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DHHF.AX vs. QUAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHHF.AX vs. QUAL - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Betashares Diversified All Growth ETF (DHHF.AX) and iShares MSCI USA Quality Factor ETF (QUAL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DHHF.AX is traded in AUD, while QUAL is traded in USD. To make them comparable, the QUAL values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DHHF.AX achieves a 3.25% return, which is significantly higher than QUAL's 2.93% return.


DHHF.AX

1D
-0.75%
1M
3.03%
YTD
3.25%
6M
3.76%
1Y
12.07%
3Y*
14.57%
5Y*
10.41%
10Y*

QUAL

1D
1.08%
1M
5.84%
YTD
2.93%
6M
1.93%
1Y
11.54%
3Y*
17.33%
5Y*
14.07%
10Y*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHHF.AX vs. QUAL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DHHF.AX
Betashares Diversified All Growth ETF
3.25%11.88%21.74%17.00%-8.93%23.07%3.80%0.84%
QUAL
iShares MSCI USA Quality Factor ETF
2.93%4.47%34.59%30.98%-15.25%34.38%6.76%1.85%

Correlation

The correlation between DHHF.AX and QUAL is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2019

0.08

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Return for Risk

DHHF.AX vs. QUAL — Risk / Return Rank

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

DHHF.AX
DHHF.AX Risk / Return Rank: 3434
Overall Rank
DHHF.AX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DHHF.AX Sortino Ratio Rank: 3434
Sortino Ratio Rank
DHHF.AX Omega Ratio Rank: 3737
Omega Ratio Rank
DHHF.AX Calmar Ratio Rank: 3131
Calmar Ratio Rank
DHHF.AX Martin Ratio Rank: 3434
Martin Ratio Rank

QUAL
QUAL Risk / Return Rank: 5656
Overall Rank
QUAL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 5757
Sortino Ratio Rank
QUAL Omega Ratio Rank: 5555
Omega Ratio Rank
QUAL Calmar Ratio Rank: 5151
Calmar Ratio Rank
QUAL Martin Ratio Rank: 6363
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.

DHHF.AX vs. QUAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betashares Diversified All Growth ETF (DHHF.AX) and iShares MSCI USA Quality Factor ETF (QUAL). 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.


DHHF.AXQUALDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratioReturn relative to maximum drawdown

1.49

1.10

+0.39

Martin ratioReturn relative to average drawdown

5.18

3.03

+2.16

DHHF.AX vs. QUAL - Sharpe Ratio Comparison

The current DHHF.AX Sharpe Ratio is 1.27, which is comparable to the QUAL Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of DHHF.AX and QUAL, 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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Sharpe Ratios by Period


DHHF.AXQUALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.13

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.94

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.00

-0.20

Drawdowns

DHHF.AX vs. QUAL - Drawdown Comparison

The maximum DHHF.AX drawdown since its inception was -28.54%, which is greater than QUAL's maximum drawdown of -24.92%. Use the drawdown chart below to compare losses from any high point for DHHF.AX and QUAL.


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Drawdown Indicators


DHHF.AXQUALDifference

Max Drawdown

Largest peak-to-trough decline

-28.54%

-24.92%

-3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-10.56%

+2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-13.49%

-17.13%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

-23.29%

+5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

Current Drawdown

Current decline from peak

-0.75%

0.00%

-0.75%

Average Drawdown

Average peak-to-trough decline

-4.18%

-4.15%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

3.82%

-1.50%

Volatility

DHHF.AX vs. QUAL - Volatility Comparison

Betashares Diversified All Growth ETF (DHHF.AX) has a higher volatility of 2.51% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 2.04%. This indicates that DHHF.AX's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHHF.AXQUALDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

2.04%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

7.84%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

9.47%

10.21%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.16%

15.06%

-3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

16.42%

-3.24%

DHHF.AX vs. QUAL - Expense Ratio Comparison

DHHF.AX has a 0.19% expense ratio, which is higher than QUAL's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DHHF.AX vs. QUAL - Dividend Comparison

DHHF.AX's dividend yield for the trailing twelve months is around 2.19%, more than QUAL's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
DHHF.AX
Betashares Diversified All Growth ETF
2.19%2.13%1.99%2.38%4.24%1.28%1.25%0.00%0.00%0.00%0.00%0.00%
QUAL
iShares MSCI USA Quality Factor ETF
0.87%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%

Frequently Asked Questions


DHHF.AX and QUAL have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QUAL is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QUAL is cheaper with a 0.15% expense ratio, compared with 0.19% for DHHF.AX.

DHHF.AX is categorized as Large Cap Growth Equities, while QUAL is Large Cap Blend Equities. They also come from different issuers: BetaShares and iShares. Their fees differ too: 0.19% for DHHF.AX and 0.15% for QUAL.

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