Capital Group International Equity ETF

10-Year Study

CGIE.US · · US · ETF

Executive Summary: Capital Group International Equity ETF has compounded at 16.3% annually over the last 10 years, with a maximum drawdown of 9.1% and an annualized volatility of 17.9%.

1Y CAGR
+13.3%
3Y CAGR
+16.3%
5Y CAGR
+16.3%
10Y CAGR
+16.3%

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 →
9.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +28.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 0.7%
% 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.
20263.81.9-8.15.9————————2.9%
20254.72.3-0.54.65.32.7-2.82.82.51.40.61.628.1%
2024-1.03.22.7-3.44.5-1.21.93.50.5-5.4-0.6-3.30.7%
2023—————————-2.18.94.511.4%

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 17.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 57.1% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-019788.180531426284
2023-11-0110656.00897952783
2023-12-0111135.604900775392
2024-01-0111020.843563915172
2024-02-0111373.215752138622
2024-03-0111683.331338799731
2024-04-0111285.029856104718
2024-05-0111788.064986031386
2024-06-0111646.480611070074
2024-07-0111866.842185623676
2024-08-0112277.440999632729
2024-09-0112342.476550474768
2024-10-0111673.344915383632
2024-11-0111604.636671632366
2024-12-0111216.115281291137
2025-01-0111746.138514168753
2025-02-0112015.194219428957
2025-03-0111954.037692558464
2025-04-0112508.531789426772
2025-05-0113177.168229968347
2025-06-0113532.92424761378
2025-07-0113154.719410388356
2025-08-0113520.585650087278
2025-09-0113861.77469473319
2025-10-0114054.983101485996
2025-11-0114137.226662925197
2025-12-0114368.895179693722
2026-01-0114913.609184208246
2026-02-0115190.09280771183
2026-03-0113956.233055061506
2026-04-0114781.557304325936
Annual Return Matrix
YearAnnual Return
20240.007229996145978523
20250.28109374942512666
20260.028719126938541173
Total Factor Risk
0.1790493540618677
VTI.US Exposure
0.19732216958022344
VEA.US Exposure
0.5705898167105758
VWO.US Exposure
0.01845536645804124
QQQ.US Exposure
-0.11677376285026753
VTV.US Exposure
-0.13286010724886646
IJR.US Exposure
-0.06946216174766853
QUAL.US Exposure
0.12730572520201242
SHV.US Exposure
0.24292862624011807
TLT.US Exposure
-0.024326913380253296
LQD.US Exposure
-0.04605842465211103
HYG.US Exposure
0.08866129996221325
GLD.US Exposure
-0.021654472085704105
USO.US Exposure
0.006315737941898838
VNQ.US Exposure
0.04505002913012176
BTC-USD.CC Exposure
0.018372093268601668
CPER.US Exposure
0.03253633302986087
VIX.INDX Exposure
-0.021403574046525504
UUP.US Exposure
-0.001949015732704185
TIP.US Exposure
0.07435487025933354
Idiosyncratic Exposure
0.0125963639610999
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
17.9%

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 →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
$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 →
+1.8%
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 →
+4.6%
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 Equity ETF a high-risk investment?

Capital Group International Equity ETF (CGIE.US) has an annualized volatility of 17.9% and experienced a maximum drawdown of 9.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, CGIE.US has generated a Compound Annual Growth Rate (CAGR) of 16.3%. 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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