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UMAX.AX vs. CORE.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UMAX.AX vs. CORE.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Betashares S&P 500 Yield Maximiser Complex ETF (UMAX.AX) and Schroder Global Core Fund - Active ETF (CORE.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, UMAX.AX achieves a 0.67% return, which is significantly lower than CORE.AX's 4.95% return.


UMAX.AX

1D
0.11%
1M
2.86%
6M
1.19%
YTD
0.67%
1Y
9.16%
3Y*
12.47%
5Y*
9.74%
10Y*
9.79%

CORE.AX

1D
-0.25%
1M
0.93%
6M
4.67%
YTD
4.95%
1Y
15.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UMAX.AX vs. CORE.AX - Yearly Performance Comparison


Correlation

The correlation between UMAX.AX and CORE.AX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2025

0.46

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Return for Risk

UMAX.AX vs. CORE.AX — Risk / Return Rank

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

UMAX.AX
UMAX.AX Risk / Return Rank: 2424
Overall Rank
UMAX.AX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UMAX.AX Sortino Ratio Rank: 2626
Sortino Ratio Rank
UMAX.AX Omega Ratio Rank: 2727
Omega Ratio Rank
UMAX.AX Calmar Ratio Rank: 2020
Calmar Ratio Rank
UMAX.AX Martin Ratio Rank: 2020
Martin Ratio Rank

CORE.AX
CORE.AX Risk / Return Rank: 4545
Overall Rank
CORE.AX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CORE.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CORE.AX Omega Ratio Rank: 5656
Omega Ratio Rank
CORE.AX Calmar Ratio Rank: 3939
Calmar Ratio Rank
CORE.AX Martin Ratio Rank: 3636
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.

UMAX.AX vs. CORE.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betashares S&P 500 Yield Maximiser Complex ETF (UMAX.AX) and Schroder Global Core Fund - Active ETF (CORE.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.


UMAX.AXCORE.AXDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.16

1.28

-0.13

Calmar ratioReturn relative to maximum drawdown

0.76

1.68

-0.92

Martin ratioReturn relative to average drawdown

1.77

4.54

-2.77

UMAX.AX vs. CORE.AX - Sharpe Ratio Comparison

The current UMAX.AX Sharpe Ratio is 0.86, which is lower than the CORE.AX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of UMAX.AX and CORE.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

UMAX.AX vs. CORE.AX - Drawdown Comparison

The maximum UMAX.AX drawdown since its inception was -24.10%, which is greater than CORE.AX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for UMAX.AX and CORE.AX.


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Drawdown Indicators


UMAX.AXCORE.AXDifference

Max Drawdown

Largest peak-to-trough decline

-24.10%

-10.20%

-13.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-10.20%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-15.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.14%

Max Drawdown (10Y)

Largest decline over 10 years

-24.10%

Current Drawdown

Current decline from peak

-0.41%

-1.34%

+0.93%

Average Drawdown

Average peak-to-trough decline

-5.15%

-2.60%

-2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

Volatility

UMAX.AX vs. CORE.AX - Volatility Comparison

Betashares S&P 500 Yield Maximiser Complex ETF (UMAX.AX) has a higher volatility of 2.82% compared to Schroder Global Core Fund - Active ETF (CORE.AX) at 2.12%. This indicates that UMAX.AX's price experiences larger fluctuations and is considered to be riskier than CORE.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMAX.AXCORE.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.12%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

7.39%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

9.88%

12.44%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

12.50%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.41%

12.50%

+0.91%

Dividends

UMAX.AX vs. CORE.AX - Dividend Comparison

UMAX.AX's dividend yield for the trailing twelve months is around 3.12%, more than CORE.AX's 0.68% yield.


PositionTTM20252024202320222021202020192018201720162015
CORE.AX
Schroder Global Core Fund - Active ETF
0.68%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UMAX.AX
Betashares S&P 500 Yield Maximiser Complex ETF
3.12%5.33%2.19%4.02%5.79%5.05%7.02%5.43%4.06%3.16%4.12%4.55%

Frequently Asked Questions


UMAX.AX and CORE.AX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: BetaShares and Schroder.

Portfolio Optimizer

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