Capital Group International Core Equity ETF

10-Year Study

CGIC.US · · US · ETF

Executive Summary: Capital Group International Core Equity ETF has compounded at 22.1% annually over the last 10 years, with a maximum drawdown of 8.1% and an annualized volatility of 17.3%.

1Y CAGR
+28.4%
3Y CAGR
+22.1%
5Y CAGR
+22.1%
10Y CAGR
+22.1%

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 →
8.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +37.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 7.8%
% 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.
20266.44.3-8.15.8————————7.8%
20254.32.81.13.05.63.7-0.83.63.31.21.82.937.5%
2024——————0.82.51.4-3.7-1.2-2.4-2.8%

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 17.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 40.2% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110081.53392378923
2024-08-0110330.167140430047
2024-09-0110469.704511516358
2024-10-0110081.245963412577
2024-11-019959.27417530205
2024-12-019721.37776699069
2025-01-0110135.382514223185
2025-02-0110414.33384480581
2025-03-0110526.556117306829
2025-04-0110846.644644554051
2025-05-0111458.478170546588
2025-06-0111886.22274146506
2025-07-0111788.233939009991
2025-08-0112212.893220178616
2025-09-0112612.787908955157
2025-10-0112768.368786740659
2025-11-0112993.51266408599
2025-12-0113369.58891599373
2026-01-0114221.12888695087
2026-02-0114825.84567792043
2026-03-0113620.525815647767
2026-04-0114414.473711274471
Annual Return Matrix
YearAnnual Return
20250.3752771712452818
20260.07815384615384602
Total Factor Risk
0.173111006257873
VTI.US Exposure
-0.19485773456811895
VEA.US Exposure
0.40223900631615855
VWO.US Exposure
0.17206824662329256
QQQ.US Exposure
0.15128384254862398
VTV.US Exposure
0.2673936320359032
IJR.US Exposure
-0.05840677423887367
QUAL.US Exposure
-0.07978659266406063
SHV.US Exposure
0.2498665302664114
TLT.US Exposure
0.019963334127312084
LQD.US Exposure
-0.004470855743399222
HYG.US Exposure
0.04103767201299136
GLD.US Exposure
-0.01498305482921845
USO.US Exposure
0.009372835557621258
VNQ.US Exposure
-0.03336191853876587
BTC-USD.CC Exposure
0.005607441659144778
CPER.US Exposure
0.0016910749127291612
VIX.INDX Exposure
0.03279012649267834
UUP.US Exposure
0.026183942584205665
TIP.US Exposure
0.003054310427588413
Idiosyncratic Exposure
0.0033149350177758517
Value Score
43.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.3%

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 →15.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.44%
Market Cap$89.9B
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
$9
Avg Yield on Cost
0.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$9.050.09%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 →
+2.0%
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 →
+10.0%
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 →
3.2% 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 International Core Equity ETF a high-risk investment?

Capital Group International Core Equity ETF (CGIC.US) has an annualized volatility of 17.3% and experienced a maximum drawdown of 8.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, CGIC.US has generated a Compound Annual Growth Rate (CAGR) of 22.1%. 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.

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