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WGX.AX vs. DHHF.AX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WGX.AX vs. DHHF.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Westgold Resources Limited (WGX.AX) and Betashares Diversified All Growth ETF (DHHF.AX). The values are adjusted to include any dividend payments, if applicable.

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WGX.AX vs. DHHF.AX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WGX.AX
Westgold Resources Limited
-8.54%129.40%30.98%149.14%-57.11%-21.79%15.28%16.24%
DHHF.AX
Betashares Diversified All Growth ETF
-4.82%11.88%21.74%17.00%-8.93%23.07%3.80%0.84%

Returns By Period

In the year-to-date period, WGX.AX achieves a -8.54% return, which is significantly lower than DHHF.AX's -4.82% return.


WGX.AX

1D
4.99%
1M
-24.00%
YTD
-8.54%
6M
31.47%
1Y
106.16%
3Y*
65.98%
5Y*
24.22%
10Y*

DHHF.AX

1D
0.45%
1M
-5.52%
YTD
-4.82%
6M
-3.50%
1Y
10.09%
3Y*
13.00%
5Y*
9.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WGX.AX vs. DHHF.AX — Risk / Return Rank

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

WGX.AX
WGX.AX Risk / Return Rank: 8686
Overall Rank
WGX.AX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WGX.AX Sortino Ratio Rank: 8484
Sortino Ratio Rank
WGX.AX Omega Ratio Rank: 8383
Omega Ratio Rank
WGX.AX Calmar Ratio Rank: 8585
Calmar Ratio Rank
WGX.AX Martin Ratio Rank: 8888
Martin Ratio Rank

DHHF.AX
DHHF.AX Risk / Return Rank: 4444
Overall Rank
DHHF.AX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DHHF.AX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DHHF.AX Omega Ratio Rank: 4444
Omega Ratio Rank
DHHF.AX Calmar Ratio Rank: 4747
Calmar Ratio Rank
DHHF.AX Martin Ratio Rank: 4343
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.

WGX.AX vs. DHHF.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westgold Resources Limited (WGX.AX) and Betashares Diversified All Growth ETF (DHHF.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.


WGX.AXDHHF.AXDifference

Sharpe ratio

Return per unit of total volatility

1.97

0.79

+1.18

Sortino ratio

Return per unit of downside risk

2.38

1.17

+1.21

Omega ratio

Gain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

2.98

1.17

+1.80

Martin ratio

Return relative to average drawdown

9.74

4.00

+5.74

WGX.AX vs. DHHF.AX - Sharpe Ratio Comparison

The current WGX.AX Sharpe Ratio is 1.97, which is higher than the DHHF.AX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of WGX.AX and DHHF.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WGX.AXDHHF.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.79

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.87

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.72

-0.44

Correlation

The correlation between WGX.AX and DHHF.AX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WGX.AX vs. DHHF.AX - Dividend Comparison

WGX.AX's dividend yield for the trailing twelve months is around 0.51%, less than DHHF.AX's 2.30% yield.


TTM202520242023202220212020
WGX.AX
Westgold Resources Limited
0.51%0.47%0.80%0.00%0.00%0.98%0.00%
DHHF.AX
Betashares Diversified All Growth ETF
2.30%2.13%1.99%2.38%4.24%1.28%1.25%

Drawdowns

WGX.AX vs. DHHF.AX - Drawdown Comparison

The maximum WGX.AX drawdown since its inception was -74.78%, which is greater than DHHF.AX's maximum drawdown of -28.54%. Use the drawdown chart below to compare losses from any high point for WGX.AX and DHHF.AX.


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Drawdown Indicators


WGX.AXDHHF.AXDifference

Max Drawdown

Largest peak-to-trough decline

-74.78%

-28.54%

-46.24%

Max Drawdown (1Y)

Largest decline over 1 year

-37.64%

-8.03%

-29.61%

Max Drawdown (5Y)

Largest decline over 5 years

-70.61%

-17.30%

-53.31%

Current Drawdown

Current decline from peak

-26.83%

-6.90%

-19.93%

Average Drawdown

Average peak-to-trough decline

-29.32%

-4.25%

-25.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.51%

2.35%

+9.16%

Volatility

WGX.AX vs. DHHF.AX - Volatility Comparison

Westgold Resources Limited (WGX.AX) has a higher volatility of 23.51% compared to Betashares Diversified All Growth ETF (DHHF.AX) at 4.95%. This indicates that WGX.AX's price experiences larger fluctuations and is considered to be riskier than DHHF.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WGX.AXDHHF.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.51%

4.95%

+18.56%

Volatility (6M)

Calculated over the trailing 6-month period

41.62%

7.61%

+34.01%

Volatility (1Y)

Calculated over the trailing 1-year period

53.64%

12.84%

+40.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.26%

11.16%

+42.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.18%

13.28%

+39.90%