Capital Group Core Plus Income ETF

10-Year Study

CGCP.US · · US · ETF

Executive Summary: Capital Group Core Plus Income ETF has compounded at 1.3% annually over the last 10 years, with a maximum drawdown of 13.3% and an annualized volatility of 9.2%.

1Y CAGR
+5.5%
3Y CAGR
+5.0%
5Y CAGR
+1.3%
10Y CAGR
+1.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.8-2.10.8————————-0.2%
20250.71.9-0.3-0.2-0.11.8-0.11.41.00.40.60.07.3%
20240.3-1.31.1-2.31.90.82.41.51.5-2.51.2-1.43.0%
20233.1-2.83.10.5-1.4-0.30.4-0.4-2.1-1.45.13.47.2%
2022——-1.3-4.60.7-3.33.1-3.1-5.0-0.33.7-0.5-10.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 9.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.7% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-019865.443281550664
2022-04-019407.190125310932
2022-05-019472.05143849439
2022-06-019156.474398085136
2022-07-019439.761580701179
2022-08-019143.661707420097
2022-09-018687.661331956635
2022-10-018665.50898765664
2022-11-018986.624114140894
2022-12-018940.770638757218
2023-01-019221.898906462666
2023-02-018959.35608016145
2023-03-019238.090768292112
2023-04-019284.413573004178
2023-05-019158.63331299573
2023-06-019135.401511240438
2023-07-019172.713192847421
2023-08-019133.852724456752
2023-09-018941.850096212513
2023-10-018820.950861219319
2023-11-019269.958229689773
2023-12-019582.109166001783
2024-01-019606.748955742245
2024-02-019482.658281316
2024-03-019590.463228047121
2024-04-019368.658187450133
2024-05-019541.981508424462
2024-06-019617.449664429532
2024-07-019844.22959590745
2024-08-019988.21983385742
2024-09-0110133.571126859717
2024-10-019880.837283521849
2024-11-0110002.487445440467
2024-12-019864.927019289436
2025-01-019931.57178392078
2025-02-0110116.440606373493
2025-03-0110090.721359177734
2025-04-0110070.82179565401
2025-05-0110061.388276153379
2025-06-0110240.812878396771
2025-07-0110232.975078612662
2025-08-0110375.416529778948
2025-09-0110481.25029333083
2025-10-0110527.713896841415
2025-11-0110585.816867696063
2025-12-0110589.759234054536
2026-01-0110625.615994743514
2026-02-0110710.095273853663
2026-03-0110484.817196226591
2026-04-0110564.603182052848
Annual Return Matrix
YearAnnual Return
20230.07173190691912379
20240.029515198416974586
20250.07347567937885358
2026-0.002375507454484227
Total Factor Risk
0.09200271868668623
VTI.US Exposure
0.03219352673158888
VEA.US Exposure
0.014988862211493922
VWO.US Exposure
-0.01114333659349573
QQQ.US Exposure
-0.005928385009236536
VTV.US Exposure
0.0004443800991045515
IJR.US Exposure
-0.010044904765428459
QUAL.US Exposure
-0.017215801247456083
SHV.US Exposure
0.5771945592234975
TLT.US Exposure
-0.0295685591520126
LQD.US Exposure
0.38289647314698666
HYG.US Exposure
-0.0009382812666550974
GLD.US Exposure
-0.0016511801274894178
USO.US Exposure
0.002983674882455665
VNQ.US Exposure
0.005085261328989759
BTC-USD.CC Exposure
-0.0006285165997792472
CPER.US Exposure
0.0033860545618381046
VIX.INDX Exposure
-0.003414081820196703
UUP.US Exposure
-0.0030677373326575066
TIP.US Exposure
0.05157376132922065
Idiosyncratic Exposure
0.012854230399231411
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$83
Avg Yield on Cost
0.83%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$83.470.83%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group Core Plus Income ETF a high-risk investment?

Capital Group Core Plus Income ETF (CGCP.US) has an annualized volatility of 9.2% and experienced a maximum drawdown of 13.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CGCP.US?

Over the past 10 years, CGCP.US has generated a Compound Annual Growth Rate (CAGR) of 1.3%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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