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Inception Date
Jan 5, 2017
Region
Global (Developed Markets ex Australia)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq Future Global Sustainability Leaders Index
Domicile
Australia
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap

Share Price Chart


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Performance

ETHI.AX Performance Chart

Betashares Global Sustainability Leaders ETF (ETHI.AX) is up 4.0% since the beginning of the year. ETHI.AX is currently trading at A$17 per share. Investors who bought A$1,000 worth of ETHI.AX shares 5 years ago would now be looking at an investment worth A$1,580.


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S&P 500 Index

Returns By Period

Betashares Global Sustainability Leaders ETF (ETHI.AX) has returned 3.99% so far this year and 9.57% over the past 12 months.


Betashares Global Sustainability Leaders ETF

1D
-0.24%
1M
3.31%
6M
4.06%
YTD
3.99%
1Y
9.57%
3Y*
13.69%
5Y*
9.58%
10Y*

Benchmark (S&P 500 Index)

1D
0.12%
1M
1.38%
6M
4.49%
YTD
5.58%
1Y
12.98%
3Y*
18.01%
5Y*
13.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHI.AX Monthly Returns History

Based on dividend-adjusted daily data since Jan 5, 2017, ETHI.AX's average daily return is +0.06%, while the average monthly return is +1.30%. At this rate, an investment would double in approximately 4.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +10.0%, while the worst month was Feb 2022 at -7.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ETHI.AX closed higher 51% of trading days. The best single day was Apr 10, 2025 with a return of +5.8%, while the worst single day was Mar 23, 2020 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.57%-2.44%-3.88%4.45%4.72%8.19%-0.75%3.99%
20253.17%-2.47%-5.93%-1.90%5.48%0.82%2.03%1.76%0.74%3.00%-1.25%-0.48%4.56%
20247.80%5.37%2.99%-4.36%-0.28%3.88%2.24%-1.73%-1.15%5.15%4.37%0.69%27.20%
20231.27%3.85%1.64%1.86%3.49%2.17%3.38%2.39%-5.06%-2.70%6.32%2.61%22.81%
2022-4.70%-7.04%1.43%-3.65%-3.45%-5.71%6.00%-1.37%-4.18%9.98%0.35%-3.07%-15.53%
20210.55%-1.01%4.93%3.82%1.37%7.67%1.79%4.70%-2.40%-1.19%6.99%0.68%31.01%

Benchmark Metrics

Betashares Global Sustainability Leaders ETF has an annualized alpha of 15.40%, beta of 0.11, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 05, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.74%) than losses (85.04%) - typical of diversified or defensive assets.
  • Beta of 0.11 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
15.40%
Beta
0.11
0.02
Upside Capture
98.74%
Downside Capture
85.04%

Expense Ratio

ETHI.AX has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ETHI.AX ranks 24 for risk / return — below 24% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


ETHI.AX Risk / Return Rank: 2424
Overall Rank
ETHI.AX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ETHI.AX Sortino Ratio Rank: 2727
Sortino Ratio Rank
ETHI.AX Omega Ratio Rank: 2828
Omega Ratio Rank
ETHI.AX Calmar Ratio Rank: 1919
Calmar Ratio Rank
ETHI.AX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Betashares Global Sustainability Leaders ETF (ETHI.AX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ETHI.AXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratioReturn relative to maximum drawdown

0.68

1.11

-0.44

Martin ratioReturn relative to average drawdown

1.60

3.10

-1.49

Dividends

Dividend History

Betashares Global Sustainability Leaders ETF provided a 1.55% dividend yield over the last twelve months, with an annual payout of A$0.26 per share.


2.00%4.00%6.00%8.00%10.00%A$0.00A$0.20A$0.40A$0.60A$0.80A$1.00A$1.20201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
DividendA$0.26A$0.31A$0.34A$0.57A$0.27A$0.68A$1.10A$0.38A$0.12A$0.08

Dividend yield

1.55%1.86%2.11%4.40%2.43%5.04%10.20%3.90%1.69%1.13%

Monthly Dividends

The table displays the monthly dividend distributions for Betashares Global Sustainability Leaders ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.26A$0.26
2025A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.31A$0.00A$0.00A$0.00A$0.00A$0.00A$0.31
2024A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.34A$0.00A$0.00A$0.00A$0.00A$0.00A$0.34
2023A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.57A$0.00A$0.00A$0.00A$0.00A$0.00A$0.57
2022A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.27A$0.00A$0.00A$0.00A$0.00A$0.00A$0.27
2021A$0.02A$0.00A$0.00A$0.00A$0.00A$0.00A$0.66A$0.00A$0.00A$0.00A$0.00A$0.00A$0.68

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Betashares Global Sustainability Leaders ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Betashares Global Sustainability Leaders ETF was 25.44%, occurring on Jun 17, 2022. Recovery took 283 trading sessions.

The current Betashares Global Sustainability Leaders ETF drawdown is 1.00%.


Drawdown

Fall

Recovery

Underwater

Related event

-25.44%Jun 2022
5mo 13d1y 1mo
1y 6moJan 2022 - Aug 2023
Bear market2022
-22.74%Mar 2020
1mo 1d3mo 22d
4mo 23dFeb 2020 - Jul 2020
COVID crash2020
-15.65%Apr 2025
2mo 18d4mo 1d
6mo 19dFeb 2025 - Aug 2025
2025 selloff2025
-14.99%Mar 2026
4mo 25d3mo 9d
8mo 4dOct 2025 - Jun 2026
-14.83%Dec 2018
2mo 20d2mo 25d
5mo 15dOct 2018 - Mar 2019
Rate-hike selloffLate 2018

Drawdown Indicators


ETHI.AXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.44%

-41.07%

+15.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.99%

-11.69%

-3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

-17.74%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-22.01%

-3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-24.71%

Current Drawdown

Current decline from peak

-1.00%

-0.60%

-0.40%

Average Drawdown

Average peak-to-trough decline

-4.63%

-11.02%

+6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

4.20%

+2.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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