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

Performance

CORE.AX vs. USD.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 BetaShares U.S. Dollar ETF (USD.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 3.61% return, which is significantly higher than USD.AX's -2.28% return.


CORE.AX

1D
-1.27%
1M
-0.61%
6M
3.34%
YTD
3.61%
1Y
14.00%
3Y*
5Y*
10Y*

USD.AX

1D
0.21%
1M
1.46%
6M
-2.21%
YTD
-2.28%
1Y
-3.95%
3Y*
3.53%
5Y*
4.51%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025
CORE.AX
Schroder Global Core Fund - Active ETF
3.61%12.78%
USD.AX
BetaShares U.S. Dollar ETF
-2.28%-1.51%

Correlation

The correlation between CORE.AX and USD.AX is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

-0.10

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Return for Risk

CORE.AX vs. USD.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: 4444
Overall Rank
CORE.AX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CORE.AX Sortino Ratio Rank: 4747
Sortino Ratio Rank
CORE.AX Omega Ratio Rank: 5353
Omega Ratio Rank
CORE.AX Calmar Ratio Rank: 3939
Calmar Ratio Rank
CORE.AX Martin Ratio Rank: 3535
Martin Ratio Rank

USD.AX
USD.AX Risk / Return Rank: 66
Overall Rank
USD.AX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
USD.AX Sortino Ratio Rank: 66
Sortino Ratio Rank
USD.AX Omega Ratio Rank: 66
Omega Ratio Rank
USD.AX Calmar Ratio Rank: 66
Calmar Ratio Rank
USD.AX Martin Ratio Rank: 66
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. USD.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 BetaShares U.S. Dollar ETF (USD.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.AXUSD.AXDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.25

0.94

+0.31

Calmar ratioReturn relative to maximum drawdown

1.51

-0.39

+1.91

Martin ratioReturn relative to average drawdown

4.09

-0.71

+4.80

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

The current CORE.AX Sharpe Ratio is 1.24, which is higher than the USD.AX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of CORE.AX and USD.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. USD.AX - Drawdown Comparison

The maximum CORE.AX drawdown since its inception was -10.20%, smaller than the maximum USD.AX drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for CORE.AX and USD.AX.


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Drawdown Indicators


CORE.AXUSD.AXDifference

Max Drawdown

Largest peak-to-trough decline

-10.20%

-30.05%

+19.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-9.84%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-14.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-30.05%

Current Drawdown

Current decline from peak

-2.60%

-10.55%

+7.95%

Average Drawdown

Average peak-to-trough decline

-2.60%

-9.62%

+7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

Volatility

CORE.AX vs. USD.AX - Volatility Comparison

Schroder Global Core Fund - Active ETF (CORE.AX) has a higher volatility of 2.49% compared to BetaShares U.S. Dollar ETF (USD.AX) at 1.68%. This indicates that CORE.AX's price experiences larger fluctuations and is considered to be riskier than USD.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.AXUSD.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

1.68%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

7.32%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.51%

9.45%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

11.02%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

10.56%

+1.99%

Dividends

CORE.AX vs. USD.AX - Dividend Comparison

CORE.AX's dividend yield for the trailing twelve months is around 0.69%, while USD.AX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
CORE.AX
Schroder Global Core Fund - Active ETF
0.69%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD.AX
BetaShares U.S. Dollar ETF
0.00%2.53%3.89%3.39%0.00%0.00%1.19%2.37%0.76%0.17%0.08%

Frequently Asked Questions


CORE.AX and USD.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.

They also come from different issuers: Schroder and BetaShares.

Portfolio Optimizer

Find the right allocation for CORE.AX and USD.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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