ETHI.AX vs. AUST.AX
ETHI.AX (Betashares Global Sustainability Leaders ETF) and AUST.AX (BetaShares Managed Risk Australian Shares Complex ETF) are both exchange-traded funds - ETHI.AX is a Global Equities fund tracking the Nasdaq Future Global Sustainability Leaders Index, while AUST.AX is a Australia Equities fund actively managed by BetaShares. ETHI.AX is passively managed, while AUST.AX is actively managed. Over the past 5 years, ETHI.AX returned 9.47%/yr vs 1.88%/yr for AUST.AX. At a 0.44 correlation, their price movements are largely independent. ETHI.AX charges 0.59%/yr vs 0.49%/yr for AUST.AX.
Performance
ETHI.AX vs. AUST.AX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ETHI.AX achieves a 3.50% return, which is significantly higher than AUST.AX's -0.30% 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*
- —
AUST.AX
- 1D
- -0.23%
- 1M
- -1.13%
- 6M
- -0.25%
- YTD
- -0.30%
- 1Y
- 1.85%
- 3Y*
- 5.01%
- 5Y*
- 1.88%
- 10Y*
- 3.48%
ETHI.AX vs. AUST.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AUST.AX BetaShares Managed Risk Australian Shares Complex ETF | -0.30% | 4.29% | 5.47% | 4.56% | -6.74% | 12.28% | -2.64% | 17.64% | -6.77% | 8.44% |
Correlation
The correlation between ETHI.AX and AUST.AX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2017 | 0.44 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ETHI.AX vs. AUST.AX — Risk / Return Rank
ETHI.AX
AUST.AX
ETHI.AX vs. AUST.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 Managed Risk Australian Shares Complex ETF (AUST.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.AX | AUST.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.04 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.25 | +0.32 |
| Martin ratioReturn relative to average drawdown | 1.35 | 0.45 | +0.91 |
Loading charts...
Drawdowns
ETHI.AX vs. AUST.AX - Drawdown Comparison
The maximum ETHI.AX drawdown since its inception was -25.44%, which is greater than AUST.AX's maximum drawdown of -20.24%. Use the drawdown chart below to compare losses from any high point for ETHI.AX and AUST.AX.
Loading charts...
Drawdown Indicators
| ETHI.AX | AUST.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.44% | -20.24% | -5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -14.99% | -7.16% | -7.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -11.49% | -4.16% |
Max Drawdown (5Y)Largest decline over 5 years | -25.44% | -12.58% | -12.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.24% | — |
Current DrawdownCurrent decline from peak | -1.46% | -4.41% | +2.95% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -4.56% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.42% | 4.08% | +2.34% |
Volatility
ETHI.AX vs. AUST.AX - Volatility Comparison
Betashares Global Sustainability Leaders ETF (ETHI.AX) has a higher volatility of 2.86% compared to BetaShares Managed Risk Australian Shares Complex ETF (AUST.AX) at 2.34%. This indicates that ETHI.AX's price experiences larger fluctuations and is considered to be riskier than AUST.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ETHI.AX | AUST.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.34% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 7.97% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.66% | 10.31% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 10.21% | +3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.73% | 10.21% | +4.52% |
ETHI.AX vs. AUST.AX - Expense Ratio Comparison
ETHI.AX has a 0.59% expense ratio, which is higher than AUST.AX's 0.49% expense ratio.
Dividends
ETHI.AX vs. AUST.AX - Dividend Comparison
ETHI.AX's dividend yield for the trailing twelve months is around 1.55%, more than AUST.AX's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AUST.AX BetaShares Managed Risk Australian Shares Complex ETF | 1.39% | 1.18% | 1.58% | 1.60% | 2.16% | 2.37% | 3.13% | 3.02% | 1.62% | 1.09% | 0.42% |
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% | 0.00% |
Frequently Asked Questions
ETHI.AX and AUST.AX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUST.AX is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUST.AX is cheaper with a 0.49% expense ratio, compared with 0.59% for ETHI.AX.
ETHI.AX is categorized as Global Equities, while AUST.AX is Australia Equities. Their fees differ too: 0.59% for ETHI.AX and 0.49% for AUST.AX.
Find the right allocation for ETHI.AX and AUST.AX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer