AUSF vs. EYLD
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 (USD). It was launched on Aug 24, 2018. EYLD is an actively managed fund by Cambria. It was launched on Jul 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUSF or EYLD.
Performance
AUSF vs. EYLD - Performance Comparison
Returns By Period
In the year-to-date period, AUSF achieves a 19.48% return, which is significantly higher than EYLD's 6.64% return.
AUSF
19.48%
-0.23%
9.07%
30.41%
14.03%
N/A
EYLD
6.64%
-5.19%
-7.73%
12.66%
6.47%
N/A
Key characteristics
| AUSF | EYLD | |
|---|---|---|
| Sharpe Ratio | 2.54 | 0.86 |
| Sortino Ratio | 3.70 | 1.25 |
| Omega Ratio | 1.46 | 1.16 |
| Calmar Ratio | 5.70 | 1.13 |
| Martin Ratio | 15.82 | 3.97 |
| Ulcer Index | 1.93% | 3.24% |
| Daily Std Dev | 12.03% | 15.07% |
| Max Drawdown | -44.24% | -41.82% |
| Current Drawdown | -2.08% | -8.78% |
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AUSF vs. EYLD - Expense Ratio Comparison
AUSF has a 0.27% expense ratio, which is lower than EYLD's 0.65% expense ratio.
Correlation
The correlation between AUSF and EYLD is 0.48, 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.
Risk-Adjusted Performance
AUSF vs. EYLD - Risk-Adjusted Performance 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.
Dividends
AUSF vs. EYLD - Dividend Comparison
AUSF's dividend yield for the trailing twelve months is around 2.22%, less than EYLD's 3.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 2.22% | 1.83% | 1.99% | 2.22% | 2.95% | 4.03% | 1.47% | 0.00% | 0.00% |
EYLD Cambria Emerging Shareholder Yield ETF | 3.99% | 5.54% | 6.97% | 7.27% | 3.01% | 4.21% | 7.86% | 2.77% | 0.75% |
Drawdowns
AUSF vs. EYLD - Drawdown Comparison
The maximum AUSF drawdown since its inception was -44.24%, 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. For additional features, visit the drawdowns tool.
Volatility
AUSF vs. EYLD - Volatility Comparison
Global X Adaptive U.S. Factor ETF (AUSF) and Cambria Emerging Shareholder Yield ETF (EYLD) have volatilities of 4.36% and 4.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.