AUSF vs. GSST
AUSF (Global X Adaptive U.S. Factor ETF) and GSST (Goldman Sachs Ultra Short Bond ETF) are both exchange-traded funds - AUSF is a Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index, while GSST is a Ultrashort Bond fund actively managed by Goldman Sachs. AUSF is passively managed, while GSST is actively managed. Over the past 5 years, AUSF returned 13.35%/yr vs 3.77%/yr for GSST. At a correlation of -0.01, they often move in opposite directions. AUSF charges 0.27%/yr vs 0.16%/yr for GSST.
Performance
AUSF vs. GSST - 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 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*
- —
AUSF vs. GSST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
AUSF
GSST
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.
| AUSF | GSST | Difference | |
|---|---|---|---|
| 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 |
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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
| AUSF | GSST | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -0.16% | -4.05% |
Ulcer IndexDepth 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
| AUSF | GSST | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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