Capital Group Core Equity ETF

10-Year Study

CGUS.US · · US · ETF

Executive Summary: Capital Group Core Equity ETF has compounded at 9.7% annually over the last 10 years, with a maximum drawdown of 49.1% and an annualized volatility of 21.0%.

1Y CAGR
+21.8%
3Y CAGR
+21.5%
5Y CAGR
+5.0%
10Y CAGR
+9.7%

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 →
49.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +51.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -43.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.8-0.4-5.88.5————————3.6%
20253.9-2.9-5.1-1.46.45.63.41.12.71.80.4-0.216.2%
20241.55.53.1-3.64.13.42.61.82.0-0.64.3-1.424.9%
20235.9-2.52.52.10.85.73.4-1.1-4.0-1.49.05.327.7%
2022-0.9-37.22.7-8.91.2-8.36.6-3.4-8.58.56.3-4.0-43.6%
2021—21.01.46.8-1.9—-2.84.5-1.711.95.4—51.3%

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 21.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.7% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-12-0110000
2021-02-0112098.231824167195
2021-03-0112269.154988372293
2021-04-0113100.196130892828
2021-05-0112852.651514299869
2021-07-0112487.229757935356
2021-08-0113048.329739723738
2021-09-0112825.932146355466
2021-10-0114354.420589471885
2021-11-0115131.629535199012
2022-01-0115001.964306725633
2022-02-019421.610719523831
2022-03-019678.978098841877
2022-04-018818.231562759262
2022-05-018919.724683488806
2022-06-018178.3101674045
2022-07-018717.013491137386
2022-08-018423.18245868848
2022-09-017706.600947753638
2022-10-018359.646114817138
2022-11-018882.632346683275
2022-12-018527.818997791372
2023-01-019028.997764692393
2023-02-018804.989912861525
2023-03-019025.343540833373
2023-04-019212.023299480707
2023-05-019284.400507527094
2023-06-019815.638212623275
2023-07-0110148.172583794058
2023-08-0110033.51639862611
2023-09-019629.194210353942
2023-10-019491.158851034203
2023-11-0110342.475131996764
2023-12-0110891.591029091376
2024-01-0111053.241318940909
2024-02-0111665.146998043188
2024-03-0112021.139128825096
2024-04-0111589.076273408113
2024-05-0112059.72458935797
2024-06-0112472.101787211845
2024-07-0112796.934783367918
2024-08-0113032.84833228785
2024-09-0113293.634179086916
2024-10-0113219.921018231855
2024-11-0113789.97994023891
2024-12-0113601.76776513457
2025-01-0114130.726491910069
2025-02-0113722.317859752546
2025-03-0113024.361102679804
2025-04-0112841.060518783825
2025-05-0113667.779550974921
2025-06-0114438.899370687388
2025-07-0114927.622342284007
2025-08-0115095.716639798906
2025-09-0115495.873798726385
2025-10-0115778.03489046423
2025-11-0115844.675359979254
2025-12-0115807.46514498472
2026-01-0116090.372798586239
2026-02-0116023.575158152547
2026-03-0115096.266738014247
2026-04-0116373.280452187755
Annual Return Matrix
YearAnnual Return
20210.5131629535199012
2022-0.43642428081165596
20230.2771836540986856
20240.24883203278605737
20250.16216255253997347
20260.03579418344519025
Total Factor Risk
0.2096220051105194
VTI.US Exposure
0.3818725077405839
VEA.US Exposure
0.026100580627158636
VWO.US Exposure
0.0034564020524841246
QQQ.US Exposure
-0.08030559756165341
VTV.US Exposure
-0.01445347442323927
IJR.US Exposure
-0.018711399849033618
QUAL.US Exposure
0.03549276496580355
SHV.US Exposure
0.656521789453699
TLT.US Exposure
0.01144418638218662
LQD.US Exposure
-0.01719980576265819
HYG.US Exposure
0.013219260708087663
GLD.US Exposure
-0.0016702877568797023
USO.US Exposure
0.0007846349056483254
VNQ.US Exposure
-0.03159991768208758
BTC-USD.CC Exposure
-0.00011844925747202129
CPER.US Exposure
0.0074435473746846306
VIX.INDX Exposure
-0.00025355813494719825
UUP.US Exposure
-0.001832200949086562
TIP.US Exposure
0.001829295936565256
Idiosyncratic Exposure
0.02797972123015589
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
21.0%

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
$35
Avg Yield on Cost
0.35%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$34.970.35%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 →
+4.2%
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 →
+5.6%
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 →
0.0% 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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group Core Equity ETF a high-risk investment?

Capital Group Core Equity ETF (CGUS.US) has an annualized volatility of 21.0% and experienced a maximum drawdown of 49.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGUS.US has generated a Compound Annual Growth Rate (CAGR) of 9.7%. It has had a positive return in 83% 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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