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HGEN.AX vs. USD.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGEN.AX vs. USD.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Global X Hydrogen ETF (HGEN.AX) and BetaShares U.S. Dollar ETF (USD.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, HGEN.AX achieves a 34.18% return, which is significantly higher than USD.AX's -2.28% return.


HGEN.AX

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

USD.AX

1D
0.21%
1M
1.46%
6M
-2.21%
YTD
-2.28%
1Y
-3.95%
3Y*
3.53%
5Y*
4.51%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGEN.AX vs. USD.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%
USD.AX
BetaShares U.S. Dollar ETF
-2.28%-3.37%15.22%3.37%8.32%0.15%

Correlation

The correlation between HGEN.AX and USD.AX is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.36

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

-0.28

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

-0.31

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Return for Risk

HGEN.AX vs. USD.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

USD.AX
USD.AX Risk / Return Rank: 66
Overall Rank
USD.AX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
USD.AX Sortino Ratio Rank: 66
Sortino Ratio Rank
USD.AX Omega Ratio Rank: 66
Omega Ratio Rank
USD.AX Calmar Ratio Rank: 66
Calmar Ratio Rank
USD.AX Martin Ratio Rank: 66
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. USD.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Hydrogen ETF (HGEN.AX) and BetaShares U.S. Dollar ETF (USD.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.AXUSD.AXDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.28

0.94

+0.34

Calmar ratioReturn relative to maximum drawdown

2.71

-0.39

+3.11

Martin ratioReturn relative to average drawdown

8.25

-0.71

+8.96

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

The current HGEN.AX Sharpe Ratio is 1.67, which is higher than the USD.AX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of HGEN.AX and USD.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

HGEN.AX vs. USD.AX - Drawdown Comparison

The maximum HGEN.AX drawdown since its inception was -72.54%, which is greater than USD.AX's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for HGEN.AX and USD.AX.


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Drawdown Indicators


HGEN.AXUSD.AXDifference

Max Drawdown

Largest peak-to-trough decline

-72.54%

-30.05%

-42.49%

Max Drawdown (1Y)

Largest decline over 1 year

-29.11%

-9.84%

-19.27%

Max Drawdown (3Y)

Largest decline over 3 years

-49.84%

-14.54%

-35.30%

Max Drawdown (5Y)

Largest decline over 5 years

-14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-30.05%

Current Drawdown

Current decline from peak

-30.24%

-10.55%

-19.69%

Average Drawdown

Average peak-to-trough decline

-47.61%

-9.62%

-37.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.68%

5.50%

+4.18%

Volatility

HGEN.AX vs. USD.AX - Volatility Comparison

Global X Hydrogen ETF (HGEN.AX) has a higher volatility of 14.51% compared to BetaShares U.S. Dollar ETF (USD.AX) at 1.68%. This indicates that HGEN.AX's price experiences larger fluctuations and is considered to be riskier than USD.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGEN.AXUSD.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.51%

1.68%

+12.83%

Volatility (6M)

Calculated over the trailing 6-month period

33.68%

7.32%

+26.36%

Volatility (1Y)

Calculated over the trailing 1-year period

47.24%

9.45%

+37.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.75%

11.02%

+25.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.75%

10.56%

+26.19%

Dividends

HGEN.AX vs. USD.AX - Dividend Comparison

HGEN.AX's dividend yield for the trailing twelve months is around 0.83%, while USD.AX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%0.00%
USD.AX
BetaShares U.S. Dollar ETF
0.00%2.53%3.89%3.39%0.00%0.00%1.19%2.37%0.76%0.17%0.08%

Frequently Asked Questions


HGEN.AX and USD.AX have a correlation of -0.36, 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 USD.AX tracks BetaShares U.S. Dollar Index. They also come from different issuers: Global X and BetaShares.

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