Capital Group Short Duration Income ETF

10-Year Study

CGSD.US · · US · ETF

Executive Summary: Capital Group Short Duration Income ETF has compounded at 5.2% annually over the last 10 years, with a maximum drawdown of 1.0% and an annualized volatility of 5.6%.

1Y CAGR
+3.8%
3Y CAGR
+5.0%
5Y CAGR
+5.2%
10Y CAGR
+5.2%

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 →
1.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.2-1.00.4————————-0.1%
20250.50.80.30.50.20.90.01.00.30.30.50.56.1%
20240.8-0.60.6-0.31.00.51.30.81.0-0.60.60.35.5%
20231.0-0.81.40.3-0.2-0.70.60.5-0.20.31.61.15.0%
2022——————————1.30.41.7%

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 5.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 70.2% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-10-0110000
2022-11-0110127.77870835537
2022-12-0110170.968353181013
2023-01-0110275.395865509703
2023-02-0110198.146201506832
2023-03-0110337.811976137938
2023-04-0110369.803914844677
2023-05-0110352.405484457962
2023-06-0110280.185335885022
2023-07-0110340.42609316122
2023-08-0110391.034273246012
2023-09-0110372.935931271497
2023-10-0110402.785929490941
2023-11-0110564.673017748826
2023-12-0110683.244723295318
2024-01-0110763.490114408287
2024-02-0110699.8983985126
2024-03-0110765.381458409996
2024-04-0110733.085286776903
2024-05-0110839.171132340005
2024-06-0110896.037190277033
2024-07-0111041.107056137569
2024-08-0111132.421777625954
2024-09-0111241.84803037757
2024-10-0111173.714802734403
2024-11-0111239.127519758655
2024-12-0111267.693760543187
2025-01-0111328.33723076815
2025-02-0111421.42283408798
2025-03-0111458.66674756097
2025-04-0111517.737175285207
2025-05-0111543.619835459227
2025-06-0111642.996729496042
2025-07-0111647.867094175479
2025-08-0111762.865381766162
2025-09-0111800.483871038652
2025-10-0111840.924868096121
2025-11-0111896.560805039011
2025-12-0111956.588775123946
2026-01-0111995.195581764137
2026-02-0112013.635332873468
2026-03-0111889.165588442314
2026-04-0111942.180479588918
Annual Return Matrix
YearAnnual Return
20230.05036652876361436
20240.054707071904236404
20250.06113895436110517
2026-0.0012050506884544454
Total Factor Risk
0.05607482981969424
VTI.US Exposure
0.019548017270536396
VEA.US Exposure
0.000052871053178672656
VWO.US Exposure
-0.0020989169052249143
QQQ.US Exposure
-0.0050206007582736445
VTV.US Exposure
-0.002542794804120101
IJR.US Exposure
-0.00037617078804847207
QUAL.US Exposure
-0.0005004160390578804
SHV.US Exposure
0.7018008917549058
TLT.US Exposure
-0.034286006717966125
LQD.US Exposure
0.14855560445480948
HYG.US Exposure
0.0016978569946247248
GLD.US Exposure
0.0005600030954961096
USO.US Exposure
0.007393003099496883
VNQ.US Exposure
0.0007749196140710777
BTC-USD.CC Exposure
-0.00007660322803708024
CPER.US Exposure
0.0004272808935302769
VIX.INDX Exposure
0.00026270298322591114
UUP.US Exposure
-0.000577785570123225
TIP.US Exposure
0.14823996615735452
Idiosyncratic Exposure
0.016166177439621607
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
5.6%

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 →4.44%
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
$83
Avg Yield on Cost
0.83%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$82.940.83%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 →
-0.2%
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 →
+0.7%
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 →
0.8% 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 →
0.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group Short Duration Income ETF a high-risk investment?

Capital Group Short Duration Income ETF (CGSD.US) has an annualized volatility of 5.6% and experienced a maximum drawdown of 1.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGSD.US has generated a Compound Annual Growth Rate (CAGR) of 5.2%. It has had a positive return in 75% 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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