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F100.AX vs. IHWL.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

F100.AX vs. IHWL.AX

Last updated Jul 18, 2026
Documentation

F100.AX (Betashares FTSE 100 ETF) and IHWL.AX (iShares Core MSCI World ex Australia ESG (AUD Hedged) ETF) are both Global Equities funds - F100.AX tracks the FTSE 100 Index while IHWL.AX tracks the iShares Core MSCI World ex Australia ESG (AUD Hedged) Index. Both are passively managed. Over the past 5 years, F100.AX returned 11.19%/yr vs 11.11%/yr for IHWL.AX. At a 0.44 correlation, their price movements are largely independent.

Performance

F100.AX vs. IHWL.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Betashares FTSE 100 ETF (F100.AX) and iShares Core MSCI World ex Australia ESG (AUD Hedged) ETF (IHWL.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, F100.AX achieves a 2.19% return, which is significantly lower than IHWL.AX's 8.01% return.

F100.AX

1D
0.40%
1M
2.19%
6M
0.99%
YTD
2.19%
1Y
11.24%
3Y*
14.98%
5Y*
11.19%
10Y*
—

IHWL.AX

1D
-1.30%
1M
-0.53%
6M
6.33%
YTD
8.01%
1Y
20.04%
3Y*
17.75%
5Y*
11.11%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

F100.AX vs. IHWL.AX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
F100.AX
Betashares FTSE 100 ETF		2.19%25.77%14.12%11.00%-1.20%21.76%-16.05%7.82%
IHWL.AX
iShares Core MSCI World ex Australia ESG (AUD Hedged) ETF		8.01%17.85%20.95%26.93%-21.57%31.44%7.65%6.63%

Correlation

The correlation between F100.AX and IHWL.AX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.40

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

0.30

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2019

0.44

The correlation between F100.AX and IHWL.AX shifts across timeframes, from 0.30 (3 years) to 0.44 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Betashares FTSE 100 ETF

iShares Core MSCI World ex Australia ESG (AUD Hedged) ETF

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F100.AX vs. SEMI.AXF100.AX vs. CORE.AXF100.AX vs. ESGI.AXF100.AX vs. ESTX.AXF100.AX vs. ETHI.AXF100.AX vs. FOOD.AXF100.AX vs. FUEL.AX
Often compared with IHWL.AX:
IHWL.AX vs. AUMF.AXIHWL.AX vs. ISEC.AXIHWL.AX vs. BILL.AXIHWL.AX vs. HJPN.AXIHWL.AX vs. OOO.AXIHWL.AX vs. VDCO.AXIHWL.AX vs. CORE.AX

Return for Risk

F100.AX vs. IHWL.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
F100.AX
F100.AX Risk / Return Rank: 3333
Overall Rank
F100.AX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
F100.AX Sortino Ratio Rank: 3535
Sortino Ratio Rank
F100.AX Omega Ratio Rank: 3232
Omega Ratio Rank
F100.AX Calmar Ratio Rank: 3232
Calmar Ratio Rank
F100.AX Martin Ratio Rank: 3333
Martin Ratio Rank
IHWL.AX
IHWL.AX Risk / Return Rank: 5555
Overall Rank
IHWL.AX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IHWL.AX Sortino Ratio Rank: 5353
Sortino Ratio Rank
IHWL.AX Omega Ratio Rank: 5656
Omega Ratio Rank
IHWL.AX Calmar Ratio Rank: 4949
Calmar Ratio Rank
IHWL.AX Martin Ratio Rank: 6161
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.

F100.AX vs. IHWL.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betashares FTSE 100 ETF (F100.AX) and iShares Core MSCI World ex Australia ESG (AUD Hedged) ETF (IHWL.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.

F100.AXIHWL.AXDifference
Sharpe ratioReturn per unit of total volatility
0.96
1.38

-0.42

Sortino ratioReturn per unit of downside risk
1.44
1.98

-0.53

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratioReturn relative to maximum drawdown

1.23

1.89

-0.66

Martin ratioReturn relative to average drawdown

3.70

7.98

-4.29

F100.AX vs. IHWL.AX - Sharpe Ratio Comparison

The current F100.AX Sharpe Ratio is 0.96, which is lower than the IHWL.AX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of F100.AX and IHWL.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

F100.AX vs. IHWL.AX - Drawdown Comparison

The maximum F100.AX drawdown since its inception was -31.78%, smaller than the maximum IHWL.AX drawdown of -39.03%. Use the drawdown chart below to compare losses from any high point for F100.AX and IHWL.AX.

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Drawdown Indicators

F100.AXIHWL.AXDifference

Max Drawdown

Largest peak-to-trough decline

-31.78%

-39.03%

+7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-10.16%

+1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-8.92%

-19.96%

+11.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-27.41%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.03%

—

Current Drawdown

Current decline from peak

-1.05%

-1.30%

+0.25%

Average Drawdown

Average peak-to-trough decline

-5.90%

-5.15%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.44%

+0.56%

Volatility

F100.AX vs. IHWL.AX - Volatility Comparison

Betashares FTSE 100 ETF (F100.AX) has a higher volatility of 3.07% compared to iShares Core MSCI World ex Australia ESG (AUD Hedged) ETF (IHWL.AX) at 2.78%. This indicates that F100.AX's price experiences larger fluctuations and is considered to be riskier than IHWL.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

F100.AXIHWL.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

2.78%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

11.53%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

11.45%

13.91%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.72%

17.51%

-4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

17.30%

-2.40%

Dividends

F100.AX vs. IHWL.AX - Dividend Comparison

F100.AX's dividend yield for the trailing twelve months is around 2.24%, less than IHWL.AX's 5.28% yield.

PositionTTM202520242023202220212020201920182017
F100.AX
Betashares FTSE 100 ETF		2.24%3.09%1.91%1.57%1.62%2.13%2.40%0.00%0.00%0.00%
IHWL.AX
iShares Core MSCI World ex Australia ESG (AUD Hedged) ETF		5.28%0.98%1.11%3.06%0.77%11.16%0.00%0.00%2.35%1.07%

Frequently Asked Questions

F100.AX and IHWL.AX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

F100.AX tracks FTSE 100 Index, while IHWL.AX tracks iShares Core MSCI World ex Australia ESG (AUD Hedged) Index. They also come from different issuers: BetaShares and iShares.

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