Capital Group Global Growth Equity ETF

10-Year Study

CGGO.US · · US · ETF

Executive Summary: Capital Group Global Growth Equity ETF has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 23.1% and an annualized volatility of 18.9%.

1Y CAGR
+26.5%
3Y CAGR
+18.7%
5Y CAGR
+11.7%
10Y CAGR
+11.7%

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 →
23.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +23.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 6.6%
% 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.
20264.91.3-9.410.7————————6.6%
20253.6-2.0-4.50.96.46.21.01.34.42.2-0.91.321.1%
20242.35.73.4-3.44.71.8-1.02.50.9-2.52.2-2.314.8%
20238.0-3.14.92.3-1.34.72.1-2.6-5.1-1.79.34.823.4%
2022——-0.3-10.1-0.6-7.38.2-4.8-9.65.110.9-3.3-13.2%

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 18.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.7% of variance. Idiosyncratic stock-specific factors contribute 1.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-019974.129002591397
2022-04-018968.082409011013
2022-05-018910.581753641063
2022-06-018262.861366693454
2022-07-018937.699028333469
2022-08-018509.753194122728
2022-09-017694.988676066749
2022-10-018090.015599953586
2022-11-018970.617938657371
2022-12-018678.903104089937
2023-01-019377.033258413447
2023-02-019083.728345932193
2023-03-019525.727030894785
2023-04-019748.810664695542
2023-05-019624.87053757526
2023-06-0110081.050998525954
2023-07-0110292.74623645748
2023-08-0110022.948692053476
2023-09-019512.490706639219
2023-10-019346.477977420893
2023-11-0110218.012574508042
2023-12-0110712.698706020377
2024-01-0110962.512838804776
2024-02-0111591.195265865324
2024-03-0111990.906473336112
2024-04-0111578.68951794854
2024-05-0112119.960634827861
2024-06-0112338.78973583219
2024-07-0112213.04465540433
2024-08-0112518.984241038623
2024-09-0112636.349181109874
2024-10-0112317.817897401297
2024-11-0112590.23692160916
2024-12-0112298.350186726717
2025-01-0112744.474479249484
2025-02-0112483.52980106836
2025-03-0111923.736425246998
2025-04-0112028.982393110235
2025-05-0112794.970196782884
2025-06-0113584.121567902774
2025-07-0113724.34924987
2025-08-0113907.079284722788
2025-09-0114518.915480912618
2025-10-0114833.36413213977
2025-11-0114693.136450172546
2025-12-0114890.864787509721
2026-01-0115617.143618415681
2026-02-0115823.423996424473
2026-03-0114340.783779486275
2026-04-0115874.994090926672
Annual Return Matrix
YearAnnual Return
20230.23433786246236732
20240.14801606245261278
20250.21080181987182622
20260.06608946608946598
Total Factor Risk
0.18946646333002062
VTI.US Exposure
0.41739385883300206
VEA.US Exposure
0.156014987897463
VWO.US Exposure
0.03005090358382949
QQQ.US Exposure
-0.14359456737164542
VTV.US Exposure
-0.10049212832265207
IJR.US Exposure
-0.034178032343220734
QUAL.US Exposure
0.2567871230148397
SHV.US Exposure
0.4266991685810716
TLT.US Exposure
0.06343340851786212
LQD.US Exposure
-0.022315241707417017
HYG.US Exposure
-0.01670978963946558
GLD.US Exposure
0.002172990825633635
USO.US Exposure
-0.0005806013422435667
VNQ.US Exposure
-0.036102295788608615
BTC-USD.CC Exposure
0.008223273590613927
CPER.US Exposure
0.008695509595228778
VIX.INDX Exposure
-0.01633106899164009
UUP.US Exposure
-0.006283346825367222
TIP.US Exposure
-0.007667745063960336
Idiosyncratic Exposure
0.014783592956676285
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.9%

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 →16.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.91%
Market Cap$188.0B
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 →
+4.5%
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 →
+8.3%
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 →
0.4% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group Global Growth Equity ETF a high-risk investment?

Capital Group Global Growth Equity ETF (CGGO.US) has an annualized volatility of 18.9% and experienced a maximum drawdown of 23.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGGO.US has generated a Compound Annual Growth Rate (CAGR) of 11.7%. 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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