AUSF vs. GDE
AUSF (Global X Adaptive U.S. Factor ETF) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - AUSF is a Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index, while GDE is a Gold fund actively managed by WisdomTree. AUSF is passively managed, while GDE is actively managed. Over the past 3 years, AUSF returned 19.94%/yr vs 42.64%/yr for GDE. At a 0.46 correlation, their price movements are largely independent. AUSF charges 0.27%/yr vs 0.20%/yr for GDE.
Performance
AUSF vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, AUSF achieves a 9.27% return, which is significantly higher than GDE's 3.16% return.
AUSF
- 1D
- 0.70%
- 1M
- 2.94%
- YTD
- 9.27%
- 6M
- 8.68%
- 1Y
- 17.75%
- 3Y*
- 19.94%
- 5Y*
- 13.35%
- 10Y*
- —
GDE
- 1D
- 0.67%
- 1M
- -9.22%
- YTD
- 3.16%
- 6M
- 4.00%
- 1Y
- 40.98%
- 3Y*
- 42.64%
- 5Y*
- —
- 10Y*
- —
AUSF vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 9.27% | 13.69% | 16.05% | 22.26% | 3.22% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.16% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between AUSF and GDE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.46 |
The correlation between AUSF and GDE shifts across timeframes, from 0.30 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AUSF vs. GDE — Risk / Return Rank
AUSF
GDE
AUSF vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.
| AUSF | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 1.83 | +1.03 |
| Martin ratioReturn relative to average drawdown | 8.29 | 5.36 | +2.93 |
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Drawdowns
AUSF vs. GDE - Drawdown Comparison
The maximum AUSF drawdown since its inception was -44.25%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for AUSF and GDE.
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Drawdown Indicators
| AUSF | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.25% | -32.01% | -12.24% |
Max Drawdown (1Y)Largest decline over 1 year | -5.84% | -22.66% | +16.82% |
Max Drawdown (3Y)Largest decline over 3 years | -12.29% | -22.66% | +10.37% |
Max Drawdown (5Y)Largest decline over 5 years | -14.23% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -16.53% | +16.53% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -7.93% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 7.73% | -5.71% |
Volatility
AUSF vs. GDE - Volatility Comparison
The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 2.70%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 10.77%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUSF | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 10.77% | -8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 25.97% | -19.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.14% | 29.88% | -19.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.66% | 27.09% | -13.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 27.09% | -8.05% |
AUSF vs. GDE - Expense Ratio Comparison
AUSF has a 0.27% expense ratio, which is higher than GDE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AUSF vs. GDE - Dividend Comparison
AUSF's dividend yield for the trailing twelve months is around 2.69%, less than GDE's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AUSF and GDE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (10.77%) compared to AUSF (2.70%). In terms of maximum drawdown, AUSF dropped -44.25% vs GDE's -32.01%.
On 3-year performance, GDE leads with 42.64% vs 19.94% for AUSF. On fees, GDE is cheaper at 0.20% 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 3-year period, GDE has performed better with a 42.64% return vs 19.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDE is cheaper with a 0.20% expense ratio, compared with 0.27% for AUSF.
GDE has the higher dividend yield at 4.19%, compared with 2.69% for AUSF.
AUSF is categorized as Mid Cap Value Equities, while GDE is Gold. They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.27% for AUSF and 0.20% for GDE.
AUSF currently has the higher Sharpe Ratio (1.65 vs 1.39), 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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