PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
F100.AX vs. WVOL.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

F100.AX vs. WVOL.AX

Last updated Jul 16, 2026
Documentation

F100.AX (Betashares FTSE 100 ETF) and WVOL.AX (iShares MSCI World ex Australia Minimum Volatility ETF) are both Global Equities funds - F100.AX tracks the FTSE 100 Index while WVOL.AX tracks the iShares MSCI World ex Australia Minimum Volatility Index. Both are passively managed. Over the past 5 years, F100.AX returned 11.10%/yr vs 8.01%/yr for WVOL.AX. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

F100.AX vs. WVOL.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 MSCI World ex Australia Minimum Volatility ETF (WVOL.AX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, F100.AX achieves a 1.78% return, which is significantly higher than WVOL.AX's 1.58% return.

F100.AX

1D
0.40%
1M
1.45%
6M
0.85%
YTD
1.78%
1Y
11.20%
3Y*
14.72%
5Y*
11.10%
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*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
F100.AX
Betashares FTSE 100 ETF		1.78%25.77%14.12%11.00%-1.20%21.76%-16.05%7.82%
WVOL.AX
iShares MSCI World ex Australia Minimum Volatility ETF		1.58%10.13%20.75%5.37%-3.23%21.37%-6.48%3.46%

Correlation

The correlation between F100.AX and WVOL.AX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.53

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

0.53

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

0.52

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

0.53

The correlation between F100.AX and WVOL.AX has been stable across timeframes, ranging from 0.52 to 0.53 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Betashares FTSE 100 ETF

iShares MSCI World ex Australia Minimum Volatility ETF

Return for Risk

F100.AX vs. WVOL.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: 3434
Sharpe Ratio Rank
F100.AX Sortino Ratio Rank: 3434
Sortino Ratio Rank
F100.AX Omega Ratio Rank: 3232
Omega Ratio Rank
F100.AX Calmar Ratio Rank: 3131
Calmar Ratio Rank
F100.AX Martin Ratio Rank: 3333
Martin Ratio Rank
WVOL.AX
WVOL.AX Risk / Return Rank: 2727
Overall Rank
WVOL.AX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WVOL.AX Sortino Ratio Rank: 2727
Sortino Ratio Rank
WVOL.AX Omega Ratio Rank: 2424
Omega Ratio Rank
WVOL.AX Calmar Ratio Rank: 2828
Calmar Ratio Rank
WVOL.AX Martin Ratio Rank: 2727
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. WVOL.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betashares FTSE 100 ETF (F100.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.

F100.AXWVOL.AXDifference
Sharpe ratioReturn per unit of total volatility
1.04
0.83

+0.21

Sortino ratioReturn per unit of downside risk
1.55
1.26

+0.29

Omega ratioGain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratioReturn relative to maximum drawdown

1.33

1.17

+0.16

Martin ratioReturn relative to average drawdown

4.00

2.93

+1.07

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

The current F100.AX Sharpe Ratio is 1.04, which is comparable to the WVOL.AX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of F100.AX and WVOL.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.

Loading charts...

Drawdowns

F100.AX vs. WVOL.AX - Drawdown Comparison

The maximum F100.AX drawdown since its inception was -31.78%, which is greater than WVOL.AX's maximum drawdown of -21.05%. Use the drawdown chart below to compare losses from any high point for F100.AX and WVOL.AX.

Loading charts...

Drawdown Indicators

F100.AXWVOL.AXDifference

Max Drawdown

Largest peak-to-trough decline

-31.78%

-21.05%

-10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-5.56%

-3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-8.92%

-5.92%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-12.52%

-6.48%

Current Drawdown

Current decline from peak

-1.44%

-1.83%

+0.39%

Average Drawdown

Average peak-to-trough decline

-5.91%

-3.70%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.24%

+0.76%

Volatility

F100.AX vs. WVOL.AX - Volatility Comparison

Betashares FTSE 100 ETF (F100.AX) has a higher volatility of 3.14% compared to iShares MSCI World ex Australia Minimum Volatility ETF (WVOL.AX) at 2.31%. This indicates that F100.AX's price experiences larger fluctuations and is considered to be riskier than WVOL.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

F100.AXWVOL.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

2.31%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

6.26%

+3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

7.90%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.72%

9.41%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

11.62%

+3.28%

Dividends

F100.AX vs. WVOL.AX - Dividend Comparison

F100.AX's dividend yield for the trailing twelve months is around 2.25%, more than WVOL.AX's 1.47% yield.

PositionTTM202520242023202220212020201920182017
F100.AX
Betashares FTSE 100 ETF		2.25%3.09%1.91%1.57%1.62%2.13%2.40%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

F100.AX and WVOL.AX have a correlation of 0.53, 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 WVOL.AX tracks iShares MSCI World ex Australia Minimum Volatility Index. They also come from different issuers: BetaShares and iShares.

Portfolio Optimizer

Find the right allocation for F100.AX and WVOL.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