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AUSF vs. GSST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUSF vs. GSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Factor ETF (AUSF) and Goldman Sachs Ultra Short Bond ETF (GSST). 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 GSST's 1.66% return.


AUSF

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

GSST

1D
0.00%
1M
0.31%
YTD
1.66%
6M
1.89%
1Y
4.57%
3Y*
5.52%
5Y*
3.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUSF vs. GSST - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AUSF
Global X Adaptive U.S. Factor ETF
9.27%13.69%16.05%22.26%-0.18%27.48%1.27%10.11%
GSST
Goldman Sachs Ultra Short Bond ETF
1.66%5.20%6.01%6.08%0.13%0.05%1.74%2.64%

Correlation

The correlation between AUSF and GSST is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.06

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

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2019

-0.01

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Return for Risk

AUSF vs. GSST — 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

GSST
GSST Risk / Return Rank: 9999
Overall Rank
GSST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GSST Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSST Omega Ratio Rank: 9999
Omega Ratio Rank
GSST Calmar Ratio Rank: 9999
Calmar Ratio Rank
GSST Martin Ratio Rank: 9999
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. GSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and Goldman Sachs Ultra Short Bond ETF (GSST). 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.


AUSFGSSTDifference
Sharpe ratioReturn per unit of total volatility

-6.29

Sortino ratioReturn per unit of downside risk

-14.13

Omega ratioGain probability vs. loss probability

1.28

3.93

-2.65

Calmar ratioReturn relative to maximum drawdown

2.86

29.85

-26.99

Martin ratioReturn relative to average drawdown

8.29

184.69

-176.41

AUSF vs. GSST - Sharpe Ratio Comparison

The current AUSF Sharpe Ratio is 1.65, which is lower than the GSST Sharpe Ratio of 7.94. The chart below compares the historical Sharpe Ratios of AUSF and GSST, 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. GSST - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.25%, which is greater than GSST's maximum drawdown of -3.51%. Use the drawdown chart below to compare losses from any high point for AUSF and GSST.


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Drawdown Indicators


AUSFGSSTDifference

Max Drawdown

Largest peak-to-trough decline

-44.25%

-3.51%

-40.74%

Max Drawdown (1Y)

Largest decline over 1 year

-5.84%

-0.15%

-5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-0.25%

-12.04%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

-1.19%

-13.04%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.21%

-0.16%

-4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.02%

+2.00%

Volatility

AUSF vs. GSST - Volatility Comparison

Global X Adaptive U.S. Factor ETF (AUSF) has a higher volatility of 2.70% compared to Goldman Sachs Ultra Short Bond ETF (GSST) at 0.13%. This indicates that AUSF's price experiences larger fluctuations and is considered to be riskier than GSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUSFGSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

0.13%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

0.41%

+6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

0.58%

+9.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.66%

0.63%

+13.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

0.86%

+18.18%

AUSF vs. GSST - Expense Ratio Comparison

AUSF has a 0.27% expense ratio, which is higher than GSST's 0.16% 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. GSST - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.69%, less than GSST's 4.31% yield.


PositionTTM20252024202320222021202020192018
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%
GSST
Goldman Sachs Ultra Short Bond ETF
4.31%4.56%5.45%4.98%1.97%0.71%1.12%1.66%0.00%

Frequently Asked Questions


AUSF and GSST have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AUSF has higher volatility (2.70%) compared to GSST (0.13%). In terms of maximum drawdown, AUSF dropped -44.25% vs GSST's -3.51%.

On 5-year performance, AUSF leads with 13.35% vs 3.77% for GSST. On fees, GSST is cheaper at 0.16% per year. On volatility, GSST has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AUSF has performed better with a 13.35% return vs 3.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSST is cheaper with a 0.16% expense ratio, compared with 0.27% for AUSF.

GSST has the higher dividend yield at 4.31%, compared with 2.69% for AUSF.

AUSF is categorized as Mid Cap Value Equities, while GSST is Ultrashort Bond. They also come from different issuers: Global X and Goldman Sachs. Their fees differ too: 0.27% for AUSF and 0.16% for GSST.

GSST currently has the higher Sharpe Ratio (7.94 vs 1.65), 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.

Portfolio Optimizer

Find the right allocation for AUSF and GSST

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