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AUSF vs. EUFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AUSF vs. EUFN

Last updated Jun 14, 2026

AUSF (Global X Adaptive U.S. Factor ETF) and EUFN (iShares MSCI Europe Financials ETF) are both exchange-traded funds - AUSF is a Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index, while EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index. Both are passively managed. Over the past 5 years, AUSF returned 13.35%/yr vs 18.43%/yr for EUFN. A 0.66 correlation means they provide meaningful diversification when combined. AUSF charges 0.27%/yr vs 0.48%/yr for EUFN.

Performance

AUSF vs. EUFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Factor ETF (AUSF) and iShares MSCI Europe Financials ETF (EUFN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUSF achieves a 9.27% return, which is significantly higher than EUFN's 4.75% return.

AUSF

1D
0.70%
1M
2.94%
YTD
9.27%
6M
8.68%
1Y
17.75%
3Y*
19.94%
5Y*
13.35%
10Y*
—

EUFN

1D
1.20%
1M
3.43%
YTD
4.75%
6M
9.10%
1Y
28.57%
3Y*
32.04%
5Y*
18.43%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUSF vs. EUFN - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
AUSF
Global X Adaptive U.S. Factor ETF		9.27%13.69%16.05%22.26%-0.18%27.48%1.27%24.06%-11.18%
EUFN
iShares MSCI Europe Financials ETF		4.75%65.73%17.20%26.15%-8.78%19.13%-8.55%20.73%-15.60%

Correlation

The correlation between AUSF and EUFN is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.66

The correlation between AUSF and EUFN shifts across timeframes, from 0.48 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

AUSF vs. EUFN - Sectors Allocation Comparison

Sectors
AUSF
EUFN

Financial Services

18.4%
97.7%

Technology

15.3%
1.0%

Industrials

14.4%
0.4%

Healthcare

11.4%

-

Consumer Cyclical

9.3%
0.2%

Communication Services

8.6%

-

Consumer Defensive

7.8%

-

Real Estate

4.6%

-

Utilities

4.4%

-

Energy

3.2%

-

Basic Materials

2.6%

-

Financial Services

AUSF
18.4%
EUFN
97.7%

Technology

AUSF
15.3%
EUFN
1.0%

Industrials

AUSF
14.4%
EUFN
0.4%

Healthcare

AUSF
11.4%
EUFN

-

Consumer Cyclical

AUSF
9.3%
EUFN
0.2%

Communication Services

AUSF
8.6%
EUFN

-

Consumer Defensive

AUSF
7.8%
EUFN

-

Real Estate

AUSF
4.6%
EUFN

-

Utilities

AUSF
4.4%
EUFN

-

Energy

AUSF
3.2%
EUFN

-

Basic Materials

AUSF
2.6%
EUFN

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X Adaptive U.S. Factor ETF

iShares MSCI Europe Financials ETF

Often compared with AUSF:
AUSF vs. SPYAUSF vs. GVALAUSF vs. EYLDAUSF vs. VOOAUSF vs. ONEVAUSF vs. SFLRAUSF vs. FELG
Often compared with EUFN:
EUFN vs. XLFEUFN vs. FDDEUFN vs. SPYEUFN vs. GSIBEUFN vs. EURLEUFN vs. IEUREUFN vs. EIRL

Return for Risk

AUSF vs. EUFN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AUSF
AUSF Risk / Return Rank: 5757
Overall Rank
AUSF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AUSF Sortino Ratio Rank: 5656
Sortino Ratio Rank
AUSF Omega Ratio Rank: 5252
Omega Ratio Rank
AUSF Calmar Ratio Rank: 6666
Calmar Ratio Rank
AUSF Martin Ratio Rank: 5454
Martin Ratio Rank
EUFN
EUFN Risk / Return Rank: 4242
Overall Rank
EUFN Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUFN Omega Ratio Rank: 3939
Omega Ratio Rank
EUFN Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUFN Martin Ratio Rank: 4444
Martin Ratio Rank
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. EUFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and iShares MSCI Europe Financials ETF (EUFN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

AUSFEUFNDifference
Sharpe ratioReturn per unit of total volatility
1.65
1.31

+0.34

Sortino ratioReturn per unit of downside risk
2.38
1.92

+0.46

Omega ratioGain probability vs. loss probability

1.28

1.23

+0.06

Calmar ratioReturn relative to maximum drawdown

2.86

1.79

+1.08

Martin ratioReturn relative to average drawdown

8.29

6.24

+2.05

AUSF vs. EUFN - Sharpe Ratio Comparison

The current AUSF Sharpe Ratio is 1.65, which is comparable to the EUFN Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of AUSF and EUFN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

AUSF vs. EUFN - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.25%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for AUSF and EUFN.

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Drawdown Indicators

AUSFEUFNDifference

Max Drawdown

Largest peak-to-trough decline

-44.25%

-53.25%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.84%

-14.77%

+8.93%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-15.95%

+3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

-35.15%

+20.92%

Max Drawdown (10Y)

Largest decline over 10 years

—

-53.25%

—

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.21%

-14.53%

+10.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

4.23%

-2.21%

Volatility

AUSF vs. EUFN - Volatility Comparison

The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 2.70%, while iShares MSCI Europe Financials ETF (EUFN) has a volatility of 6.96%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AUSFEUFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

6.96%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

17.05%

-10.33%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

20.17%

-10.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.66%

21.88%

-8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

24.53%

-5.49%

AUSF vs. EUFN - Expense Ratio Comparison

AUSF has a 0.27% expense ratio, which is lower than EUFN's 0.48% expense ratio.

Dividends

AUSF vs. EUFN - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.69%, less than EUFN's 3.41% yield.

PositionTTM20252024202320222021202020192018201720162015
AUSF
Global X Adaptive U.S. Factor ETF		2.69%2.78%2.63%1.83%2.51%2.22%2.95%4.02%1.46%0.00%0.00%0.00%
EUFN
iShares MSCI Europe Financials ETF		3.41%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%

Frequently Asked Questions

AUSF and EUFN have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUFN has higher volatility (6.96%) compared to AUSF (2.70%). In terms of maximum drawdown, AUSF dropped -44.25% vs EUFN's -53.25%.

On 5-year performance, EUFN leads with 18.43% vs 13.35% for AUSF. On fees, AUSF is cheaper at 0.27% per year. On volatility, AUSF has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EUFN has performed better with a 18.43% return vs 13.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AUSF is cheaper with a 0.27% expense ratio, compared with 0.48% for EUFN.

EUFN has the higher dividend yield at 3.41%, compared with 2.69% for AUSF.

AUSF is categorized as Mid Cap Value Equities, while EUFN is Financials Equities. AUSF tracks Adaptive Wealth Strategies U.S. Factor Index, while EUFN tracks MSCI Europe Financials Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.27% for AUSF and 0.48% for EUFN.

AUSF currently has the higher Sharpe Ratio (1.65 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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