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

Performance

WXHG.AX vs. CORE.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in SPDR ETFs Australia - State Street SPDR S&P World ex Australia Carbon Aware (Hedged) ETF (WXHG.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, WXHG.AX achieves a 7.43% return, which is significantly higher than CORE.AX's 4.95% return.


WXHG.AX

1D
0.11%
1M
0.58%
6M
6.31%
YTD
7.43%
1Y
18.40%
3Y*
18.25%
5Y*
10.25%
10Y*
11.88%

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)

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


Correlation

The correlation between WXHG.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

0.54

The correlation between WXHG.AX and CORE.AX has been stable across timeframes, ranging from 0.54 to 0.56 - a consistent structural relationship.

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Return for Risk

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

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

WXHG.AX
WXHG.AX Risk / Return Rank: 5252
Overall Rank
WXHG.AX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WXHG.AX Sortino Ratio Rank: 5050
Sortino Ratio Rank
WXHG.AX Omega Ratio Rank: 5353
Omega Ratio Rank
WXHG.AX Calmar Ratio Rank: 4848
Calmar Ratio Rank
WXHG.AX Martin Ratio Rank: 5959
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR ETFs Australia - State Street SPDR S&P World ex Australia Carbon Aware (Hedged) ETF (WXHG.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.


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

+0.08

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

2.00

1.68

+0.32

Martin ratioReturn relative to average drawdown

8.35

4.54

+3.82

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

The current WXHG.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 WXHG.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

WXHG.AX vs. CORE.AX - Drawdown Comparison

The maximum WXHG.AX drawdown since its inception was -36.37%, 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 WXHG.AX and CORE.AX.


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Drawdown Indicators


WXHG.AXCORE.AXDifference

Max Drawdown

Largest peak-to-trough decline

-36.37%

-10.20%

-26.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-10.20%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-18.93%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

Max Drawdown (10Y)

Largest decline over 10 years

-36.37%

Current Drawdown

Current decline from peak

-0.04%

-1.34%

+1.30%

Average Drawdown

Average peak-to-trough decline

-4.59%

-2.60%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

Volatility

WXHG.AX vs. CORE.AX - Volatility Comparison

SPDR ETFs Australia - State Street SPDR S&P World ex Australia Carbon Aware (Hedged) ETF (WXHG.AX) has a higher volatility of 2.54% compared to Schroder Global Core Fund - Active ETF (CORE.AX) at 2.12%. This indicates that WXHG.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


WXHG.AXCORE.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.12%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

7.39%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

12.44%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

12.50%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

12.50%

+4.36%

Dividends

WXHG.AX vs. CORE.AX - Dividend Comparison

WXHG.AX's dividend yield for the trailing twelve months is around 7.12%, 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%
WXHG.AX
SPDR ETFs Australia - State Street SPDR S&P World ex Australia Carbon Aware (Hedged) ETF
7.12%6.68%6.35%5.69%25.09%2.77%3.83%4.25%2.54%2.83%3.55%5.33%

Frequently Asked Questions


WXHG.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: SPDR and Schroder.

Portfolio Optimizer

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