Capital Group Equity ETF Trust I

10-Year Study

CGMM.US · · US · ETF

Executive Summary: Capital Group Equity ETF Trust I has compounded at 15.6% annually over the last 10 years, with a maximum drawdown of 10.4% and an annualized volatility of 51.2%.

1Y CAGR
+24.7%
3Y CAGR
+15.6%
5Y CAGR
+15.6%
10Y CAGR
+15.6%

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 →
10.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +8.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 8.5%
% 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.
20263.84.5-6.26.6————————8.5%
2025—-3.3-5.9-1.69.14.92.52.70.4-0.61.50.910.3%

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 51.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 28.7% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-01-0110000
2025-02-019669.307970204258
2025-03-019101.645740893486
2025-04-018956.873219983825
2025-05-019775.983265704726
2025-06-0110253.376900675144
2025-07-0110505.134800599884
2025-08-0110783.593444761542
2025-09-0110829.36687877595
2025-10-0110768.335147017891
2025-11-0110932.358382122846
2025-12-0111032.01703489388
2026-01-0111452.79452735429
2026-02-0111973.028133330075
2026-03-0111230.929903979903
2026-04-0111973.028133330075
Annual Return Matrix
YearAnnual Return
20260.08529819120654092
Total Factor Risk
0.5120620044917478
VTI.US Exposure
0.2865210531525361
VEA.US Exposure
0.24186099283261975
VWO.US Exposure
0.04401027582399555
QQQ.US Exposure
-0.05667381073012141
VTV.US Exposure
-0.03176795879744661
IJR.US Exposure
0.13254993381410343
QUAL.US Exposure
-0.07395091249162807
SHV.US Exposure
0.005776880891416399
TLT.US Exposure
0.04231338606787306
LQD.US Exposure
-0.029831925146533687
HYG.US Exposure
0.22085970311968126
GLD.US Exposure
-0.00010224425261057709
USO.US Exposure
0.001369441350159232
VNQ.US Exposure
-0.09147391365548757
BTC-USD.CC Exposure
0.05289273776623032
CPER.US Exposure
0.008172627809877028
VIX.INDX Exposure
-0.030485276380972582
UUP.US Exposure
-0.0016484369503668404
TIP.US Exposure
0.2790823868692096
Idiosyncratic Exposure
0.000525058907465583
Value Score
42.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
51.2%

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 →18.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.37%
Market Cap$19.6B
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 →
+3.1%
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 →
1.0% 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 Equity ETF Trust I a high-risk investment?

Capital Group Equity ETF Trust I (CGMM.US) has an annualized volatility of 51.2% and experienced a maximum drawdown of 10.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CGMM.US has generated a Compound Annual Growth Rate (CAGR) of 15.6%. 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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