PortfoliosLab logoPortfoliosLab logo
WRLD.AX vs. CORE.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WRLD.AX vs. CORE.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Betashares Managed Risk Global Shares Complex ETF (WRLD.AX) and Schroder Global Core Fund - Active ETF (CORE.AX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WRLD.AX achieves a 4.57% return, which is significantly lower than CORE.AX's 4.95% return.


WRLD.AX

1D
-0.04%
1M
2.32%
6M
3.52%
YTD
4.57%
1Y
13.29%
3Y*
16.18%
5Y*
10.33%
10Y*
10.04%

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)

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


Correlation

The correlation between WRLD.AX and CORE.AX is 0.56, 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

0.56

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

0.53

The correlation between WRLD.AX and CORE.AX has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

WRLD.AX
WRLD.AX Risk / Return Rank: 4444
Overall Rank
WRLD.AX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WRLD.AX Sortino Ratio Rank: 5151
Sortino Ratio Rank
WRLD.AX Omega Ratio Rank: 5050
Omega Ratio Rank
WRLD.AX Calmar Ratio Rank: 3333
Calmar Ratio Rank
WRLD.AX Martin Ratio Rank: 3333
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.

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

This table presents a comparison of risk-adjusted performance metrics for Betashares Managed Risk Global Shares Complex ETF (WRLD.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.


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

+0.08

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratioReturn relative to maximum drawdown

1.41

1.68

-0.28

Martin ratioReturn relative to average drawdown

4.01

4.54

-0.52

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

The current WRLD.AX Sharpe Ratio is 1.46, which is comparable to the CORE.AX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of WRLD.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.


Loading charts...

Drawdowns

WRLD.AX vs. CORE.AX - Drawdown Comparison

The maximum WRLD.AX drawdown since its inception was -16.14%, 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 WRLD.AX and CORE.AX.


Loading charts...

Drawdown Indicators


WRLD.AXCORE.AXDifference

Max Drawdown

Largest peak-to-trough decline

-16.14%

-10.20%

-5.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-10.20%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

Max Drawdown (5Y)

Largest decline over 5 years

-14.47%

Max Drawdown (10Y)

Largest decline over 10 years

-16.14%

Current Drawdown

Current decline from peak

-0.50%

-1.34%

+0.84%

Average Drawdown

Average peak-to-trough decline

-4.19%

-2.60%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

Volatility

WRLD.AX vs. CORE.AX - Volatility Comparison

The current volatility for Betashares Managed Risk Global Shares Complex ETF (WRLD.AX) is 1.76%, while Schroder Global Core Fund - Active ETF (CORE.AX) has a volatility of 2.12%. This indicates that WRLD.AX experiences smaller price fluctuations and is considered to be less risky than CORE.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WRLD.AXCORE.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

2.12%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

7.39%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.86%

12.44%

-3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.35%

12.50%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.00%

12.50%

-1.50%

Dividends

WRLD.AX vs. CORE.AX - Dividend Comparison

WRLD.AX has not paid dividends to shareholders, while CORE.AX's dividend yield for the trailing twelve months is around 0.68%.


PositionTTM2025202420232022202120202019201820172016
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%
WRLD.AX
Betashares Managed Risk Global Shares Complex ETF
0.00%0.00%0.00%0.17%4.66%0.00%0.00%1.66%0.90%0.00%0.51%

Frequently Asked Questions


WRLD.AX and CORE.AX have a correlation of 0.56, 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

Find the right allocation for WRLD.AX and CORE.AX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer