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HJPN.AX vs. ARMR.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HJPN.AX vs. ARMR.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Betashares Japan Currency Hedged ETF (HJPN.AX) and Betashares Global Defence ETF (ARMR.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, HJPN.AX achieves a 25.87% return, which is significantly higher than ARMR.AX's -6.62% return.


HJPN.AX

1D
-1.55%
1M
-0.07%
6M
17.25%
YTD
25.87%
1Y
56.07%
3Y*
28.09%
5Y*
19.88%
10Y*
15.57%

ARMR.AX

1D
0.45%
1M
-3.73%
6M
-19.26%
YTD
-6.62%
1Y
-3.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HJPN.AX vs. ARMR.AX - Yearly Performance Comparison


2026 (YTD)20252024
HJPN.AX
Betashares Japan Currency Hedged ETF
25.87%25.64%5.17%
ARMR.AX
Betashares Global Defence ETF
-6.62%47.73%12.11%

Correlation

The correlation between HJPN.AX and ARMR.AX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2024

0.15

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Return for Risk

HJPN.AX vs. ARMR.AX — Risk / Return Rank

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

HJPN.AX
HJPN.AX Risk / Return Rank: 8484
Overall Rank
HJPN.AX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HJPN.AX Sortino Ratio Rank: 8181
Sortino Ratio Rank
HJPN.AX Omega Ratio Rank: 8181
Omega Ratio Rank
HJPN.AX Calmar Ratio Rank: 9191
Calmar Ratio Rank
HJPN.AX Martin Ratio Rank: 8686
Martin Ratio Rank

ARMR.AX
ARMR.AX Risk / Return Rank: 88
Overall Rank
ARMR.AX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ARMR.AX Sortino Ratio Rank: 88
Sortino Ratio Rank
ARMR.AX Omega Ratio Rank: 88
Omega Ratio Rank
ARMR.AX Calmar Ratio Rank: 88
Calmar Ratio Rank
ARMR.AX Martin Ratio Rank: 88
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.

HJPN.AX vs. ARMR.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betashares Japan Currency Hedged ETF (HJPN.AX) and Betashares Global Defence ETF (ARMR.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.


HJPN.AXARMR.AXDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+2.86

Omega ratioGain probability vs. loss probability

1.38

1.01

+0.38

Calmar ratioReturn relative to maximum drawdown

4.62

-0.09

+4.71

Martin ratioReturn relative to average drawdown

14.24

-0.18

+14.42

HJPN.AX vs. ARMR.AX - Sharpe Ratio Comparison

The current HJPN.AX Sharpe Ratio is 2.05, which is higher than the ARMR.AX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of HJPN.AX and ARMR.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

HJPN.AX vs. ARMR.AX - Drawdown Comparison

The maximum HJPN.AX drawdown since its inception was -36.74%, which is greater than ARMR.AX's maximum drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for HJPN.AX and ARMR.AX.


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Drawdown Indicators


HJPN.AXARMR.AXDifference

Max Drawdown

Largest peak-to-trough decline

-36.74%

-22.93%

-13.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-22.93%

+11.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

Current Drawdown

Current decline from peak

-4.46%

-20.43%

+15.97%

Average Drawdown

Average peak-to-trough decline

-7.84%

-5.62%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

10.96%

-7.09%

Volatility

HJPN.AX vs. ARMR.AX - Volatility Comparison

The current volatility for Betashares Japan Currency Hedged ETF (HJPN.AX) is 7.36%, while Betashares Global Defence ETF (ARMR.AX) has a volatility of 8.91%. This indicates that HJPN.AX experiences smaller price fluctuations and is considered to be less risky than ARMR.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HJPN.AXARMR.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

8.91%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

19.77%

19.25%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

26.67%

23.85%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.80%

23.54%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.99%

23.54%

-2.55%

Dividends

HJPN.AX vs. ARMR.AX - Dividend Comparison

HJPN.AX's dividend yield for the trailing twelve months is around 5.93%, more than ARMR.AX's 2.08% yield.


PositionTTM2025202420232022202120202019201820172016
ARMR.AX
Betashares Global Defence ETF
2.08%2.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HJPN.AX
Betashares Japan Currency Hedged ETF
5.93%0.00%5.68%3.06%8.35%5.39%0.00%0.37%2.46%1.47%0.11%

Frequently Asked Questions


HJPN.AX and ARMR.AX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HJPN.AX is categorized as Global Equities, while ARMR.AX is Aerospace & Defense. HJPN.AX tracks Betashares Japan Currency Hedged Index, while ARMR.AX tracks VettaFi Global Defence Leaders Index.

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