AUSF vs. CCFE

Last updated Jun 4, 2026

AUSF (Global X Adaptive U.S. Factor ETF) and CCFE (Concourse Capital Focused Equity ETF) are both Mid Cap Value Equities funds. AUSF is passively managed, while CCFE is actively managed. A 0.67 correlation means they provide meaningful diversification when combined. AUSF charges 0.27%/yr vs 0.95%/yr for CCFE.

Performance

AUSF vs. CCFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Factor ETF (AUSF) and Concourse Capital Focused Equity ETF (CCFE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AUSF achieves a 6.72% return, which is significantly higher than CCFE's 4.22% return.

AUSF

• 1D: -0.43%
• 1M: 0.23%
• YTD: 6.72%
• 6M: 7.67%
• 1Y: 15.11%
• 3Y*: 20.14%
• 5Y*: 12.71%
• 10Y*: —

CCFE

• 1D: -0.41%
• 1M: 1.25%
• YTD: 4.22%
• 6M: 1.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AUSF vs. CCFE - Yearly Performance Comparison

	2026 (YTD)	2025
AUSF Global X Adaptive U.S. Factor ETF	6.72%	6.76%
CCFE Concourse Capital Focused Equity ETF	4.22%	7.81%

Correlation

The correlation between AUSF and CCFE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 13, 2025	0.67

Return for Risk

AUSF vs. CCFE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AUSF

AUSF Risk / Return Rank: 44
AUSF Sharpe Ratio Rank: 42
AUSF Sortino Ratio Rank: 43
AUSF Omega Ratio Rank: 39
AUSF Calmar Ratio Rank: 52
AUSF Martin Ratio Rank: 45

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AUSF vs. CCFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and Concourse Capital Focused Equity ETF (CCFE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AUSF	CCFE	Difference
Sharpe ratio: Return per unit of total volatility	1.50	—	—
Sortino ratio: Return per unit of downside risk	2.18	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	2.60	—	—
Martin ratio: Return relative to average drawdown	7.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AUSF	CCFE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.53	+0.12

Drawdowns

AUSF vs. CCFE - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.25%, which is greater than CCFE's maximum drawdown of -21.15%. Use the drawdown chart below to compare losses from any high point for AUSF and CCFE.

Drawdown Indicators

	AUSF	CCFE	Difference
Max Drawdown Largest peak-to-trough decline	-44.25%	-21.15%	-23.10%
Max Drawdown (1Y) Largest decline over 1 year	-5.84%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.29%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-14.23%	—	—
Current Drawdown Current decline from peak	-2.26%	-12.92%	+10.66%
Average Drawdown Average peak-to-trough decline	-4.22%	-6.44%	+2.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	—	—

Volatility

Volatility by Period

	AUSF	CCFE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.14%	24.40%	-14.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.65%	24.40%	-10.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.07%	24.40%	-5.33%

AUSF vs. CCFE - Expense Ratio Comparison

AUSF has a 0.27% expense ratio, which is lower than CCFE's 0.95% expense ratio.

Dividends

AUSF vs. CCFE - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.76%, more than CCFE's 0.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AUSF Global X Adaptive U.S. Factor ETF	2.76%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%
CCFE Concourse Capital Focused Equity ETF	0.02%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AUSF and CCFE in my portfolio?

AUSF and CCFE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AUSF or CCFE?

On fees, AUSF is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AUSF or CCFE?

AUSF is cheaper with a 0.27% expense ratio, compared with 0.95% for CCFE.

Which ETF pays a higher dividend yield, AUSF or CCFE?

AUSF has the higher dividend yield at 2.76%, compared with 0.02% for CCFE.

What is the main difference between AUSF and CCFE?

They also come from different issuers: Global X and Concourse Capital. Their fees differ too: 0.27% for AUSF and 0.95% for CCFE.