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VTS.AX vs. IHOO.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTS.AX vs. IHOO.AX

Last updated Jul 16, 2026
Documentation

VTS.AX (Vanguard US Total Market Shares Index ETF) and IHOO.AX (iShares Global 100 AUD Hedged ETF) are both Global Equities funds - VTS.AX tracks the Vanguard US Total Market Shares Index Index while IHOO.AX tracks the iShares Global 100 AUD Hedged Index. Both are passively managed. Over the past 10 years, VTS.AX returned 15.43%/yr vs 15.25%/yr for IHOO.AX. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

VTS.AX vs. IHOO.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Vanguard US Total Market Shares Index ETF (VTS.AX) and iShares Global 100 AUD Hedged ETF (IHOO.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, VTS.AX achieves a 6.25% return, which is significantly lower than IHOO.AX's 10.69% return. Both investments have delivered pretty close results over the past 10 years, with VTS.AX having a 15.43% annualized return and IHOO.AX not far behind at 15.25%.

VTS.AX

1D
0.00%
1M
1.72%
6M
4.92%
YTD
6.25%
1Y
14.34%
3Y*
18.88%
5Y*
13.52%
10Y*
15.43%

IHOO.AX

1D
0.87%
1M
0.91%
6M
9.21%
YTD
10.69%
1Y
28.47%
3Y*
22.70%
5Y*
14.72%
10Y*
15.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTS.AX vs. IHOO.AX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTS.AX
Vanguard US Total Market Shares Index ETF		6.25%8.85%35.88%25.21%-13.98%33.96%9.47%31.46%3.95%11.57%
IHOO.AX
iShares Global 100 AUD Hedged ETF		10.69%24.02%27.67%24.45%-16.15%26.46%12.48%28.93%-5.87%20.68%

Correlation

The correlation between VTS.AX and IHOO.AX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.61

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

0.63

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2014

0.61

The correlation between VTS.AX and IHOO.AX has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

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Vanguard US Total Market Shares Index ETF

iShares Global 100 AUD Hedged ETF

Return for Risk

VTS.AX vs. IHOO.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTS.AX
VTS.AX Risk / Return Rank: 4141
Overall Rank
VTS.AX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VTS.AX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VTS.AX Omega Ratio Rank: 4949
Omega Ratio Rank
VTS.AX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VTS.AX Martin Ratio Rank: 3131
Martin Ratio Rank
IHOO.AX
IHOO.AX Risk / Return Rank: 7373
Overall Rank
IHOO.AX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IHOO.AX Sortino Ratio Rank: 7070
Sortino Ratio Rank
IHOO.AX Omega Ratio Rank: 7575
Omega Ratio Rank
IHOO.AX Calmar Ratio Rank: 7272
Calmar Ratio Rank
IHOO.AX Martin Ratio Rank: 7373
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.

VTS.AX vs. IHOO.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard US Total Market Shares Index ETF (VTS.AX) and iShares Global 100 AUD Hedged ETF (IHOO.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.

VTS.AXIHOO.AXDifference
Sharpe ratioReturn per unit of total volatility
1.38
1.88

-0.49

Sortino ratioReturn per unit of downside risk
1.93
2.57

-0.64

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

1.31

2.93

-1.63

Martin ratioReturn relative to average drawdown

3.61

10.75

-7.14

VTS.AX vs. IHOO.AX - Sharpe Ratio Comparison

The current VTS.AX Sharpe Ratio is 1.38, which is comparable to the IHOO.AX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of VTS.AX and IHOO.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

VTS.AX vs. IHOO.AX - Drawdown Comparison

The maximum VTS.AX drawdown since its inception was -26.03%, smaller than the maximum IHOO.AX drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for VTS.AX and IHOO.AX.

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Drawdown Indicators

VTS.AXIHOO.AXDifference

Max Drawdown

Largest peak-to-trough decline

-26.03%

-33.91%

+7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-9.58%

-1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.17%

-21.25%

+3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-22.19%

+0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-26.03%

-33.91%

+7.88%

Current Drawdown

Current decline from peak

-0.50%

-1.67%

+1.17%

Average Drawdown

Average peak-to-trough decline

-4.11%

-4.26%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

2.65%

+1.44%

Volatility

VTS.AX vs. IHOO.AX - Volatility Comparison

The current volatility for Vanguard US Total Market Shares Index ETF (VTS.AX) is 2.47%, while iShares Global 100 AUD Hedged ETF (IHOO.AX) has a volatility of 3.89%. This indicates that VTS.AX experiences smaller price fluctuations and is considered to be less risky than IHOO.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTS.AXIHOO.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

3.89%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

12.11%

-4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

14.98%

-4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

17.93%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

17.85%

-3.29%

Dividends

VTS.AX vs. IHOO.AX - Dividend Comparison

VTS.AX's dividend yield for the trailing twelve months is around 1.07%, less than IHOO.AX's 4.46% yield.

PositionTTM20252024202320222021202020192018201720162015
IHOO.AX
iShares Global 100 AUD Hedged ETF		4.46%0.70%0.87%1.44%1.68%16.51%2.57%2.33%8.40%11.15%0.53%1.75%
VTS.AX
Vanguard US Total Market Shares Index ETF		1.07%1.05%1.02%1.36%1.53%1.09%1.38%1.52%1.66%1.10%1.57%1.67%

Frequently Asked Questions

VTS.AX and IHOO.AX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTS.AX tracks Vanguard US Total Market Shares Index Index, while IHOO.AX tracks iShares Global 100 AUD Hedged Index. They also come from different issuers: Vanguard and iShares.

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