-2.36%

Average Drawdown

Average peak-to-trough decline

-6.85%

-5.00%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.49%

+1.26%

Volatility

CGXU vs. SCHY - Volatility Comparison

Capital Group International Focus Equity ETF (CGXU) has a higher volatility of 9.98% compared to Schwab International Dividend Equity ETF (SCHY) at 5.39%. This indicates that CGXU's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGXUSCHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.98%

5.39%

+4.59%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

9.04%

+6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

21.72%

13.95%

+7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.68%

13.24%

+6.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

13.24%

+6.44%