Capital Group Global Equity ETF

10-Year Study

CGGE.US · · US · ETF

Executive Summary: Capital Group Global Equity ETF has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 7.3% and an annualized volatility of 27.9%.

1Y CAGR
+18.9%
3Y CAGR
+16.4%
5Y CAGR
+16.4%
10Y CAGR
+16.4%

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 →
7.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +24.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.6%
% 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.
20262.81.2-7.37.4————————3.6%
20254.20.6-3.31.66.84.00.12.33.11.51.10.524.5%
2024——————2.22.91.1-2.72.0-2.82.4%

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 27.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.6% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110219.484268412649
2024-08-0110512.66751600574
2024-09-0110628.739376542115
2024-10-0110336.604363882661
2024-11-0110540.687642116467
2024-12-0110242.303536583398
2025-01-0110673.329677949976
2025-02-0110733.562869905982
2025-03-0110384.218419906787
2025-04-0110552.863294037961
2025-05-0111267.638568594883
2025-06-0111721.403344675773
2025-07-0111729.42637359093
2025-08-0111994.468544888645
2025-09-0112363.89072553984
2025-10-0112552.61333032302
2025-11-0112693.157444887032
2025-12-0112752.181134996532
2026-01-0113102.93667048332
2026-02-0113264.203583350803
2026-03-0112296.602106145881
2026-04-0113207.760163847182
Annual Return Matrix
YearAnnual Return
20250.2450501090353716
20260.03572557698387602
Total Factor Risk
0.27926990567681065
VTI.US Exposure
0.13984208885773583
VEA.US Exposure
0.05241585410355707
VWO.US Exposure
0.04342483610416838
QQQ.US Exposure
-0.04929150461504405
VTV.US Exposure
-0.00040954571775993974
IJR.US Exposure
-0.04572041039632186
QUAL.US Exposure
0.04834535377150186
SHV.US Exposure
0.7258034800320726
TLT.US Exposure
0.030146502489491224
LQD.US Exposure
-0.028621750813262438
HYG.US Exposure
0.06979342025905017
GLD.US Exposure
-0.0032138584701490855
USO.US Exposure
0.0008233874096432037
VNQ.US Exposure
-0.005431874165047622
BTC-USD.CC Exposure
0.006855079136959976
CPER.US Exposure
-0.0004392575908253885
VIX.INDX Exposure
0.006098391468315429
UUP.US Exposure
0.010121986398621514
TIP.US Exposure
-0.0032909707701697455
Idiosyncratic Exposure
0.0027487925074630355
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.9%

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 →22.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.39%
Market Cap$268.7B
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
$0
Avg Yield on Cost
0.00%

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 →
+3.0%
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 →
+5.7%
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 →
1.1% 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 Global Equity ETF a high-risk investment?

Capital Group Global Equity ETF (CGGE.US) has an annualized volatility of 27.9% and experienced a maximum drawdown of 7.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGGE.US has generated a Compound Annual Growth Rate (CAGR) of 16.4%. 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 Global 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