PortfoliosLab logoPortfoliosLab logo
HGEN.AX vs. IVE.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGEN.AX vs. IVE.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Global X Hydrogen ETF (HGEN.AX) and iShares MSCI EAFE ETF (AU) (IVE.AX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HGEN.AX achieves a 34.18% return, which is significantly higher than IVE.AX's 3.52% return.


HGEN.AX

1D
-6.71%
1M
-22.55%
6M
6.70%
YTD
34.18%
1Y
81.42%
3Y*
9.56%
5Y*
10Y*

IVE.AX

1D
-1.72%
1M
-1.09%
6M
0.19%
YTD
3.52%
1Y
10.92%
3Y*
12.87%
5Y*
9.77%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGEN.AX vs. IVE.AX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HGEN.AX
Global X Hydrogen ETF
34.18%43.64%-10.40%-20.10%-36.18%7.90%
IVE.AX
iShares MSCI EAFE ETF (AU)
3.52%21.53%11.29%16.82%-6.23%3.46%

Correlation

The correlation between HGEN.AX and IVE.AX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2021

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

HGEN.AX vs. IVE.AX — Risk / Return Rank

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

HGEN.AX
HGEN.AX Risk / Return Rank: 6666
Overall Rank
HGEN.AX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HGEN.AX Sortino Ratio Rank: 6464
Sortino Ratio Rank
HGEN.AX Omega Ratio Rank: 6161
Omega Ratio Rank
HGEN.AX Calmar Ratio Rank: 7373
Calmar Ratio Rank
HGEN.AX Martin Ratio Rank: 6363
Martin Ratio Rank

IVE.AX
IVE.AX Risk / Return Rank: 3030
Overall Rank
IVE.AX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IVE.AX Sortino Ratio Rank: 3030
Sortino Ratio Rank
IVE.AX Omega Ratio Rank: 3131
Omega Ratio Rank
IVE.AX Calmar Ratio Rank: 2727
Calmar Ratio Rank
IVE.AX Martin Ratio Rank: 3131
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.

HGEN.AX vs. IVE.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Hydrogen ETF (HGEN.AX) and iShares MSCI EAFE ETF (AU) (IVE.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.


HGEN.AXIVE.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratioReturn relative to maximum drawdown

2.71

0.99

+1.72

Martin ratioReturn relative to average drawdown

8.25

3.36

+4.90

HGEN.AX vs. IVE.AX - Sharpe Ratio Comparison

The current HGEN.AX Sharpe Ratio is 1.67, which is higher than the IVE.AX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of HGEN.AX and IVE.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

HGEN.AX vs. IVE.AX - Drawdown Comparison

The maximum HGEN.AX drawdown since its inception was -72.54%, which is greater than IVE.AX's maximum drawdown of -45.63%. Use the drawdown chart below to compare losses from any high point for HGEN.AX and IVE.AX.


Loading charts...

Drawdown Indicators


HGEN.AXIVE.AXDifference

Max Drawdown

Largest peak-to-trough decline

-72.54%

-45.63%

-26.91%

Max Drawdown (1Y)

Largest decline over 1 year

-29.11%

-10.66%

-18.45%

Max Drawdown (3Y)

Largest decline over 3 years

-49.84%

-10.66%

-39.18%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

Max Drawdown (10Y)

Largest decline over 10 years

-24.20%

Current Drawdown

Current decline from peak

-30.24%

-3.35%

-26.89%

Average Drawdown

Average peak-to-trough decline

-47.61%

-13.68%

-33.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.68%

3.18%

+6.50%

Volatility

HGEN.AX vs. IVE.AX - Volatility Comparison

Global X Hydrogen ETF (HGEN.AX) has a higher volatility of 14.51% compared to iShares MSCI EAFE ETF (AU) (IVE.AX) at 3.31%. This indicates that HGEN.AX's price experiences larger fluctuations and is considered to be riskier than IVE.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HGEN.AXIVE.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.51%

3.31%

+11.20%

Volatility (6M)

Calculated over the trailing 6-month period

33.68%

10.99%

+22.69%

Volatility (1Y)

Calculated over the trailing 1-year period

47.24%

12.52%

+34.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.75%

12.14%

+24.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.75%

12.77%

+23.98%

Dividends

HGEN.AX vs. IVE.AX - Dividend Comparison

HGEN.AX's dividend yield for the trailing twelve months is around 0.83%, less than IVE.AX's 3.65% yield.


PositionTTM202520242023202220212020201920182017
HGEN.AX
Global X Hydrogen ETF
0.83%0.34%0.60%0.17%0.09%0.00%0.00%0.00%0.00%0.00%
IVE.AX
iShares MSCI EAFE ETF (AU)
3.65%3.54%1.59%2.76%3.74%3.49%2.53%4.82%3.37%1.17%

Frequently Asked Questions


HGEN.AX and IVE.AX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HGEN.AX tracks Global X Hydrogen Index, while IVE.AX tracks iShares MSCI EAFE Index. They also come from different issuers: Global X and iShares.

Portfolio Optimizer

Find the right allocation for HGEN.AX and IVE.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