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AUSF vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUSF vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Factor ETF (AUSF) and United States Gasoline Fund LP (UGA). 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 6.72% return, which is significantly lower than UGA's 75.49% return.


AUSF

1D
-0.43%
1M
0.23%
YTD
6.72%
6M
7.67%
1Y
15.11%
3Y*
20.14%
5Y*
12.71%
10Y*

UGA

1D
-0.19%
1M
-12.35%
YTD
75.49%
6M
64.35%
1Y
80.94%
3Y*
22.21%
5Y*
25.10%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUSF vs. UGA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AUSF
Global X Adaptive U.S. Factor ETF
6.72%13.69%16.05%22.26%-0.18%27.48%1.27%24.06%-10.79%
UGA
United States Gasoline Fund LP
75.49%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-32.52%

Correlation

The correlation between AUSF and UGA is -0.09, 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

-0.09

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

0.02

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

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2018

0.22

The correlation between AUSF and UGA shifts across timeframes, from -0.09 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AUSF vs. UGA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AUSF
AUSF Risk / Return Rank: 4444
Overall Rank
AUSF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AUSF Sortino Ratio Rank: 4343
Sortino Ratio Rank
AUSF Omega Ratio Rank: 3939
Omega Ratio Rank
AUSF Calmar Ratio Rank: 5252
Calmar Ratio Rank
AUSF Martin Ratio Rank: 4545
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6969
Overall Rank
UGA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
UGA Omega Ratio Rank: 6060
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7171
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and United States Gasoline Fund LP (UGA). 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.


AUSFUGADifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.60

5.47

-2.87

Martin ratioReturn relative to average drawdown

7.54

13.25

-5.70

AUSF vs. UGA - Sharpe Ratio Comparison

The current AUSF Sharpe Ratio is 1.50, which is lower than the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of AUSF and UGA, 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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Sharpe Ratios by Period


AUSFUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.32

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.73

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.12

+0.53

Drawdowns

AUSF vs. UGA - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.25%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for AUSF and UGA.


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Drawdown Indicators


AUSFUGADifference

Max Drawdown

Largest peak-to-trough decline

-44.25%

-86.59%

+42.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.84%

-14.88%

+9.04%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-26.68%

+14.39%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

-38.11%

+23.88%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-2.26%

-12.35%

+10.09%

Average Drawdown

Average peak-to-trough decline

-4.22%

-36.76%

+32.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

6.13%

-4.12%

Volatility

AUSF vs. UGA - Volatility Comparison

The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 2.41%, while United States Gasoline Fund LP (UGA) has a volatility of 11.66%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUSFUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

11.66%

-9.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

30.41%

-23.76%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

35.14%

-25.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

34.38%

-20.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.07%

37.27%

-18.20%

AUSF vs. UGA - Expense Ratio Comparison

AUSF has a 0.27% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

AUSF vs. UGA - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.76%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AUSF
Global X Adaptive U.S. Factor ETF
2.76%2.78%2.63%1.83%2.51%2.22%2.95%4.02%1.46%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AUSF and UGA have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (11.66%) compared to AUSF (2.41%). In terms of maximum drawdown, AUSF dropped -44.25% vs UGA's -86.59%.

On 5-year performance, UGA leads with 25.10% vs 12.71% for AUSF. On fees, AUSF is cheaper at 0.27% per year. On volatility, AUSF has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 25.10% return vs 12.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AUSF is cheaper with a 0.27% expense ratio, compared with 0.75% for UGA.

AUSF has the higher dividend yield at 2.76%, compared with 0.00% for UGA.

AUSF is categorized as Mid Cap Value Equities, while UGA is Oil & Gas. AUSF tracks Adaptive Wealth Strategies U.S. Factor Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Global X and Concierge Technologies. Their fees differ too: 0.27% for AUSF and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.32 vs 1.50), 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

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