Betashares Diversified All Growth ETF

10-Year Study

DHHF.AU · · AU · ETF

Executive Summary: Betashares Diversified All Growth ETF has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 17.2% and an annualized volatility of 12.6%.

1Y CAGR
+10.1%
3Y CAGR
+14.0%
5Y CAGR
+10.0%
10Y CAGR
+10.2%

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 →
17.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.69
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +23.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.41.1-5.95.3————————-0.2%
20253.9-3.0-4.00.35.42.22.72.30.52.5-1.0-0.111.9%
20243.62.73.4-2.50.42.53.0-0.81.62.53.20.421.7%
20233.50.70.92.60.52.13.20.4-3.8-3.24.74.517.0%
2022-5.0-2.63.4-2.2-2.0-6.34.8-0.0-5.16.82.9-3.0-8.9%
20211.00.54.32.72.43.31.23.4-1.9-0.73.11.623.1%
20204.1-6.0-11.94.03.11.11.52.3-1.30.28.20.13.8%

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 12.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 100.4% of variance. Idiosyncratic stock-specific factors contribute 10.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-12-0110000
2020-01-0110406.431192403574
2020-02-019778.670998944941
2020-03-018611.663538836447
2020-04-018955.91159911487
2020-05-019231.113974398475
2020-06-019328.216763302615
2020-07-019468.362230749839
2020-08-019687.49708224793
2020-09-019561.683612970692
2020-10-019583.858528706012
2020-11-0110365.58266341746
2020-12-0110380.42818595184
2021-01-0110486.494309216363
2021-02-0110543.635565763798
2021-03-0110996.564055161853
2021-04-0111291.700512590684
2021-05-0111561.907696329701
2021-06-0111942.662670513431
2021-07-0112087.289805140847
2021-08-0112503.384592401708
2021-09-0112268.56390577295
2021-10-0112187.42705619824
2021-11-0112567.995294249458
2021-12-0112774.852245035154
2022-01-0112142.42364826382
2022-02-0111821.37755244951
2022-03-0112217.49157353202
2022-04-0111953.39999813264
2022-05-0111718.85941570264
2022-06-0110977.516969646042
2022-07-0111509.714947293725
2022-08-0111505.420016246042
2022-09-0110918.368299674145
2022-10-0111656.022707113714
2022-11-0111996.909517006992
2022-12-0111634.407999775918
2023-01-0112038.131518258126
2023-02-0112125.103871973708
2023-03-0112229.489370045656
2023-04-0112546.520639011045
2023-05-0112612.01833748821
2023-06-0112882.879097691008
2023-07-0113294.398849705422
2023-08-0113351.633474319113
2023-09-0112845.391819090035
2023-10-0112434.852431771284
2023-11-0113023.81819370139
2023-12-0113612.783955631496
2024-01-0114108.428335340746
2024-02-0114491.750931346462
2024-03-0114991.036665639616
2024-04-0114609.254642727094
2024-05-0114662.941280823132
2024-06-0115029.831097168148
2024-07-0115482.19937816868
2024-08-0115351.437401379979
2024-09-0115603.998020596997
2024-10-0115987.78745693398
2024-11-0116503.926127185983
2024-12-0116571.85139538575
2025-01-0117220.012511320878
2025-02-0116699.718962120576
2025-03-0116028.822722052602
2025-04-0116082.509360148642
2025-05-0116943.456299076588
2025-06-0117314.360942270523
2025-07-0117775.03898116766
2025-08-0118190.24677179911
2025-09-0118287.116140537615
2025-10-0118739.951261869413
2025-11-0118559.237369634837
2025-12-0118540.750492516552
2026-01-0118468.203505037207
2026-02-0118678.28165410866
2026-03-0117580.039774796223
2026-04-0118505.5507315388
Annual Return Matrix
YearAnnual Return
20200.03804281859518399
20210.23066717636212375
2022-0.0892725977087101
20230.1700452619414483
20240.21737415721859854
20250.11880984508942793
2026-0.0018985078835918046
Total Factor Risk
0.1260891633133817
VTI.US Exposure
1.0043517432190714
VEA.US Exposure
0.2867319275197591
VWO.US Exposure
-0.02917658451877862
QQQ.US Exposure
-0.273421629041543
VTV.US Exposure
-0.15452045851341134
IJR.US Exposure
-0.0049332713341808535
QUAL.US Exposure
0.09525172830731118
SHV.US Exposure
0.0013825307613360325
TLT.US Exposure
0.024389476241152494
LQD.US Exposure
0.013622313889314648
HYG.US Exposure
-0.03705125093901119
GLD.US Exposure
0.002694539239556307
USO.US Exposure
-0.002691278482329788
VNQ.US Exposure
-0.03587305900040172
BTC-USD.CC Exposure
0.014579594838990805
CPER.US Exposure
0.0009499247727718658
VIX.INDX Exposure
-0.028328179569456238
UUP.US Exposure
0.02468223680224899
TIP.US Exposure
-0.0034478461559961475
Idiosyncratic Exposure
0.1008075419635964
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.6%

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 →2.18%
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
$67
Avg Yield on Cost
0.67%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$66.520.67%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 →
+1.8%
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 →
+1.3%
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 →
2.4% 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 Diversified All Growth ETF a high-risk investment?

Betashares Diversified All Growth ETF (DHHF.AU) has an annualized volatility of 12.6% and experienced a maximum drawdown of 17.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DHHF.AU has generated a Compound Annual Growth Rate (CAGR) of 10.2%. It has had a positive return in 71% 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.

Run a Full Backtest on Betashares Diversified All Growth ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest