Capital Group Dividend Value ETF

10-Year Study

CGDV.US · · US · ETF

Executive Summary: Capital Group Dividend Value ETF has compounded at 17.0% annually over the last 10 years, with a maximum drawdown of 20.5% and an annualized volatility of 14.0%.

1Y CAGR
+26.0%
3Y CAGR
+23.9%
5Y CAGR
+17.0%
10Y CAGR
+17.0%

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 →
20.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +28.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 4.0%
% 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.
20262.81.6-6.76.7————————4.0%
20254.20.6-3.3-2.06.26.82.82.21.61.52.8-0.025.5%
20240.24.24.7-2.43.60.86.12.12.3-1.33.0-4.320.1%
20235.0-1.52.72.9-0.96.84.4-2.2-3.7-1.77.86.928.8%
2022——3.0-7.62.9-9.04.6-2.7-9.711.17.1-2.3-4.8%

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 14.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.0% of variance. Idiosyncratic stock-specific factors contribute 3.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-0110302.538095170412
2022-04-019517.999830731202
2022-05-019792.788664675927
2022-06-018910.46213612054
2022-07-019317.659387246953
2022-08-019070.146572565276
2022-09-018189.353638697689
2022-10-019095.716982570482
2022-11-019737.391089742181
2022-12-019516.937055265616
2023-01-019988.951496090665
2023-02-019835.647750340153
2023-03-0110098.882535207264
2023-04-0110390.429464658355
2023-05-0110293.245270487663
2023-06-0110998.062453725659
2023-07-0111482.073497545602
2023-08-0111229.901753030364
2023-09-0110813.861499359751
2023-10-0110630.02072573674
2023-11-0111463.426472089384
2023-12-0112258.765313334634
2024-01-0112279.306921801692
2024-02-0112792.826136394471
2024-03-0113392.644980017236
2024-04-0113075.341897128503
2024-05-0113540.995029182717
2024-06-0113651.795024531055
2024-07-0114487.44988157645
2024-08-0114793.579285633989
2024-09-0115137.128723105965
2024-10-0114933.58622436256
2024-11-0115386.370566869573
2024-12-0114722.492851300593
2025-01-0115344.628364540382
2025-02-0115440.66094942998
2025-03-0114926.185559950227
2025-04-0114633.021047476666
2025-05-0115541.826513695913
2025-06-0116593.27647538431
2025-07-0117055.4820478165
2025-08-0117433.654061094407
2025-09-0117718.02402583223
2025-10-0117983.604831009012
2025-11-0118481.04189467346
2025-12-0118477.375480833216
2026-01-0118998.1629166952
2026-02-0119303.014664363232
2026-03-0118011.6307045846
2026-04-0119218.333748967914
Annual Return Matrix
YearAnnual Return
20230.28809986260779086
20240.20097680924570804
20250.25504394313228795
20260.04010083947816612
Total Factor Risk
0.14045102518768157
VTI.US Exposure
0.17402546471716646
VEA.US Exposure
0.06776281373574361
VWO.US Exposure
0.02814686386735696
QQQ.US Exposure
0.054596108636599854
VTV.US Exposure
0.25448360634876116
IJR.US Exposure
0.008846015263955967
QUAL.US Exposure
0.006192336258538331
SHV.US Exposure
0.3903215126496688
TLT.US Exposure
0.017862582015388838
LQD.US Exposure
-0.037792798146766254
HYG.US Exposure
0.019395435594334803
GLD.US Exposure
-0.011035554437467213
USO.US Exposure
0.00035721300033069434
VNQ.US Exposure
-0.0327294434761403
BTC-USD.CC Exposure
-0.006499364718468687
CPER.US Exposure
0.02476820643535948
VIX.INDX Exposure
-0.022152134071085912
UUP.US Exposure
0.019719839140617382
TIP.US Exposure
0.01216515359676544
Idiosyncratic Exposure
0.031566143589340505
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
14.0%

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
$47
Avg Yield on Cost
0.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$46.570.47%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 →
+2.3%
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 →
+6.2%
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 →
1.2% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group Dividend Value ETF a high-risk investment?

Capital Group Dividend Value ETF (CGDV.US) has an annualized volatility of 14.0% and experienced a maximum drawdown of 20.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGDV.US has generated a Compound Annual Growth Rate (CAGR) of 17.0%. 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.

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