AUSF vs GGN

Comparison between GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF) and GAMCO Global Gold Natural Resources & Income Trust (GGN, ETF).

5-Year PerformanceGGN has outperformed AUSF, delivering a return of +19.0% compared to +14.5%

AUSF vs GGN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AUSF(ETF)	GGN(ETF)
Net Assets	$902M	$897M
Expense Ratio	0.27%	N/A
Max Drawdown	44.35%	93.33%
Sharpe Ratio	1.19	1.17
5Y Beta	0.53	0.40
P/E Ratio	16.06	N/A
Forward P/E	14.35	N/A
PEG Ratio	0.26	N/A
5Y Dividends CAGR	18.64%	0.00%
5Y EPS CAGR	11.04%	N/A
Debt to Equity	-42.29%	N/A
P/S Ratio	1.43	N/A
P/B Ratio	2.09	N/A

Net Assets

Winner

AUSF

$902M

GGN

$897M

Expense Ratio

AUSF

0.27%

GGN

N/A

Max Drawdown

Winner

AUSF

44.35%

GGN

93.33%

Sharpe Ratio

Winner

AUSF

1.19

GGN

1.17

5Y Beta

AUSF

0.53

Winner

GGN

0.40

P/E Ratio

AUSF

16.06

GGN

N/A

Forward P/E

AUSF

14.35

GGN

N/A

PEG Ratio

AUSF

0.26

GGN

N/A

5Y Dividends CAGR

Winner

AUSF

18.64%

GGN

0.00%

5Y EPS CAGR

AUSF

11.04%

GGN

N/A

Debt to Equity

AUSF

-42.29%

GGN

N/A

P/S Ratio

AUSF

1.43

GGN

N/A

P/B Ratio

AUSF

2.09

GGN

N/A

AUSF vs GGN - Historical Returns

Returns include dividend reinvestment.

Period	AUSF	GGN
1 month	+3.99%	+19.24%
3 months	+6.61%	+11.19%
6 months	+5.39%	+4.61%
1 year	+16.61%	+32.90%
5 years(CAGR)	+14.46%	+19.02%
10 years(CAGR)	N/A	+9.52%
Max(CAGR)	+12.89%	+4.73%

AUSF

+3.99%

Winner

GGN

+19.24%

AUSF

+6.61%

Winner

GGN

+11.19%

Winner

AUSF

+5.39%

GGN

+4.61%

AUSF

+16.61%

Winner

GGN

+32.90%

5Y(CAGR)

AUSF

+14.46%

Winner

GGN

+19.02%

10Y(CAGR)

AUSF

N/A

GGN

+9.52%

Max(CAGR)

Winner

AUSF

+12.89%

GGN

+4.73%

AUSF vs GGN - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	AUSF	GGN
2026	+13.73%	+15.19%
2025	+13.90%	+43.98%
2024	+16.77%	+9.58%
2023	+23.21%	+14.66%
2022	+0.29%	+6.29%
2021	+28.98%	+14.49%
2020	+1.41%	-9.04%
2019	+23.62%	+30.26%
2018	-10.79%	-22.19%
2017	N/A	+11.90%
2016	N/A	+23.23%
2015	N/A	-21.71%
2014	N/A	-14.32%
2013	N/A	-22.79%
2012	N/A	-3.38%
2011	N/A	-19.27%
2010	N/A	+28.13%
2009	N/A	+26.65%
2008	N/A	-51.76%
2007	N/A	+29.19%
2006	N/A	+20.24%
2005	N/A	+15.17%

AUSF vs GGN Drawdown Comparison

The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The maximum drawdown for GGN was -73.03%, occurring on Nov 20, 2008. Recovery took 4287 trading sessions.

The current AUSF drawdown is -0.66%.

Rank	AUSF	GGN
#1	-44.25% Feb 13, 2020 - Jan 6, 2021	-73.03% May 20, 2008 - Jun 4, 2025
#2	-15.59% Sep 21, 2018 - Apr 26, 2019	-22.71% Jul 13, 2007 - Sep 20, 2007
#3	-14.24% Apr 20, 2022 - Nov 22, 2022	-16.97% May 9, 2006 - Oct 26, 2006
#4	-12.28% Nov 27, 2024 - Jun 27, 2025	-16.95% Mar 2, 2026 - Aug 21, 2026
#5	-9.83% Dec 2, 2022 - Jul 3, 2023	-15.70% Feb 28, 2008 - May 20, 2008
#6	-7.13% Aug 30, 2023 - Nov 10, 2023	-12.12% Oct 18, 2007 - Jan 2, 2008
#7	-6.75% Dec 29, 2021 - Mar 29, 2022	-10.97% Jan 10, 2008 - Feb 27, 2008
#8	-5.84% Mar 2, 2026 - Jun 12, 2026	-10.91% Oct 8, 2025 - Dec 11, 2025
#9	-5.83% Jul 26, 2019 - Sep 12, 2019	-10.07% Apr 11, 2005 - Jul 6, 2005
#10	-5.62% Jun 4, 2021 - Aug 16, 2021	-9.70% Feb 1, 2006 - May 2, 2006
#11	-5.36% Mar 28, 2024 - Jul 12, 2024	-8.44% Jan 28, 2026 - Feb 11, 2026
#12	-5.33% Jul 31, 2024 - Aug 23, 2024	-8.43% Apr 9, 2007 - Jul 5, 2007
#13	-5.14% May 3, 2019 - Jun 20, 2019	-8.09% Feb 22, 2007 - Mar 21, 2007
#14	-4.91% Nov 16, 2021 - Dec 16, 2021	-7.47% Dec 28, 2006 - Jan 31, 2007
#15	-4.36% Sep 11, 2025 - Dec 11, 2025	-7.19% Sep 29, 2005 - Nov 25, 2005

Correlation

Correlation between AUSF and GGN is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2005 - 2026)

AUSF vs GGN dividend yield comparison.

Year	AUSF	GGN
2026	1.84%	4.23%
2025	2.78%	6.98%
2024	2.63%	9.55%
2023	1.83%	10.37%
2022	2.51%	9.92%
2021	2.22%	9.60%
2020	2.95%	13.68%
2019	4.02%	13.64%
2018	1.46%	16.22%
2017	0.00%	11.52%
2016	0.00%	15.85%
2015	0.00%	17.68%
2014	0.00%	15.43%
2013	0.00%	15.96%
2012	0.00%	12.66%
2011	0.00%	11.91%
2010	0.00%	8.72%
2009	0.00%	10.29%
2008	0.00%	12.82%
2007	0.00%	6.61%
2006	0.00%	7.07%
2005	0.00%	5.32%