AUSF vs THYF
Comparison between GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF) and T. ROWE PRICE U.S. HIGH YIELD ETF (THYF, ETF).
AUSF vs THYF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
AUSF
$847M
THYF
$844M
Expense Ratio
Winner
AUSF
0.27%
THYF
0.50%
Max Drawdown
AUSF
44.35%
Winner
THYF
9.22%
Sharpe Ratio
Winner
AUSF
1.04
THYF
0.47
5Y Beta
AUSF
0.54
Winner
THYF
0.20
P/E Ratio
AUSF
17.42
THYF
N/A
Forward P/E
AUSF
13.81
THYF
N/A
PEG Ratio
AUSF
0.26
THYF
N/A
5Y Dividends CAGR
AUSF
17.97%
THYF
N/A
5Y EPS CAGR
AUSF
9.73%
THYF
N/A
Debt to Equity
AUSF
-19.53%
THYF
N/A
P/S Ratio
AUSF
1.30
THYF
N/A
P/B Ratio
AUSF
2.07
THYF
N/A
AUSF vs THYF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
AUSF
+4.07%
THYF
-0.02%
3M
Winner
AUSF
+2.73%
THYF
+1.15%
6M
Winner
AUSF
+5.79%
THYF
+1.43%
1Y
Winner
AUSF
+15.12%
THYF
+5.39%
5Y(CAGR)
AUSF
+14.15%
THYF
N/A
Max(CAGR)
Winner
AUSF
+12.47%
THYF
+8.32%
AUSF vs THYF - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | AUSF | THYF |
|---|---|---|
| 2026 | +9.37% | +1.94% |
| 2025 | +13.90% | +7.53% |
| 2024 | +16.77% | +9.22% |
| 2023 | +23.21% | +11.09% |
| 2022 | +0.29% | +1.52% |
| 2021 | +28.98% | N/A |
| 2020 | +1.41% | N/A |
| 2019 | +23.62% | N/A |
| 2018 | -10.79% | N/A |
AUSF vs THYF Drawdown Comparison
The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.
The maximum drawdown for THYF was -5.24%, occurring on Mar 20, 2023. Recovery took 110 trading sessions.
The current AUSF drawdown is -1.20%. The current THYF drawdown is -0.41%.
| Rank | AUSF | THYF |
|---|---|---|
| #1 | -44.25% Feb 13, 2020 - Jan 6, 2021 | -5.24% Feb 2, 2023 - Jul 13, 2023 |
| #2 | -15.59% Sep 21, 2018 - Apr 26, 2019 | -5.07% Feb 28, 2025 - May 30, 2025 |
| #3 | -14.24% Apr 20, 2022 - Nov 22, 2022 | -4.20% Sep 1, 2023 - Nov 22, 2023 |
| #4 | -12.28% Nov 27, 2024 - Jun 27, 2025 | -3.58% Dec 13, 2022 - Jan 6, 2023 |
| #5 | -9.83% Dec 2, 2022 - Jul 3, 2023 | -2.80% Feb 19, 2026 - Apr 14, 2026 |
| #6 | -7.13% Aug 30, 2023 - Nov 10, 2023 | -2.58% Oct 28, 2022 - Nov 11, 2022 |
| #7 | -6.75% Dec 29, 2021 - Mar 29, 2022 | -1.47% Mar 27, 2024 - May 3, 2024 |
| #8 | -5.84% Mar 2, 2026 - Jun 12, 2026 | -1.40% Jul 31, 2023 - Aug 31, 2023 |
| #9 | -5.83% Jul 26, 2019 - Sep 12, 2019 | -1.38% Sep 22, 2025 - Oct 27, 2025 |
| #10 | -5.62% Jun 4, 2021 - Aug 16, 2021 | -1.32% Dec 27, 2023 - Jan 25, 2024 |
| #11 | -5.36% Mar 28, 2024 - Jul 12, 2024 | -1.25% Nov 23, 2022 - Nov 30, 2022 |
| #12 | -5.33% Jul 31, 2024 - Aug 23, 2024 | -1.23% Jan 13, 2023 - Feb 1, 2023 |
| #13 | -5.14% May 3, 2019 - Jun 20, 2019 | -1.06% Jan 7, 2025 - Jan 21, 2025 |
| #14 | -4.91% Nov 16, 2021 - Dec 16, 2021 | -1.01% Dec 2, 2022 - Dec 13, 2022 |
| #15 | -4.36% Sep 11, 2025 - Dec 11, 2025 | -1.01% Oct 27, 2025 - Nov 28, 2025 |
Correlation
Correlation between AUSF and THYF is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (2018 - 2026)
AUSF vs THYF dividend yield comparison.
| Year | AUSF | THYF |
|---|---|---|
| 2026 | 1.26% | 3.34% |
| 2025 | 2.78% | 7.17% |
| 2024 | 2.63% | 7.30% |
| 2023 | 1.83% | 8.02% |
| 2022 | 2.51% | 1.50% |
| 2021 | 2.22% | 0.00% |
| 2020 | 2.95% | 0.00% |
| 2019 | 4.02% | 0.00% |
| 2018 | 1.46% | 0.00% |
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