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ETHI.AX vs. AUDS.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHI.AX vs. AUDS.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Betashares Global Sustainability Leaders ETF (ETHI.AX) and BetaShares Strong Australian Dollar Complex ETF (AUDS.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, ETHI.AX achieves a 3.50% return, which is significantly lower than AUDS.AX's 11.13% return.


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

1D
-0.94%
1M
-2.09%
6M
10.95%
YTD
11.13%
1Y
19.39%
3Y*
0.40%
5Y*
-6.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHI.AX vs. AUDS.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Correlation

The correlation between ETHI.AX and AUDS.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 ETHI.AX and AUDS.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

ETHI.AX vs. AUDS.AX — Risk / Return Rank

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

ETHI.AX
ETHI.AX Risk / Return Rank: 2323
Overall Rank
ETHI.AX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ETHI.AX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ETHI.AX Omega Ratio Rank: 2626
Omega Ratio Rank
ETHI.AX Calmar Ratio Rank: 1919
Calmar Ratio Rank
ETHI.AX Martin Ratio Rank: 1818
Martin Ratio Rank

AUDS.AX
AUDS.AX Risk / Return Rank: 3737
Overall Rank
AUDS.AX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
AUDS.AX Sortino Ratio Rank: 3636
Sortino Ratio Rank
AUDS.AX Omega Ratio Rank: 3232
Omega Ratio Rank
AUDS.AX Calmar Ratio Rank: 4444
Calmar Ratio Rank
AUDS.AX Martin Ratio Rank: 3838
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.

ETHI.AX vs. AUDS.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betashares Global Sustainability Leaders ETF (ETHI.AX) and BetaShares Strong Australian Dollar Complex ETF (AUDS.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.


ETHI.AXAUDS.AXDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratioReturn relative to maximum drawdown

0.57

1.73

-1.16

Martin ratioReturn relative to average drawdown

1.35

4.38

-3.03

ETHI.AX vs. AUDS.AX - Sharpe Ratio Comparison

The current ETHI.AX Sharpe Ratio is 0.74, which is comparable to the AUDS.AX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ETHI.AX and AUDS.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

ETHI.AX vs. AUDS.AX - Drawdown Comparison

The maximum ETHI.AX drawdown since its inception was -25.44%, smaller than the maximum AUDS.AX drawdown of -67.00%. Use the drawdown chart below to compare losses from any high point for ETHI.AX and AUDS.AX.


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Drawdown Indicators


ETHI.AXAUDS.AXDifference

Max Drawdown

Largest peak-to-trough decline

-25.44%

-67.00%

+41.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.99%

-10.87%

-4.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

-29.91%

+14.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-50.71%

+25.27%

Current Drawdown

Current decline from peak

-1.46%

-52.47%

+51.01%

Average Drawdown

Average peak-to-trough decline

-4.63%

-39.53%

+34.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

4.23%

+2.19%

Volatility

ETHI.AX vs. AUDS.AX - Volatility Comparison

The current volatility for Betashares Global Sustainability Leaders ETF (ETHI.AX) is 2.86%, while BetaShares Strong Australian Dollar Complex ETF (AUDS.AX) has a volatility of 4.47%. This indicates that ETHI.AX experiences smaller price fluctuations and is considered to be less risky than AUDS.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHI.AXAUDS.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

4.47%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

16.66%

-6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

19.93%

-8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

24.05%

-10.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.73%

24.52%

-9.79%

ETHI.AX vs. AUDS.AX - Expense Ratio Comparison

ETHI.AX has a 0.59% expense ratio, which is lower than AUDS.AX's 1.38% expense ratio.


Dividends

ETHI.AX vs. AUDS.AX - Dividend Comparison

ETHI.AX's dividend yield for the trailing twelve months is around 1.55%, less than AUDS.AX's 8.67% yield.


PositionTTM202520242023202220212020201920182017
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


ETHI.AX and AUDS.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.

ETHI.AX is categorized as Global Equities, while AUDS.AX is Leveraged Currency. Their fees differ too: 0.59% for ETHI.AX and 1.38% for AUDS.AX.

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