AUSF vs SPY
Comparison between GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceAUSF has outperformed SPY, delivering a return of +14.1% compared to +13.0%
AUSF vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
AUSF
$847M
Winner
SPY
$781B
Expense Ratio
AUSF
0.27%
Winner
SPY
0.09%
Max Drawdown
Winner
AUSF
44.35%
SPY
56.47%
Sharpe Ratio
AUSF
1.04
Winner
SPY
1.25
5Y Beta
Winner
AUSF
0.54
SPY
1.00
P/E Ratio
Winner
AUSF
17.42
SPY
28.78
Forward P/E
Winner
AUSF
13.81
SPY
21.23
PEG Ratio
AUSF
0.26
SPY
N/A
5Y Dividends CAGR
Winner
AUSF
17.97%
SPY
6.00%
5Y EPS CAGR
AUSF
9.73%
Winner
SPY
25.62%
Debt to Equity
Winner
AUSF
-19.53%
SPY
31.92%
P/S Ratio
Winner
AUSF
1.30
SPY
3.76
P/B Ratio
Winner
AUSF
2.07
SPY
5.64
AUSF vs SPY - Holdings Comparison
AUSF and SPY have 130 common holdings. Overlap is 16.72%
AUSF's top 25 holdings weight is 36.00%. SPY's top 25 holdings weight is 51.74%.
| Rank | AUSF | SPY |
|---|---|---|
| #1 | CISCO SYSTEMS INC (CSCO) - 1.96% | NVIDIA CORP (NVDA) - 7.89% |
| #2 | VERIZON COMMUNICATIONS INC (VZ) - 1.82% | APPLE INC (AAPL) - 7.37% |
| #3 | JOHNSON & JOHNSON (JNJ) - 1.68% | MICROSOFT CORP (MSFT) - 4.50% |
| #4 | ROYALTY PHARMA PLC CLASS A (RPRX) - 1.67% | AMAZON.COM INC (AMZN) - 3.82% |
| #5 | LINDE PLC (LIN) - 1.61% | ALPHABET INC CLASS A (GOOGL) - 3.33% |
| #6 | AT&T INC (T) - 1.57% | BROADCOM INC (AVGO) - 2.86% |
| #7 | ELECTRONIC ARTS INC (EA) - 1.51% | ALPHABET INC CLASS C (GOOG) - 2.68% |
| #8 | ALTRIA GROUP INC (MO) - 1.50% | META PLATFORMS INC CLASS A (META) - 2.29% |
| #9 | CHART INDUSTRIES INC (GTLS) - 1.50% | TESLA INC (TSLA) - 1.70% |
| #10 | WASTE MANAGEMENT INC (WM) - 1.45% | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.44% | JPMORGAN CHASE & CO (JPM) - 1.42% |
| #12 | RTX CORP (RTX) - 1.44% | ELI LILLY AND CO (LLY) - 1.40% |
| #13 | TXNM ENERGY INC (TXNM) - 1.43% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #14 | TJX COMPANIES INC (TJX) - 1.42% | ADVANCED MICRO DEVICES INC (AMD) - 1.32% |
| #15 | MOTOROLA SOLUTIONS INC (MSI) - 1.41% | EXXONMOBIL HOLDINGS CORP (XOM) - 0.92% |
| #16 | MICROSOFT CORP (MSFT) - 1.32% | JOHNSON & JOHNSON (JNJ) - 0.91% |
| #17 | LOCKHEED MARTIN CORP (LMT) - 1.32% | VISA INC CLASS A (V) - 0.90% |
| #18 | VERISIGN INC (VRSN) - 1.31% | WALMART INC (WMT) - 0.76% |
| #19 | REPUBLIC SERVICES INC (RSG) - 1.30% | INTEL CORP (INTC) - 0.75% |
| #20 | COCA-COLA CO (KO) - 1.26% | APPLIED MATERIALS INC (AMAT) - 0.70% |
| #21 | WALMART INC (WMT) - 1.25% | CISCO SYSTEMS INC (CSCO) - 0.68% |
| #22 | L3HARRIS TECHNOLOGIES INC (LHX) - 1.24% | MASTERCARD INC CLASS A (MA) - 0.66% |
| #23 | CME GROUP INC CLASS A (CME) - 1.20% | ABBVIE INC (ABBV) - 0.66% |
| #24 | AMDOCS LTD (DOX) - 1.20% | CATERPILLAR INC (CAT) - 0.65% |
| #25 | CBOE GLOBAL MARKETS INC (CBOE) - 1.19% | LAM RESEARCH CORP (LRCX) - 0.64% |
| Total Holdings | 197 | 505 |
AUSF vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
AUSF
+4.07%
SPY
+0.52%
3M
AUSF
+2.73%
Winner
SPY
+6.55%
6M
AUSF
+5.79%
Winner
SPY
+9.76%
1Y
AUSF
+15.12%
Winner
SPY
+20.32%
5Y(CAGR)
Winner
AUSF
+14.15%
SPY
+13.01%
10Y(CAGR)
AUSF
N/A
SPY
+15.06%
Max(CAGR)
Winner
AUSF
+12.47%
SPY
+8.50%
AUSF vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | AUSF | SPY |
|---|---|---|
| 2026 | +9.37% | +10.11% |
| 2025 | +13.90% | +18.00% |
| 2024 | +16.77% | +25.59% |
| 2023 | +23.21% | +26.72% |
| 2022 | +0.29% | -18.64% |
| 2021 | +28.98% | +30.52% |
| 2020 | +1.41% | +17.28% |
| 2019 | +23.62% | +31.09% |
| 2018 | -10.79% | -5.24% |
| 2017 | N/A | +20.78% |
| 2016 | N/A | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
AUSF vs SPY Drawdown Comparison
The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current AUSF drawdown is -1.20%. The current SPY drawdown is -1.24%.
| Rank | AUSF | SPY |
|---|---|---|
| #1 | -44.25% Feb 13, 2020 - Jan 6, 2021 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -15.59% Sep 21, 2018 - Apr 26, 2019 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -14.24% Apr 20, 2022 - Nov 22, 2022 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -12.28% Nov 27, 2024 - Jun 27, 2025 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -9.83% Dec 2, 2022 - Jul 3, 2023 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -7.13% Aug 30, 2023 - Nov 10, 2023 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -6.75% Dec 29, 2021 - Mar 29, 2022 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -5.84% Mar 2, 2026 - Jun 12, 2026 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -5.83% Jul 26, 2019 - Sep 12, 2019 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -5.62% Jun 4, 2021 - Aug 16, 2021 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -5.36% Mar 28, 2024 - Jul 12, 2024 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -5.33% Jul 31, 2024 - Aug 23, 2024 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -5.14% May 3, 2019 - Jun 20, 2019 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -4.91% Nov 16, 2021 - Dec 16, 2021 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -4.36% Sep 11, 2025 - Dec 11, 2025 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between AUSF and SPY is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
Dividend Comparison (1999 - 2026)
AUSF vs SPY dividend yield comparison.
| Year | AUSF | SPY |
|---|---|---|
| 2026 | 1.26% | 0.49% |
| 2025 | 2.78% | 1.07% |
| 2024 | 2.63% | 1.21% |
| 2023 | 1.83% | 1.40% |
| 2022 | 2.51% | 1.65% |
| 2021 | 2.22% | 1.20% |
| 2020 | 2.95% | 1.52% |
| 2019 | 4.02% | 1.75% |
| 2018 | 1.46% | 2.04% |
| 2017 | 0.00% | 1.80% |
| 2016 | 0.00% | 2.03% |
| 2015 | 0.00% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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