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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 PerformanceSPY has outperformed AUSF, delivering a return of +13.3% compared to +12.9%

AUSF vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
AUSF
$872M
Winner
SPY
$735B
Expense Ratio
AUSF
0.27%
Winner
SPY
0.09%
Max Drawdown
Winner
AUSF
44.35%
SPY
56.47%
Sharpe Ratio
AUSF
1.21
Winner
SPY
1.62
5Y Beta
Winner
AUSF
0.56
SPY
1.00
P/E Ratio
Winner
AUSF
17.16
SPY
28.99
Forward P/E
Winner
AUSF
13.56
SPY
22.37
PEG Ratio
AUSF
0.26
SPY
N/A
5Y Dividends CAGR
Winner
AUSF
17.97%
SPY
5.43%
5Y EPS CAGR
AUSF
11.40%
Winner
SPY
26.05%
Debt to Equity
Winner
AUSF
6.94%
SPY
32.40%
P/S Ratio
Winner
AUSF
1.28
SPY
3.74
P/B Ratio
Winner
AUSF
2.04
SPY
5.61

AUSF vs SPY - Holdings Comparison

AUSF and SPY have 131 common holdings. Overlap is 16.98%

AUSF's top 25 holdings weight is 37.70%. SPY's top 25 holdings weight is 52.37%.

RankAUSFSPY
#1
VERIZON COMMUNICATIONS INC (VZ) - 2.09%
NVIDIA CORP (NVDA) - 8.10%
#2
CISCO SYSTEMS INC (CSCO) - 1.95%
APPLE INC (AAPL) - 7.02%
#3
AT&T INC (T) - 1.91%
MICROSOFT CORP (MSFT) - 4.79%
#4
CBOE GLOBAL MARKETS INC (CBOE) - 1.67%
AMAZON.COM INC (AMZN) - 4.02%
#5
ROYALTY PHARMA PLC CLASS A (RPRX) - 1.61%
ALPHABET INC CLASS A (GOOGL) - 3.51%
#6
VERISIGN INC (VRSN) - 1.57%
BROADCOM INC (AVGO) - 3.10%
#7
LINDE PLC (LIN) - 1.55%
ALPHABET INC CLASS C (GOOG) - 2.79%
#8
JOHNSON & JOHNSON (JNJ) - 1.52%
META PLATFORMS INC CLASS A (META) - 2.08%
#9
TXNM ENERGY INC (TXNM) - 1.50%
TESLA INC (TSLA) - 1.89%
#10
ALTRIA GROUP INC (MO) - 1.50%
MICRON TECHNOLOGY INC (MU) - 1.56%
#11
CHART INDUSTRIES INC (GTLS) - 1.49%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37%
#12
TJX COMPANIES INC (TJX) - 1.49%
ELI LILLY AND CO (LLY) - 1.31%
#13
ELECTRONIC ARTS INC (EA) - 1.48%
JPMORGAN CHASE & CO (JPM) - 1.28%
#14
CME GROUP INC CLASS A (CME) - 1.47%
ADVANCED MICRO DEVICES INC (AMD) - 1.27%
#15
AMDOCS LTD (DOX) - 1.46%
EXXON MOBIL CORP (XOM) - 0.97%
#16
MICROSOFT CORP (MSFT) - 1.43%
INTEL CORP (INTC) - 0.90%
#17
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.39%
JOHNSON & JOHNSON (JNJ) - 0.86%
#18
WASTE MANAGEMENT INC (WM) - 1.39%
VISA INC CLASS A (V) - 0.85%
#19
MOTOROLA SOLUTIONS INC (MSI) - 1.38%
WALMART INC (WMT) - 0.81%
#20
WALMART INC (WMT) - 1.36%
CISCO SYSTEMS INC (CSCO) - 0.72%
#21
RTX CORP (RTX) - 1.34%
COSTCO WHOLESALE CORP (COST) - 0.69%
#22
LOCKHEED MARTIN CORP (LMT) - 1.34%
CATERPILLAR INC (CAT) - 0.66%
#23
L3HARRIS TECHNOLOGIES INC (LHX) - 1.33%
MASTERCARD INC CLASS A (MA) - 0.62%
#24
REPUBLIC SERVICES INC (RSG) - 1.25%
LAM RESEARCH CORP (LRCX) - 0.62%
#25
COCA-COLA CO (KO) - 1.23%
ABBVIE INC (ABBV) - 0.58%
Total Holdings196505

AUSF vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
AUSF
+0.90%
Winner
SPY
+1.90%
3M
AUSF
+0.24%
Winner
SPY
+8.55%
6M
Winner
AUSF
+8.32%
SPY
+8.18%
1Y
AUSF
+17.00%
Winner
SPY
+25.79%
5Y(CAGR)
AUSF
+12.88%
Winner
SPY
+13.32%
10Y(CAGR)
AUSF
N/A
SPY
+15.19%
Max(CAGR)
Winner
AUSF
+12.37%
SPY
+8.47%

AUSF vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearAUSFSPY
2026+6.96%+8.26%
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%
2017N/A+20.78%
2016N/A+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/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 -1.43%. The current SPY drawdown is -2.90%.

RankAUSFSPY
#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 - Mar 20, 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.

YearAUSFSPY
20261.28%0.24%
20252.78%1.07%
20242.63%1.21%
20231.83%1.40%
20222.51%1.65%
20212.22%1.20%
20202.95%1.52%
20194.02%1.75%
20181.46%2.04%
20170.00%1.80%
20160.00%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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