AUDS.AX vs. ETHI.AX
AUDS.AX (BetaShares Strong Australian Dollar Complex ETF) and ETHI.AX (Betashares Global Sustainability Leaders ETF) are both exchange-traded funds - AUDS.AX is a Leveraged Currency fund actively managed by BetaShares, while ETHI.AX is a Global Equities fund tracking the Nasdaq Future Global Sustainability Leaders Index. AUDS.AX is actively managed, while ETHI.AX is passively managed. Over the past 5 years, AUDS.AX returned -6.34%/yr vs 9.47%/yr for ETHI.AX. At a correlation of -0.04, they often move in opposite directions. AUDS.AX charges 1.38%/yr vs 0.59%/yr for ETHI.AX.
Performance
AUDS.AX vs. ETHI.AX - Performance Comparison
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Returns By Period
In the year-to-date period, AUDS.AX achieves a 11.13% return, which is significantly higher than ETHI.AX's 3.50% return.
AUDS.AX
- 1D
- -0.94%
- 1M
- -2.09%
- 6M
- 10.95%
- YTD
- 11.13%
- 1Y
- 19.39%
- 3Y*
- 0.40%
- 5Y*
- -6.34%
- 10Y*
- —
ETHI.AX
- 1D
- -0.47%
- 1M
- 3.13%
- 6M
- 3.44%
- YTD
- 3.50%
- 1Y
- 8.84%
- 3Y*
- 13.29%
- 5Y*
- 9.47%
- 10Y*
- —
AUDS.AX vs. ETHI.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUDS.AX BetaShares Strong Australian Dollar Complex ETF | 11.13% | 17.80% | -21.57% | -2.54% | -21.29% | -17.41% | 10.39% | -5.64% | -22.18% | 13.92% |
ETHI.AX Betashares Global Sustainability Leaders ETF | 3.50% | 4.56% | 27.20% | 22.81% | -15.53% | 31.01% | 24.65% | 36.89% | 6.85% | 18.46% |
Correlation
The correlation between AUDS.AX and ETHI.AX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2017 | -0.04 |
The correlation between AUDS.AX and ETHI.AX shifts across timeframes, from -0.06 (3 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AUDS.AX vs. ETHI.AX — Risk / Return Rank
AUDS.AX
ETHI.AX
AUDS.AX vs. ETHI.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BetaShares Strong Australian Dollar Complex ETF (AUDS.AX) and Betashares Global Sustainability Leaders ETF (ETHI.AX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| AUDS.AX | ETHI.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.57 | +1.16 |
| Martin ratioReturn relative to average drawdown | 4.38 | 1.35 | +3.03 |
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Drawdowns
AUDS.AX vs. ETHI.AX - Drawdown Comparison
The maximum AUDS.AX drawdown since its inception was -67.00%, which is greater than ETHI.AX's maximum drawdown of -25.44%. Use the drawdown chart below to compare losses from any high point for AUDS.AX and ETHI.AX.
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Drawdown Indicators
| AUDS.AX | ETHI.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.00% | -25.44% | -41.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -14.99% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -29.91% | -15.65% | -14.26% |
Max Drawdown (5Y)Largest decline over 5 years | -50.71% | -25.44% | -25.27% |
Current DrawdownCurrent decline from peak | -52.47% | -1.46% | -51.01% |
Average DrawdownAverage peak-to-trough decline | -39.53% | -4.63% | -34.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 6.42% | -2.19% |
Volatility
AUDS.AX vs. ETHI.AX - Volatility Comparison
BetaShares Strong Australian Dollar Complex ETF (AUDS.AX) has a higher volatility of 4.47% compared to Betashares Global Sustainability Leaders ETF (ETHI.AX) at 2.86%. This indicates that AUDS.AX's price experiences larger fluctuations and is considered to be riskier than ETHI.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUDS.AX | ETHI.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 2.86% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.66% | 9.70% | +6.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 11.66% | +8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 14.05% | +10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.52% | 14.73% | +9.79% |
AUDS.AX vs. ETHI.AX - Expense Ratio Comparison
AUDS.AX has a 1.38% expense ratio, which is higher than ETHI.AX's 0.59% expense ratio.
Dividends
AUDS.AX vs. ETHI.AX - Dividend Comparison
AUDS.AX's dividend yield for the trailing twelve months is around 8.67%, more than ETHI.AX's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AUDS.AX BetaShares Strong Australian Dollar Complex ETF | 8.67% | 0.00% | 3.28% | 0.00% | 0.00% | 5.45% | 10.12% | 0.00% | 0.00% | 0.00% |
ETHI.AX Betashares Global Sustainability Leaders ETF | 1.55% | 1.86% | 2.11% | 4.40% | 2.43% | 5.04% | 10.20% | 3.90% | 1.69% | 1.13% |
Frequently Asked Questions
AUDS.AX and ETHI.AX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETHI.AX is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETHI.AX is cheaper with a 0.59% expense ratio, compared with 1.38% for AUDS.AX.
AUDS.AX is categorized as Leveraged Currency, while ETHI.AX is Global Equities. Their fees differ too: 1.38% for AUDS.AX and 0.59% for ETHI.AX.
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