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QMIX.AX vs. QAU.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QMIX.AX vs. QAU.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in State Street SPDR MSCI World Quality Mix ETF (QMIX.AX) and Betashares Gold Bullion Currency Hedged ETF (QAU.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, QMIX.AX achieves a 5.33% return, which is significantly higher than QAU.AX's -6.93% return. Over the past 10 years, QMIX.AX has outperformed QAU.AX with an annualized return of 12.64%, while QAU.AX has yielded a comparatively lower 9.61% annualized return.


QMIX.AX

1D
0.00%
1M
0.06%
6M
6.30%
YTD
5.33%
1Y
11.58%
3Y*
14.47%
5Y*
11.60%
10Y*
12.64%
ALL TIME*
12.04%

QAU.AX

1D
1.06%
1M
-2.26%
6M
-21.73%
YTD
-6.93%
1Y
21.90%
3Y*
25.47%
5Y*
15.02%
10Y*
9.61%
ALL TIME*
5.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
A$3.72MA$2.89MA$5.05M
A$760.26KA$825.97KA$685.44K

QMIX.AX vs. QAU.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QMIX.AX
State Street SPDR MSCI World Quality Mix ETF
5.33%12.23%24.29%18.07%-6.97%28.75%-1.08%29.52%0.77%14.11%
QAU.AX
Betashares Gold Bullion Currency Hedged ETF
-6.93%64.44%23.72%10.71%-2.91%-5.11%20.13%17.39%-2.97%10.34%

Correlation

The correlation between QMIX.AX and QAU.AX is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.08

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.04

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.08

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2015

-0.09

The correlation between QMIX.AX and QAU.AX shifts across timeframes, from -0.09 (all time) to 0.08 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QMIX.AX vs. QAU.AX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QMIX.AX
QMIX.AX Risk / Return Rank: 4444
Overall Rank
QMIX.AX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QMIX.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
QMIX.AX Omega Ratio Rank: 4646
Omega Ratio Rank
QMIX.AX Calmar Ratio Rank: 3838
Calmar Ratio Rank
QMIX.AX Martin Ratio Rank: 4040
Martin Ratio Rank

QAU.AX
QAU.AX Risk / Return Rank: 2828
Overall Rank
QAU.AX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
QAU.AX Sortino Ratio Rank: 3030
Sortino Ratio Rank
QAU.AX Omega Ratio Rank: 3434
Omega Ratio Rank
QAU.AX Calmar Ratio Rank: 2424
Calmar Ratio Rank
QAU.AX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QMIX.AX vs. QAU.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI World Quality Mix ETF (QMIX.AX) and Betashares Gold Bullion Currency Hedged ETF (QAU.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.


QMIX.AXQAU.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratioReturn relative to maximum drawdown

1.37

0.74

+0.63

Martin ratioReturn relative to average drawdown

4.31

1.54

+2.77

QMIX.AX vs. QAU.AX - Sharpe Ratio Comparison

The current QMIX.AX Sharpe Ratio is 1.22, which is higher than the QAU.AX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of QMIX.AX and QAU.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

QMIX.AX vs. QAU.AX - Drawdown Comparison

The maximum QMIX.AX drawdown since its inception was -22.24%, smaller than the maximum QAU.AX drawdown of -42.74%. Use the drawdown chart below to compare losses from any high point for QMIX.AX and QAU.AX.


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Drawdown Indicators


QMIX.AXQAU.AXDifference

Max Drawdown

Largest peak-to-trough decline

-22.24%

-42.74%

+20.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-28.96%

+21.21%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-28.96%

+18.09%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-28.96%

+12.72%

Max Drawdown (10Y)

Largest decline over 10 years

-22.24%

-28.96%

+6.72%

Current Drawdown

Current decline from peak

-0.76%

-26.93%

+26.17%

Average Drawdown

Average peak-to-trough decline

-3.59%

-19.53%

+15.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

14.00%

-11.51%

Volatility

QMIX.AX vs. QAU.AX - Volatility Comparison

The current volatility for State Street SPDR MSCI World Quality Mix ETF (QMIX.AX) is 2.54%, while Betashares Gold Bullion Currency Hedged ETF (QAU.AX) has a volatility of 5.43%. This indicates that QMIX.AX experiences smaller price fluctuations and is considered to be less risky than QAU.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMIX.AXQAU.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

5.43%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

19.77%

-12.94%

Volatility (1Y)

Calculated over the trailing 1-year period

8.72%

28.52%

-19.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

18.40%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.24%

16.88%

-3.64%

QMIX.AX vs. QAU.AX - Expense Ratio Comparison

QMIX.AX has a 0.18% expense ratio, which is lower than QAU.AX's 0.59% expense ratio.


Dividends

QMIX.AX vs. QAU.AX - Dividend Comparison

QMIX.AX's dividend yield for the trailing twelve months is around 4.44%, less than QAU.AX's 5.42% yield.


PositionTTM2025202420232022202120202019201820172016
QAU.AX
Betashares Gold Bullion Currency Hedged ETF
5.42%1.29%0.00%0.00%0.00%5.37%2.29%0.00%0.00%0.00%0.00%
QMIX.AX
State Street SPDR MSCI World Quality Mix ETF
4.44%3.81%3.95%2.88%4.15%2.83%4.71%2.69%2.73%2.21%2.68%

Frequently Asked Questions


QMIX.AX and QAU.AX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QMIX.AX is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QMIX.AX is cheaper with a 0.18% expense ratio, compared with 0.59% for QAU.AX.

QMIX.AX is categorized as Quality Factor, while QAU.AX is Gold. QMIX.AX tracks MSCI World Factor Mix A-Series Index, while QAU.AX tracks No Index (Physical Commodity). They also come from different issuers: SPDR and BetaShares. Their fees differ too: 0.18% for QMIX.AX and 0.59% for QAU.AX.

Portfolio Optimizer

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