CORE.AX vs. WVOL.AX
CORE.AX (Schroder Global Core Fund - Active ETF) and WVOL.AX (iShares MSCI World ex Australia Minimum Volatility ETF) are both Global Equities funds. CORE.AX is actively managed, while WVOL.AX is passively managed. Over the past year, CORE.AX returned 15.14% vs 5.79% for WVOL.AX. At a 0.26 correlation, their price movements are largely independent.
Performance
CORE.AX vs. WVOL.AX - Performance Comparison
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Returns By Period
In the year-to-date period, CORE.AX achieves a 4.95% return, which is significantly higher than WVOL.AX's 1.58% return.
CORE.AX
- 1D
- -0.25%
- 1M
- 0.93%
- 6M
- 4.67%
- YTD
- 4.95%
- 1Y
- 15.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WVOL.AX
- 1D
- -0.73%
- 1M
- 0.44%
- 6M
- 1.08%
- YTD
- 1.58%
- 1Y
- 5.79%
- 3Y*
- 11.42%
- 5Y*
- 8.01%
- 10Y*
- —
CORE.AX vs. WVOL.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CORE.AX Schroder Global Core Fund - Active ETF | 4.95% | 12.78% |
WVOL.AX iShares MSCI World ex Australia Minimum Volatility ETF | 1.58% | 3.85% |
Correlation
The correlation between CORE.AX and WVOL.AX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | 0.26 |
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Return for Risk
CORE.AX vs. WVOL.AX — Risk / Return Rank
CORE.AX
WVOL.AX
CORE.AX vs. WVOL.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 MSCI World ex Australia Minimum Volatility ETF (WVOL.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.AX | WVOL.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.15 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.17 | +0.51 |
| Martin ratioReturn relative to average drawdown | 4.54 | 2.93 | +1.61 |
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Drawdowns
CORE.AX vs. WVOL.AX - Drawdown Comparison
The maximum CORE.AX drawdown since its inception was -10.20%, smaller than the maximum WVOL.AX drawdown of -21.05%. Use the drawdown chart below to compare losses from any high point for CORE.AX and WVOL.AX.
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Drawdown Indicators
| CORE.AX | WVOL.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.20% | -21.05% | +10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -5.56% | -4.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.52% | — |
Current DrawdownCurrent decline from peak | -1.34% | -1.83% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -2.60% | -3.70% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.24% | — |
Volatility
CORE.AX vs. WVOL.AX - Volatility Comparison
The current volatility for Schroder Global Core Fund - Active ETF (CORE.AX) is 2.12%, while iShares MSCI World ex Australia Minimum Volatility ETF (WVOL.AX) has a volatility of 2.31%. This indicates that CORE.AX experiences smaller price fluctuations and is considered to be less risky than WVOL.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.AX | WVOL.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 2.31% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 6.26% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 7.90% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.50% | 9.41% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.50% | 11.62% | +0.88% |
Dividends
CORE.AX vs. WVOL.AX - Dividend Comparison
CORE.AX's dividend yield for the trailing twelve months is around 0.68%, less than WVOL.AX's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CORE.AX Schroder Global Core Fund - Active ETF | 0.68% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WVOL.AX iShares MSCI World ex Australia Minimum Volatility ETF | 1.47% | 3.09% | 3.43% | 2.19% | 2.62% | 1.75% | 2.36% | 2.37% | 4.62% | 1.43% |
Frequently Asked Questions
CORE.AX and WVOL.AX have a correlation of 0.28, 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.
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