Betashares Australia 200 ETF

10-Year Study

A200.AU · · AU · ETF

Executive Summary: Betashares Australia 200 ETF has compounded at 9.2% annually over the last 10 years, with a maximum drawdown of 27.6% and an annualized volatility of 14.5%.

1Y CAGR
+9.3%
3Y CAGR
+12.0%
5Y CAGR
+8.7%
10Y CAGR
+9.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
27.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -0.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.84.2-7.95.6————————3.3%
20254.6-3.9-3.33.44.51.42.33.2-0.90.5-2.71.410.3%
20241.30.83.4-2.90.91.04.30.42.9-1.43.8-3.011.6%
20236.0-2.5-0.22.0-2.61.82.8-0.7-2.8-3.85.17.312.0%
2022-6.22.17.2-1.0-2.4-8.55.60.9-6.06.16.4-2.9-0.6%
20210.41.63.22.72.62.11.32.4-2.20.3-0.32.817.9%
20204.8-7.8-21.510.04.52.50.13.1-3.51.710.41.21.2%
20193.45.70.92.31.64.02.9-2.41.9-0.53.4-2.122.9%
2018—————3.61.01.6-1.5-6.4-1.70.3-3.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.6% of variance. Idiosyncratic stock-specific factors contribute 14.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-05-0110000
2018-06-0110364.912308934323
2018-07-0110473.59076072234
2018-08-0110639.330763887212
2018-09-0110476.608116553081
2018-10-019806.178471903722
2018-11-019641.672232011866
2018-12-019675.1849974386
2019-01-0110007.912177511713
2019-02-0110578.514280809883
2019-03-0110674.64053234203
2019-04-0110916.364260560074
2019-05-0111095.863406313114
2019-06-0111538.408928154746
2019-07-0111875.454279683407
2019-08-0111587.853332367778
2019-09-0111804.59335430731
2019-10-0111747.46475057866
2019-11-0112143.019984282928
2019-12-0111887.75168100246
2020-01-0112463.329068803756
2020-02-0111495.750221943284
2020-03-019020.35172981657
2020-04-019923.61396083606
2020-05-0110371.28228235477
2020-06-0110634.730972554129
2020-07-0110640.564527160226
2020-08-0110968.034802852673
2020-09-0110585.62183010007
2020-10-0110767.870122276669
2020-11-0111887.2823145399
2020-12-0112026.120914164941
2021-01-0112070.187719764082
2021-02-0112266.543826758178
2021-03-0112660.342288845439
2021-04-0113002.403156288303
2021-05-0113342.090370477652
2021-06-0113621.309773819006
2021-07-0113795.283805784204
2021-08-0114122.164020780865
2021-09-0113806.334033359884
2021-10-0113840.946457356045
2021-11-0113798.408445377812
2021-12-0114179.051236043051
2022-01-0113294.241812237322
2022-02-0113575.848279302547
2022-03-0114549.086344654452
2022-04-0114399.787578149517
2022-05-0114048.191866281517
2022-06-0112847.74020163983
2022-07-0113565.803837003778
2022-08-0113692.653476128024
2022-09-0112868.137527055624
2022-10-0113647.4736014891
2022-11-0114521.058461604482
2022-12-0114098.0117636646
2023-01-0114939.223748333747
2023-02-0114566.493135180222
2023-03-0114530.31168615208
2023-04-0114815.820600091727
2023-05-0114426.085510523197
2023-06-0114679.409295601634
2023-07-0115092.237215128083
2023-08-0114981.89586501557
2023-09-0114563.824451578814
2023-10-0114003.159506816542
2023-11-0114713.45847984272
2023-12-0115789.474390024756
2024-01-0115988.056635098417
2024-02-0116109.72983266415
2024-03-0116650.35953471032
2024-04-0116166.885257333513
2024-05-0116314.869797743286
2024-06-0116483.09073792454
2024-07-0117187.019737530274
2024-08-0117260.89801873711
2024-09-0117761.417003939998
2024-10-0117504.083488224263
2024-11-0118171.09346293212
2024-12-0117618.461389914788
2025-01-0118422.217930871706
2025-02-0117701.686768961732
2025-03-0117114.884817470087
2025-04-0117693.063836521
2025-05-0118489.042304669794
2025-06-0118754.36846071939
2025-07-0119177.844293710754
2025-08-0119784.936286855325
2025-09-0119607.153681308217
2025-10-0119706.713013252225
2025-11-0119171.876634401073
2025-12-0119435.311914130074
2026-01-0119783.125873356883
2026-02-0120615.91608264068
2026-03-0118995.126635071596
2026-04-0120067.42784496423
Annual Return Matrix
YearAnnual Return
20190.22868469017901072
20200.011639646997640973
20210.17902117708980336
2022-0.005715436881450264
20230.11997880656615956
20240.1158358381483251
20250.10312197438848392
20260.03252409498890452
Total Factor Risk
0.14468362902694218
VTI.US Exposure
0.5162217525903856
VEA.US Exposure
0.45836062953780526
VWO.US Exposure
-0.07794140172168795
QQQ.US Exposure
-0.19569426626904293
VTV.US Exposure
-0.14979450506236505
IJR.US Exposure
0.0702163410406423
QUAL.US Exposure
0.054743684246865106
SHV.US Exposure
0.10798652586633967
TLT.US Exposure
0.025783171868107174
LQD.US Exposure
0.04795487463317876
HYG.US Exposure
-0.04889609711544481
GLD.US Exposure
0.027752180047415
USO.US Exposure
-0.0025651139172799538
VNQ.US Exposure
-0.0013111926932328972
BTC-USD.CC Exposure
0.030705597181756555
CPER.US Exposure
0.0029979671011647023
VIX.INDX Exposure
-0.00010297953249572532
UUP.US Exposure
-0.001793263529971932
TIP.US Exposure
-0.009428785180679173
Idiosyncratic Exposure
0.14480488090854035
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$160
Avg Yield on Cost
1.60%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$160.391.60%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Betashares Australia 200 ETF a high-risk investment?

Betashares Australia 200 ETF (A200.AU) has an annualized volatility of 14.5% and experienced a maximum drawdown of 27.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of A200.AU?

Over the past 10 years, A200.AU has generated a Compound Annual Growth Rate (CAGR) of 9.2%. It has had a positive return in 88% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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