AUSF vs. LIN
AUSF (Global X Adaptive U.S. Factor ETF) is Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index, while LIN (Linde plc) is a stock. Over the past 5 years, AUSF returned 13.35%/yr vs 13.98%/yr for LIN. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
AUSF vs. LIN - Performance Comparison
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Returns By Period
In the year-to-date period, AUSF achieves a 9.27% return, which is significantly lower than LIN's 23.59% return.
AUSF
- 1D
- 0.70%
- 1M
- 2.94%
- YTD
- 9.27%
- 6M
- 8.68%
- 1Y
- 17.75%
- 3Y*
- 19.94%
- 5Y*
- 13.35%
- 10Y*
- —
LIN
- 1D
- 1.58%
- 1M
- 3.78%
- YTD
- 23.59%
- 6M
- 26.61%
- 1Y
- 13.87%
- 3Y*
- 13.38%
- 5Y*
- 13.98%
- 10Y*
- —
AUSF vs. LIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 9.27% | 13.69% | 16.05% | 22.26% | -0.18% | 27.48% | 1.27% | 24.06% | -10.76% |
LIN Linde plc | 23.59% | 3.22% | 3.18% | 27.66% | -4.39% | 33.39% | 25.88% | 39.04% | -5.26% |
Correlation
The correlation between AUSF and LIN is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018 | 0.59 |
The correlation between AUSF and LIN shifts across timeframes, from 0.46 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AUSF vs. LIN — Risk / Return Rank
AUSF
LIN
AUSF vs. LIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and Linde plc (LIN). 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 | LIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 0.67 | +2.19 |
| Martin ratioReturn relative to average drawdown | 8.29 | 1.89 | +6.40 |
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Drawdowns
AUSF vs. LIN - Drawdown Comparison
The maximum AUSF drawdown since its inception was -44.25%, which is greater than LIN's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for AUSF and LIN.
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Drawdown Indicators
| AUSF | LIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.25% | -32.59% | -11.66% |
Max Drawdown (1Y)Largest decline over 1 year | -5.84% | -19.18% | +13.34% |
Max Drawdown (3Y)Largest decline over 3 years | -12.29% | -19.18% | +6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -14.23% | -22.82% | +8.59% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -5.41% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 6.79% | -4.77% |
Volatility
AUSF vs. LIN - Volatility Comparison
The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 2.70%, while Linde plc (LIN) has a volatility of 5.57%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than LIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUSF | LIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 5.57% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 13.53% | -6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.14% | 17.24% | -7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.66% | 20.79% | -7.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 24.08% | -5.04% |
Dividends
AUSF vs. LIN - Dividend Comparison
AUSF's dividend yield for the trailing twelve months is around 2.69%, more than LIN's 1.18% 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% |
LIN Linde plc | 1.18% | 1.41% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 0.53% |
Frequently Asked Questions
AUSF and LIN have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIN has higher volatility (5.57%) compared to AUSF (2.70%). In terms of maximum drawdown, AUSF dropped -44.25% vs LIN's -32.59%.
AUSF currently has the higher Sharpe Ratio (1.65 vs 0.74), 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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