VVLU.AX vs. F100.AX
VVLU.AX (Vanguard Global Value Equity Active ETF) and F100.AX (Betashares FTSE 100 ETF) are both Global Equities funds. VVLU.AX is actively managed, while F100.AX is passively managed. Over the past 5 years, VVLU.AX returned 13.88%/yr vs 11.10%/yr for F100.AX. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
VVLU.AX vs. F100.AX - Performance Comparison
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Returns By Period
In the year-to-date period, VVLU.AX achieves a 8.83% return, which is significantly higher than F100.AX's 1.78% return.
VVLU.AX
- 1D
- 1.02%
- 1M
- 2.82%
- 6M
- 7.37%
- YTD
- 8.83%
- 1Y
- 20.98%
- 3Y*
- 17.99%
- 5Y*
- 13.88%
- 10Y*
- —
F100.AX
- 1D
- 0.40%
- 1M
- 1.45%
- 6M
- 0.85%
- YTD
- 1.78%
- 1Y
- 11.20%
- 3Y*
- 14.72%
- 5Y*
- 11.10%
- 10Y*
- —
VVLU.AX vs. F100.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VVLU.AX Vanguard Global Value Equity Active ETF | 8.83% | 18.04% | 15.87% | 18.15% | 0.35% | 37.99% | -11.29% | 7.90% |
F100.AX Betashares FTSE 100 ETF | 1.78% | 25.77% | 14.12% | 11.00% | -1.20% | 21.76% | -16.05% | 7.82% |
Correlation
The correlation between VVLU.AX and F100.AX is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2019 | 0.57 |
The correlation between VVLU.AX and F100.AX has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.
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Return for Risk
VVLU.AX vs. F100.AX — Risk / Return Rank
VVLU.AX
F100.AX
VVLU.AX vs. F100.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Value Equity Active ETF (VVLU.AX) and Betashares FTSE 100 ETF (F100.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.
| VVLU.AX | F100.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.19 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.33 | +1.05 |
| Martin ratioReturn relative to average drawdown | 8.04 | 4.00 | +4.04 |
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Drawdowns
VVLU.AX vs. F100.AX - Drawdown Comparison
The maximum VVLU.AX drawdown since its inception was -36.95%, which is greater than F100.AX's maximum drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for VVLU.AX and F100.AX.
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Drawdown Indicators
| VVLU.AX | F100.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.95% | -31.78% | -5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -8.92% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -14.80% | -8.92% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -14.80% | -19.00% | +4.20% |
Current DrawdownCurrent decline from peak | -0.24% | -1.44% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -5.91% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.00% | -0.21% |
Volatility
VVLU.AX vs. F100.AX - Volatility Comparison
Vanguard Global Value Equity Active ETF (VVLU.AX) has a higher volatility of 3.57% compared to Betashares FTSE 100 ETF (F100.AX) at 3.14%. This indicates that VVLU.AX's price experiences larger fluctuations and is considered to be riskier than F100.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVLU.AX | F100.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 3.14% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 9.64% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 11.48% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 12.72% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 14.90% | +3.06% |
Dividends
VVLU.AX vs. F100.AX - Dividend Comparison
VVLU.AX's dividend yield for the trailing twelve months is around 10.99%, more than F100.AX's 2.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
F100.AX Betashares FTSE 100 ETF | 2.25% | 3.09% | 1.91% | 1.57% | 1.62% | 2.13% | 2.40% | 0.00% | 0.00% |
VVLU.AX Vanguard Global Value Equity Active ETF | 10.99% | 7.07% | 3.21% | 5.22% | 2.63% | 1.36% | 2.21% | 2.31% | 0.46% |
Frequently Asked Questions
VVLU.AX and F100.AX have a correlation of 0.57, 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: Vanguard and BetaShares.
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