PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
YANK.AX vs. GGUS.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

YANK.AX vs. GGUS.AX

Last updated Jul 16, 2026
Documentation

YANK.AX (Betashares Strong US Dollar Complex ETF) and GGUS.AX (Betashares Geared US Equities Currency Hedged Complex ETF) are both Global Equities funds from BetaShares. Both are actively managed. Over the past 5 years, YANK.AX returned 4.59%/yr vs 14.41%/yr for GGUS.AX. At a correlation of -0.45, they often move in opposite directions.

Performance

YANK.AX vs. GGUS.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Betashares Strong US Dollar Complex ETF (YANK.AX) and Betashares Geared US Equities Currency Hedged Complex ETF (GGUS.AX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, YANK.AX achieves a -10.34% return, which is significantly lower than GGUS.AX's 18.74% return.

YANK.AX

1D
-0.86%
1M
2.46%
6M
-10.26%
YTD
-10.34%
1Y
-13.97%
3Y*
1.31%
5Y*
4.59%
10Y*
—

GGUS.AX

1D
0.25%
1M
0.33%
6M
16.82%
YTD
18.74%
1Y
39.79%
3Y*
31.10%
5Y*
14.41%
10Y*
21.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YANK.AX vs. GGUS.AX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
YANK.AX
Betashares Strong US Dollar Complex ETF		-10.34%-13.49%32.36%0.83%15.15%13.25%-28.55%3.18%23.04%-19.05%
GGUS.AX
Betashares Geared US Equities Currency Hedged Complex ETF		18.74%18.83%45.64%49.70%-47.20%68.07%17.37%70.51%-21.12%45.08%

Correlation

The correlation between YANK.AX and GGUS.AX is -0.59, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.59

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

-0.48

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

-0.52

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2016

-0.45

The correlation between YANK.AX and GGUS.AX shifts across timeframes, from -0.59 (1 year) to -0.45 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Betashares Strong US Dollar Complex ETF

Betashares Geared US Equities Currency Hedged Complex ETF

Return for Risk

YANK.AX vs. GGUS.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
YANK.AX
YANK.AX Risk / Return Rank: 44
Overall Rank
YANK.AX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
YANK.AX Sortino Ratio Rank: 44
Sortino Ratio Rank
YANK.AX Omega Ratio Rank: 44
Omega Ratio Rank
YANK.AX Calmar Ratio Rank: 44
Calmar Ratio Rank
YANK.AX Martin Ratio Rank: 44
Martin Ratio Rank
GGUS.AX
GGUS.AX Risk / Return Rank: 4949
Overall Rank
GGUS.AX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GGUS.AX Sortino Ratio Rank: 4444
Sortino Ratio Rank
GGUS.AX Omega Ratio Rank: 5050
Omega Ratio Rank
GGUS.AX Calmar Ratio Rank: 4848
Calmar Ratio Rank
GGUS.AX Martin Ratio Rank: 5757
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.

YANK.AX vs. GGUS.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betashares Strong US Dollar Complex ETF (YANK.AX) and Betashares Geared US Equities Currency Hedged Complex ETF (GGUS.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.

YANK.AXGGUS.AXDifference
Sharpe ratioReturn per unit of total volatility
-0.72
1.38

-2.10

Sortino ratioReturn per unit of downside risk
-0.89
1.89

-2.78

Omega ratioGain probability vs. loss probability

0.89

1.26

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.59

2.00

-2.59

Martin ratioReturn relative to average drawdown

-1.01

8.05

-9.06

YANK.AX vs. GGUS.AX - Sharpe Ratio Comparison

The current YANK.AX Sharpe Ratio is -0.72, which is lower than the GGUS.AX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of YANK.AX and GGUS.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

YANK.AX vs. GGUS.AX - Drawdown Comparison

The maximum YANK.AX drawdown since its inception was -58.85%, smaller than the maximum GGUS.AX drawdown of -64.26%. Use the drawdown chart below to compare losses from any high point for YANK.AX and GGUS.AX.

Loading charts...

Drawdown Indicators

YANK.AXGGUS.AXDifference

Max Drawdown

Largest peak-to-trough decline

-58.85%

-64.26%

+5.41%

Max Drawdown (1Y)

Largest decline over 1 year

-24.65%

-20.90%

-3.75%

Max Drawdown (3Y)

Largest decline over 3 years

-35.12%

-46.78%

+11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-55.53%

+20.41%

Max Drawdown (10Y)

Largest decline over 10 years

—

-64.26%

—

Current Drawdown

Current decline from peak

-39.71%

-1.47%

-38.24%

Average Drawdown

Average peak-to-trough decline

-29.41%

-13.41%

-16.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.46%

5.24%

+9.22%

Volatility

YANK.AX vs. GGUS.AX - Volatility Comparison

The current volatility for Betashares Strong US Dollar Complex ETF (YANK.AX) is 4.13%, while Betashares Geared US Equities Currency Hedged Complex ETF (GGUS.AX) has a volatility of 5.85%. This indicates that YANK.AX experiences smaller price fluctuations and is considered to be less risky than GGUS.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

YANK.AXGGUS.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

5.85%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.61%

25.54%

-8.93%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

30.44%

-10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.11%

41.72%

-17.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.04%

40.73%

-16.69%

Dividends

YANK.AX vs. GGUS.AX - Dividend Comparison

Neither YANK.AX nor GGUS.AX has paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
GGUS.AX
Betashares Geared US Equities Currency Hedged Complex ETF		0.00%1.69%0.00%0.00%6.12%2.52%0.00%0.12%0.96%0.62%0.89%
YANK.AX
Betashares Strong US Dollar Complex ETF		0.00%4.09%5.51%5.99%6.77%0.00%0.00%19.51%2.79%0.00%0.00%

Frequently Asked Questions

YANK.AX and GGUS.AX have a correlation of -0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for YANK.AX and GGUS.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