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CORE.AX vs. GLIN.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORE.AX vs. GLIN.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Schroder Global Core Fund - Active ETF (CORE.AX) and iShares Core FTSE Global Infrastructure (AUD Hedged) ETF (GLIN.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CORE.AX achieves a 4.95% return, which is significantly lower than GLIN.AX's 12.44% return.


CORE.AX

1D
-0.25%
1M
0.93%
6M
4.67%
YTD
4.95%
1Y
15.14%
3Y*
5Y*
10Y*

GLIN.AX

1D
-0.77%
1M
0.78%
6M
12.69%
YTD
12.44%
1Y
17.78%
3Y*
12.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORE.AX vs. GLIN.AX - Yearly Performance Comparison


Correlation

The correlation between CORE.AX and GLIN.AX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2025

0.02

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Return for Risk

CORE.AX vs. GLIN.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CORE.AX
CORE.AX Risk / Return Rank: 4545
Overall Rank
CORE.AX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CORE.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CORE.AX Omega Ratio Rank: 5656
Omega Ratio Rank
CORE.AX Calmar Ratio Rank: 3939
Calmar Ratio Rank
CORE.AX Martin Ratio Rank: 3636
Martin Ratio Rank

GLIN.AX
GLIN.AX Risk / Return Rank: 6767
Overall Rank
GLIN.AX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GLIN.AX Sortino Ratio Rank: 6464
Sortino Ratio Rank
GLIN.AX Omega Ratio Rank: 6060
Omega Ratio Rank
GLIN.AX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GLIN.AX Martin Ratio Rank: 6868
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.

CORE.AX vs. GLIN.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schroder Global Core Fund - Active ETF (CORE.AX) and iShares Core FTSE Global Infrastructure (AUD Hedged) ETF (GLIN.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.


CORE.AXGLIN.AXDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.28

1.30

-0.02

Calmar ratioReturn relative to maximum drawdown

1.68

3.19

-1.50

Martin ratioReturn relative to average drawdown

4.54

9.92

-5.38

CORE.AX vs. GLIN.AX - Sharpe Ratio Comparison

The current CORE.AX Sharpe Ratio is 1.38, which is comparable to the GLIN.AX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of CORE.AX and GLIN.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CORE.AX vs. GLIN.AX - Drawdown Comparison

The maximum CORE.AX drawdown since its inception was -10.20%, smaller than the maximum GLIN.AX drawdown of -12.66%. Use the drawdown chart below to compare losses from any high point for CORE.AX and GLIN.AX.


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Drawdown Indicators


CORE.AXGLIN.AXDifference

Max Drawdown

Largest peak-to-trough decline

-10.20%

-12.66%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-5.76%

-4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-12.66%

Current Drawdown

Current decline from peak

-1.34%

-1.16%

-0.18%

Average Drawdown

Average peak-to-trough decline

-2.60%

-2.24%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

CORE.AX vs. GLIN.AX - Volatility Comparison

The current volatility for Schroder Global Core Fund - Active ETF (CORE.AX) is 2.12%, while iShares Core FTSE Global Infrastructure (AUD Hedged) ETF (GLIN.AX) has a volatility of 3.15%. This indicates that CORE.AX experiences smaller price fluctuations and is considered to be less risky than GLIN.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORE.AXGLIN.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

3.15%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.39%

8.80%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

10.72%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.50%

12.33%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.50%

12.33%

+0.17%

Dividends

CORE.AX vs. GLIN.AX - Dividend Comparison

CORE.AX's dividend yield for the trailing twelve months is around 0.68%, less than GLIN.AX's 5.93% yield.


PositionTTM202520242023
CORE.AX
Schroder Global Core Fund - Active ETF
0.68%0.55%0.00%0.00%
GLIN.AX
iShares Core FTSE Global Infrastructure (AUD Hedged) ETF
5.93%2.94%2.60%1.16%

Frequently Asked Questions


CORE.AX and GLIN.AX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Schroder and iShares.

Portfolio Optimizer

Find the right allocation for CORE.AX and GLIN.AX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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