Capital Group Dividend Growers ETF

10-Year Study

CGDG.US · · US · ETF

Executive Summary: Capital Group Dividend Growers ETF has compounded at -4.4% annually over the last 10 years, with a maximum drawdown of 73.7% and an annualized volatility of 66.3%.

1Y CAGR
+17.1%
3Y CAGR
+17.3%
5Y CAGR
-4.4%
10Y CAGR
-4.4%

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 →
73.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +47.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -49.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.43.9-5.33.4————————4.2%
20253.61.7-0.71.34.33.7-1.12.62.00.62.60.122.7%
2024-0.72.93.6-2.53.2-0.43.43.31.5-1.91.6-2.711.5%
202327.7-4.2-0.26.51.40.68.8-28.730.2-1.87.14.647.3%
2022-34.727.211.6-34.85.2-34.521.5-26.8-7.664.9-10.10.1-49.2%
2021———————————-23.0-23.0%

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 66.3%. The dominant macroeconomic risk driver is HYG.US, accounting for 31.0% of variance. Idiosyncratic stock-specific factors contribute 18.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-017695.796296519789
2022-01-015028.760875790337
2022-02-016394.911548396566
2022-03-017137.3009953912215
2022-04-014650.442500655546
2022-05-014892.860600077189
2022-06-013205.145933688916
2022-07-013895.3383809429206
2022-08-012850.77659892569
2022-09-012634.0707823817365
2022-10-014342.920095006215
2022-11-013905.7431363512037
2022-12-013911.5905101473895
2023-01-014995.424895237191
2023-02-014785.397963643742
2023-03-014776.794217931794
2023-04-015086.238741474004
2023-05-015157.670212506484
2023-06-015187.128198891561
2023-07-015643.805265109218
2023-08-014025.502263541732
2023-09-015241.172477904928
2023-10-015144.402568033901
2023-11-015507.345039783832
2023-12-015760.265389497041
2024-01-015719.977779557595
2024-02-015883.2742369782745
2024-03-016095.619366137423
2024-04-015940.199014778491
2024-05-016131.814055791972
2024-06-016106.570693386202
2024-07-016315.862725251751
2024-08-016522.986615560976
2024-09-016620.862720103598
2024-10-016498.008739876389
2024-11-016599.314047900951
2024-12-016424.0264402401945
2025-01-016658.0972327494455
2025-02-016770.818469784855
2025-03-016726.017585585306
2025-04-016813.097230133171
2025-05-017104.778641139028
2025-06-017370.353857895271
2025-07-017287.057399124257
2025-08-017475.552971163843
2025-09-017626.79190666415
2025-10-017675.221109386526
2025-11-017875.508716625302
2025-12-017884.955619120714
2026-01-018070.796323948473
2026-02-018384.955610681118
2026-03-017942.477742043592
2026-04-018212.389241912482
Annual Return Matrix
YearAnnual Return
2022-0.4917237463891425
20230.47261462429511636
20240.11523098431426759
20250.2274164330534567
20260.041526374859708115
Total Factor Risk
0.6634811637598801
VTI.US Exposure
-0.13953791112000663
VEA.US Exposure
0.0649091103778898
VWO.US Exposure
-0.009838233093638921
QQQ.US Exposure
0.19354189955921106
VTV.US Exposure
0.0016115353149194836
IJR.US Exposure
0.1465397111404358
QUAL.US Exposure
0.024734516570663244
SHV.US Exposure
0.16393150120229036
TLT.US Exposure
-0.003785174275055756
LQD.US Exposure
-0.007179118119596552
HYG.US Exposure
0.3097647500060738
GLD.US Exposure
0.01913767973253593
USO.US Exposure
0.0037491901954207953
VNQ.US Exposure
-0.022884113787098825
BTC-USD.CC Exposure
0.019025194224112175
CPER.US Exposure
-0.00443905448683542
VIX.INDX Exposure
-0.002209864941893089
UUP.US Exposure
0.03277488264257734
TIP.US Exposure
0.027054020177282524
Idiosyncratic Exposure
0.18309947868071316
Value Score
42.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
66.3%

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 →17.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.83%
Market Cap$133.3B
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
$31
Avg Yield on Cost
0.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$30.530.31%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 →
+2.5%
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 →
+6.9%
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 →
2.2% 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 Dividend Growers ETF a high-risk investment?

Capital Group Dividend Growers ETF (CGDG.US) has an annualized volatility of 66.3% and experienced a maximum drawdown of 73.7% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, CGDG.US has generated a Compound Annual Growth Rate (CAGR) of -4.4%. It has had a positive return in 80% 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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