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IOO vs. A200.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOO vs. A200.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and Betashares Australia 200 ETF (A200.AX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IOO is traded in USD, while A200.AX is traded in AUD. To make them comparable, the A200.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IOO achieves a 12.26% return, which is significantly higher than A200.AX's 9.55% return.


IOO

1D
-1.33%
1M
5.37%
YTD
12.26%
6M
12.43%
1Y
38.24%
3Y*
25.48%
5Y*
16.68%
10Y*
16.70%

A200.AX

1D
0.25%
1M
0.90%
YTD
9.55%
6M
12.63%
1Y
18.49%
3Y*
13.95%
5Y*
6.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. A200.AX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IOO
iShares Global 100 ETF
12.26%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.80%
A200.AX
Betashares Australia 200 ETF
9.55%18.93%1.40%11.93%-6.80%11.33%11.03%22.41%-9.88%

Correlation

The correlation between IOO and A200.AX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.32

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

0.36

Correlation (All Time)
Calculated using the full available price history since May 8, 2018

0.36

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Return for Risk

IOO vs. A200.AX — Risk / Return Rank

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

IOO
IOO Risk / Return Rank: 8282
Overall Rank
IOO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8484
Sortino Ratio Rank
IOO Omega Ratio Rank: 8282
Omega Ratio Rank
IOO Calmar Ratio Rank: 7575
Calmar Ratio Rank
IOO Martin Ratio Rank: 8585
Martin Ratio Rank

A200.AX
A200.AX Risk / Return Rank: 1919
Overall Rank
A200.AX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
A200.AX Sortino Ratio Rank: 1818
Sortino Ratio Rank
A200.AX Omega Ratio Rank: 1919
Omega Ratio Rank
A200.AX Calmar Ratio Rank: 2020
Calmar Ratio Rank
A200.AX Martin Ratio Rank: 1919
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.

IOO vs. A200.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and Betashares Australia 200 ETF (A200.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.


IOOA200.AXDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.50

1.22

+0.28

Calmar ratioReturn relative to maximum drawdown

3.87

1.71

+2.15

Martin ratioReturn relative to average drawdown

17.94

5.57

+12.38

IOO vs. A200.AX - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.84, which is higher than the A200.AX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IOO and A200.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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Sharpe Ratios by Period


IOOA200.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

1.22

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.35

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.41

-0.02

Drawdowns

IOO vs. A200.AX - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, which is greater than A200.AX's maximum drawdown of -44.77%. Use the drawdown chart below to compare losses from any high point for IOO and A200.AX.


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Drawdown Indicators


IOOA200.AXDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-44.77%

-11.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-10.70%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-21.86%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-25.46%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

Current Drawdown

Current decline from peak

-1.33%

-3.07%

+1.74%

Average Drawdown

Average peak-to-trough decline

-11.27%

-6.87%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

3.31%

-1.17%

Volatility

IOO vs. A200.AX - Volatility Comparison

The current volatility for iShares Global 100 ETF (IOO) is 3.81%, while Betashares Australia 200 ETF (A200.AX) has a volatility of 4.53%. This indicates that IOO experiences smaller price fluctuations and is considered to be less risky than A200.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IOOA200.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

4.53%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

12.30%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

14.97%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

17.54%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

19.64%

-1.86%

IOO vs. A200.AX - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is higher than A200.AX's 0.04% expense ratio.


Dividends

IOO vs. A200.AX - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.82%, less than A200.AX's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
A200.AX
Betashares Australia 200 ETF
3.35%3.33%3.13%3.75%6.35%2.98%2.54%3.61%1.40%0.00%0.00%0.00%
IOO
iShares Global 100 ETF
0.82%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Frequently Asked Questions


IOO and A200.AX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, A200.AX is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

A200.AX is cheaper with a 0.04% expense ratio, compared with 0.40% for IOO.

IOO tracks S&P Global 100 Index (Net), while A200.AX tracks Solactive Australia 200 Index. They also come from different issuers: iShares and BetaShares. Their fees differ too: 0.40% for IOO and 0.04% for A200.AX.

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