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Funds (13F)

Capital World Investors

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+15.8%
S&P 500 +14.1%
Last 12 months
+11.3%
S&P 500 +12.1%
Sharpe ratio
0.84
S&P 500 0.78
Biggest drop
−32.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $69.9k$57.0k
Capital World InvestorsS&P 500 $10,000 in Capital World Investors from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Capital World Investors's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Capital World Investors's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+15.8%+14.1%
Total return+599%+470%
Last 12 months+11.3%+12.1%
Last 3 months+0.8%—
Last month−1.3%—
This year so far+8.2%—
Volatility a year16.8%16.0%
Sharpe ratio0.840.78
Biggest drop−32.8%−31.8%
Beta to the S&P 5001.031.00
Alpha a year (t-statistic)+1.3% (1.51)—
Share of weeks up59%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
AVGO5.7%——
MU4.2%——
GOOGL3.3%——
PM3.0%——
META2.9%——
NVDA2.7%——
MSFT2.5%——
TSLA2.4%——
LLY2.4%——
TSM2.0%——
AMZN1.8%——
KLAC1.7%——
VRTX1.6%——
UNH1.5%——
AAPL1.4%——
WDC1.3%——
AMGN1.3%——
V1.2%——
SBUX1.2%——
CNQ1.1%——
CVS1.0%——
INTC0.9%——
ASML0.9%——
UNP0.9%——
DE0.9%——
EOG0.9%——
BA0.8%——
BAC0.8%——
NFLX0.8%——
DHI0.8%——
SO0.7%——
NET0.7%——
RCL0.7%——
GEV0.7%——
GE0.7%——
TDG0.7%——
AZN0.7%——
GILD0.6%——
ABBV0.6%——
JPM0.6%——
C0.6%——
HD0.6%——
IBM0.6%——
WELL0.6%——
APP0.5%——
WPM0.5%——
SHOP0.5%——
KDP0.5%——
AON0.5%——
JNJ0.5%——
FE0.5%——
BKNG0.5%——
CTVA0.5%——
ALNY0.4%——
CAT0.4%——
QSR0.4%——
DRI0.4%——
TMO0.4%——
FTAI0.4%——
ISRG0.4%——
AEM0.4%——
MRSH0.4%——
MELI0.4%——
NKE0.4%——
AJG0.4%——
PGR0.3%——
ILMN0.3%——
HPE0.3%——
BKR0.3%——
PFGC0.3%——
NOC0.3%——
CMCSA0.3%——
EXC0.3%——
SPG0.3%——
IR0.3%——
RYAAY0.3%——
PG0.3%——
FITB0.3%——
SLB0.3%——
APO0.3%——
MS0.3%——
BG0.3%——
KO0.3%——
ARGX0.3%——
VALE0.2%——
AMAT0.2%——
GS0.2%——
LHX0.2%——
DASH0.2%——
COST0.2%——
CB0.2%——
AFRM0.2%——
RTX0.2%——
URI0.2%——
RGLD0.2%——
CVE0.2%——
CVX0.2%——
MA0.2%——
IONS0.2%——
CFG0.2%——
XYZ0.2%——
FANG0.2%——
MRNA0.2%——
STZ0.2%——
CMG0.2%——
UAL0.2%——
ARM0.2%——
DTE0.2%——
CME0.2%——
COF0.2%——
PWR0.2%——
TCOM0.2%——
SYF0.2%——
FIX0.2%——
GM0.2%——
CARR0.2%——
GLW0.2%——
DIS0.2%——
CCJ0.2%——
CRM0.2%——
MMM0.2%——
SCCO0.2%——
ALB0.2%——
MO0.2%——
AKAM0.2%——
PH0.2%——
RBLX0.1%——
T0.1%——
UBER0.1%——
KEYS0.1%——
XPO0.1%——
ARES0.1%——
VNOM0.1%——
CEG0.1%——
RKT0.1%——
AMT0.1%——
B0.1%——
VTR0.1%——
ATI0.1%——
W0.1%——
DBD0.1%——
FSLR0.1%——
WYNN0.1%——
FTI0.1%——
LMT0.1%——
CVNA0.1%——
BRO0.1%——
FNV0.1%——
TOL0.1%——
FLUT0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+15.8%+14.1%0.840.78−32.8%1.03+1.3% (1.51)
2018 onwards5 Jan 2018 to 2 Nov 2026+14.7%+13.9%0.670.66−32.8%1.04+0.4% (0.35)
Last three years3 Nov 2023 to 2 Nov 2026+21.3%+21.8%1.081.16−17.6%1.03−0.7% (−0.34)
Last year7 Nov 2025 to 2 Nov 2026+13.4%+14.2%0.730.84−9.7%1.01−0.6% (−0.14)
DateCompanyAction
14 Aug 2026WYFIBought
14 Aug 2026WULFBought
14 Aug 2026WTSBought
14 Aug 2026WSEBought
14 Aug 2026WSBCBought
14 Aug 2026VGNTBought
14 Aug 2026UCTTBought
14 Aug 2026TWLOBought
14 Aug 2026TIGOBought
14 Aug 2026SXIBought
14 Aug 2026SWKSBought
14 Aug 2026STXBought
14 Aug 2026SPRYBought
14 Aug 2026SPCXBought
14 Aug 2026SNAPBought
14 Aug 2026SMTCBought
14 Aug 2026SANMBought
14 Aug 2026RVMDBought
14 Aug 2026RKTBought
14 Aug 2026QNTBought
14 Aug 2026PRGBought
14 Aug 2026ORKABought
14 Aug 2026MPLTBought
14 Aug 2026MAIRBought
14 Aug 2026LRCXBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026WSCSold
14 Aug 2026WCNSold
14 Aug 2026VFCSold
14 Aug 2026TTWOSold
14 Aug 2026TSCOSold
14 Aug 2026TEAMSold
14 Aug 2026SSYSSold
14 Aug 2026RWTSold
14 Aug 2026RUNSold
14 Aug 2026RBRKSold
14 Aug 2026POOLSold
14 Aug 2026PAYXSold
14 Aug 2026OKTASold
14 Aug 2026OKLOSold
14 Aug 2026NOGSold
14 Aug 2026NDAQSold
14 Aug 2026NAVISold
14 Aug 2026MTRNSold
14 Aug 2026MTDRSold
14 Aug 2026MGNISold
14 Aug 2026MDLZSold
14 Aug 2026MCSold
14 Aug 2026MBUUSold
14 Aug 2026INSMSold
14 Aug 2026IDXXSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest