Capital Group Conservative Equity ETF

10-Year Study

CGCV.US · · US · ETF

Executive Summary: Capital Group Conservative Equity ETF has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 6.6% and an annualized volatility of 18.4%.

1Y CAGR
+14.7%
3Y CAGR
+14.1%
5Y CAGR
+14.1%
10Y CAGR
+14.1%

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 →
6.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.98
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +16.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 1.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.02.6-6.64.1————————1.8%
20254.31.1-2.7-2.24.33.71.51.62.4-0.32.6-0.616.6%
2024——————4.33.31.9-1.23.6-4.57.3%

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 18.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.6% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110428.215075760738
2024-08-0110776.491868486115
2024-09-0110981.514585236771
2024-10-0110854.597214671981
2024-11-0111241.396217134663
2024-12-0110732.333045173633
2025-01-0111193.330364826466
2025-02-0111316.667205612217
2025-03-0111006.022383752772
2025-04-0110768.570543365948
2025-05-0111235.357156083772
2025-06-0111653.293378807288
2025-07-0111828.500531598665
2025-08-0112011.856854287314
2025-09-0112305.03514251221
2025-10-0112264.16871537748
2025-11-0112587.016934817522
2025-12-0112516.226893623032
2026-01-0112762.528663616784
2026-02-0113095.035779068236
2026-03-0112237.085159060316
2026-04-0112742.003466529093
Annual Return Matrix
YearAnnual Return
20250.16621678072612767
20260.018038708855709018
Total Factor Risk
0.18402593670962455
VTI.US Exposure
0.29056050330015754
VEA.US Exposure
-0.028034294504759052
VWO.US Exposure
0.007125463275523848
QQQ.US Exposure
-0.09127354580097663
VTV.US Exposure
0.10409383160120463
IJR.US Exposure
-0.09524464331961244
QUAL.US Exposure
0.11099226776717377
SHV.US Exposure
0.5362980457775487
TLT.US Exposure
0.037778920260126116
LQD.US Exposure
-0.03898844501396214
HYG.US Exposure
0.08614405592830898
GLD.US Exposure
-0.002574739774344718
USO.US Exposure
0.001753541408478741
VNQ.US Exposure
0.06341380651252744
BTC-USD.CC Exposure
-0.000746206934460673
CPER.US Exposure
0.013358994071200963
VIX.INDX Exposure
-0.009255489633366226
UUP.US Exposure
0.005021293401096042
TIP.US Exposure
0.006743407338696461
Idiosyncratic Exposure
0.002833234339438778
Value Score
41.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.4%

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 →21.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.37%
Market Cap$254.6B
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
$54
Avg Yield on Cost
0.54%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$54.190.54%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 →
+0.5%
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 →
+3.1%
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 →
2.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group Conservative Equity ETF a high-risk investment?

Capital Group Conservative Equity ETF (CGCV.US) has an annualized volatility of 18.4% and experienced a maximum drawdown of 6.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGCV.US has generated a Compound Annual Growth Rate (CAGR) of 14.1%. It has had a positive return in 100% 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.

Run a Full Backtest on Capital Group Conservative Equity ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest