Capital Group Fixed Income ETF Trust

10-Year Study

CGUI.US · · US · ETF

Executive Summary: Capital Group Fixed Income ETF Trust has compounded at 4.6% annually over the last 10 years, with a maximum drawdown of 0.3% and an annualized volatility of 2.9%.

1Y CAGR
+3.5%
3Y CAGR
+4.6%
5Y CAGR
+4.6%
10Y CAGR
+4.6%

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 →
0.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +5.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.4%
% 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.
20260.4-0.0-0.20.2————————0.4%
20250.40.60.30.40.40.50.40.50.40.30.30.45.0%
2024——————0.60.60.50.30.50.43.0%

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 2.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.6% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110058.691412674021
2024-08-0110123.635790133438
2024-09-0110177.937379646566
2024-10-0110213.0682224444
2024-11-0110262.19959394953
2024-12-0110299.765595537285
2025-01-0110336.229238330543
2025-02-0110397.12618576094
2025-03-0110431.796963324303
2025-04-0110469.052441307975
2025-05-0110511.0916171293
2025-06-0110565.336822093263
2025-07-0110603.445422820787
2025-08-0110657.659575424344
2025-09-0110698.166562409728
2025-10-0110730.75356315621
2025-11-0110766.425370759054
2025-12-0110812.861724247685
2026-01-0110858.584690614302
2026-02-0110854.300674285663
2026-03-0110830.73696648674
2026-04-0110852.158519031214
Annual Return Matrix
YearAnnual Return
20250.0498162918321865
20260.0036342640630839806
Total Factor Risk
0.029015342364170527
VTI.US Exposure
-0.011337783999999173
VEA.US Exposure
-0.016549358719451016
VWO.US Exposure
0.022095834639679124
QQQ.US Exposure
0.014720407142330074
VTV.US Exposure
0.025069198764785174
IJR.US Exposure
-0.0010220596903521082
QUAL.US Exposure
-0.0015139941769876635
SHV.US Exposure
0.7559559018117029
TLT.US Exposure
0.009204637019758093
LQD.US Exposure
-0.0047616556110338555
HYG.US Exposure
0.19476946939661594
GLD.US Exposure
0.00010957192280593289
USO.US Exposure
0.005507596983884338
VNQ.US Exposure
-0.005026686122691288
BTC-USD.CC Exposure
-0.00008050812010777562
CPER.US Exposure
-0.0010723462386783113
VIX.INDX Exposure
0.007194697616878016
UUP.US Exposure
0.0009392461867361196
TIP.US Exposure
0.002119563386402606
Idiosyncratic Exposure
0.0036782678077229005
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
2.9%

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 →4.08%
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
$65
Avg Yield on Cost
0.65%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$65.030.65%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 →
-0.0%
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 →
+1.0%
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 →
0.3% 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 Fixed Income ETF Trust a high-risk investment?

Capital Group Fixed Income ETF Trust (CGUI.US) has an annualized volatility of 2.9% and experienced a maximum drawdown of 0.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGUI.US has generated a Compound Annual Growth Rate (CAGR) of 4.6%. 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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