AUSF vs. EYLD

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Adaptive U.S. Factor ETF (AUSF) and Cambria Emerging Shareholder Yield ETF (EYLD).

AUSF and EYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index. It was launched on Aug 24, 2018. EYLD is an actively managed fund by Cambria. It was launched on Jul 14, 2016.

Performance

AUSF vs. EYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Factor ETF (AUSF) and Cambria Emerging Shareholder Yield ETF (EYLD). The values are adjusted to include any dividend payments, if applicable.

AUSF vs. EYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AUSF Global X Adaptive U.S. Factor ETF	4.93%	13.69%	16.05%	22.26%	-0.18%	27.48%	1.27%	24.06%	-10.79%
EYLD Cambria Emerging Shareholder Yield ETF	8.65%	29.39%	4.72%	18.77%	-16.10%	11.44%	10.13%	22.00%	-8.70%

Returns By Period

In the year-to-date period, AUSF achieves a 4.93% return, which is significantly lower than EYLD's 8.65% return.

AUSF

• 1D: 1.17%
• 1M: -3.55%
• YTD: 4.93%
• 6M: 5.58%
• 1Y: 14.03%
• 3Y*: 19.98%
• 5Y*: 13.81%
• 10Y*: —

EYLD

• 1D: 3.16%
• 1M: -7.14%
• YTD: 8.65%
• 6M: 15.08%
• 1Y: 38.64%
• 3Y*: 19.59%
• 5Y*: 7.96%
• 10Y*: —

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

AUSF vs. EYLD - Expense Ratio Comparison

AUSF has a 0.27% expense ratio, which is lower than EYLD's 0.65% expense ratio.

EYLD

Cambria Emerging Shareholder Yield ETF

AUSF

Global X Adaptive U.S. Factor ETF

Return for Risk

AUSF vs. EYLD — Risk / Return Rank

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

AUSF

AUSF Risk / Return Rank: 59
AUSF Sharpe Ratio Rank: 58
AUSF Sortino Ratio Rank: 56
AUSF Omega Ratio Rank: 57
AUSF Calmar Ratio Rank: 58
AUSF Martin Ratio Rank: 64

EYLD

EYLD Risk / Return Rank: 91
EYLD Sharpe Ratio Rank: 92
EYLD Sortino Ratio Rank: 91
EYLD Omega Ratio Rank: 92
EYLD Calmar Ratio Rank: 88
EYLD Martin Ratio Rank: 91

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. EYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and Cambria Emerging Shareholder Yield ETF (EYLD). 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	EYLD	Difference
Sharpe ratio Return per unit of total volatility	0.98	2.09	-1.11
Sortino ratio Return per unit of downside risk	1.40	2.62	-1.22
Omega ratio Gain probability vs. loss probability	1.20	1.41	-0.20
Calmar ratio Return relative to maximum drawdown	1.40	2.71	-1.32
Martin ratio Return relative to average drawdown	6.04	12.03	-5.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AUSF vs. EYLD - Sharpe Ratio Comparison

The current AUSF Sharpe Ratio is 0.98, which is lower than the EYLD Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of AUSF and EYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AUSF	EYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	2.09	-1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	0.44	+0.57
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.50	+0.14

Correlation

The correlation between AUSF and EYLD is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AUSF vs. EYLD - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.71%, less than EYLD's 5.57% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
AUSF Global X Adaptive U.S. Factor ETF	2.71%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%	0.00%	0.00%
EYLD Cambria Emerging Shareholder Yield ETF	5.57%	5.40%	5.16%	5.54%	6.97%	7.27%	3.02%	4.21%	7.87%	2.77%	0.75%

Drawdowns

AUSF vs. EYLD - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.25%, which is greater than EYLD's maximum drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for AUSF and EYLD.

Drawdown Indicators

	AUSF	EYLD	Difference
Max Drawdown Largest peak-to-trough decline	-44.25%	-41.82%	-2.43%
Max Drawdown (1Y) Largest decline over 1 year	-10.84%	-13.65%	+2.81%
Max Drawdown (5Y) Largest decline over 5 years	-14.23%	-30.26%	+16.03%
Current Drawdown Current decline from peak	-3.90%	-7.70%	+3.80%
Average Drawdown Average peak-to-trough decline	-4.26%	-10.43%	+6.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	3.08%	-0.57%

Volatility

AUSF vs. EYLD - Volatility Comparison

The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 3.22%, while Cambria Emerging Shareholder Yield ETF (EYLD) has a volatility of 9.30%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than EYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AUSF	EYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.22%	9.30%	-6.08%
Volatility (6M) Calculated over the trailing 6-month period	7.44%	12.90%	-5.46%
Volatility (1Y) Calculated over the trailing 1-year period	14.41%	18.61%	-4.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.69%	18.10%	-4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.25%	21.62%	-2.37%