AUSF vs. VEGI

Last updated Jun 4, 2026

AUSF (Global X Adaptive U.S. Factor ETF) and VEGI (iShares MSCI Agriculture Producers ETF) are both Mid Cap Value Equities funds - AUSF tracks the Adaptive Wealth Strategies U.S. Factor Index while VEGI tracks the MSCI ACWI Select Agriculture Producers Investable Market Index. Both are passively managed. Over the past 5 years, AUSF returned 12.71%/yr vs 3.61%/yr for VEGI. A 0.72 correlation means they provide meaningful diversification when combined. AUSF charges 0.27%/yr vs 0.39%/yr for VEGI.

Performance

AUSF vs. VEGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Factor ETF (AUSF) and iShares MSCI Agriculture Producers ETF (VEGI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AUSF achieves a 6.72% return, which is significantly lower than VEGI's 16.98% return.

AUSF

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

VEGI

• 1D: 0.58%
• 1M: -1.31%
• YTD: 16.98%
• 6M: 16.00%
• 1Y: 14.94%
• 3Y*: 8.09%
• 5Y*: 3.61%
• 10Y*: 8.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AUSF vs. VEGI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
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%
VEGI iShares MSCI Agriculture Producers ETF	16.98%	11.34%	-4.85%	-8.59%	6.34%	21.56%	20.06%	13.52%	-10.10%

Correlation

The correlation between AUSF and VEGI is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (All Time) Calculated using the full available price history since Aug 29, 2018	0.72

The correlation between AUSF and VEGI shifts across timeframes, from 0.54 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

AUSF vs. VEGI - Sectors Allocation Comparison

Sectors	AUSF	VEGI
Financial Services	18.7%	-
Technology	13.5%	-
Healthcare	12.0%	-
Industrials	11.7%	34.2%
Communication Services	10.6%	-
Consumer Defensive	8.5%	33.3%
Consumer Cyclical	7.8%	-
Energy	5.2%	-
Real Estate	4.1%	-
Utilities	4.0%	-
Basic Materials	4.0%	31.7%

Return for Risk

AUSF vs. VEGI — Risk / Return Rank

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

AUSF

AUSF Risk / Return Rank: 44
AUSF Sharpe Ratio Rank: 42
AUSF Sortino Ratio Rank: 43
AUSF Omega Ratio Rank: 39
AUSF Calmar Ratio Rank: 52
AUSF Martin Ratio Rank: 45

VEGI

VEGI Risk / Return Rank: 30
VEGI Sharpe Ratio Rank: 28
VEGI Sortino Ratio Rank: 29
VEGI Omega Ratio Rank: 27
VEGI Calmar Ratio Rank: 40
VEGI Martin Ratio Rank: 27

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. VEGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and iShares MSCI Agriculture Producers ETF (VEGI). 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.

	AUSF	VEGI	Difference
Sharpe ratio: Return per unit of total volatility	1.50	1.02	+0.48
Sortino ratio: Return per unit of downside risk	2.18	1.57	+0.61
Omega ratio: Gain probability vs. loss probability	1.26	1.18	+0.08
Calmar ratio: Return relative to maximum drawdown	2.60	2.00	+0.59
Martin ratio: Return relative to average drawdown	7.54	3.86	+3.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AUSF vs. VEGI - Sharpe Ratio Comparison

The current AUSF Sharpe Ratio is 1.50, which is higher than the VEGI Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of AUSF and VEGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AUSF	VEGI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	1.02	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.20	+0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.34	+0.31

Drawdowns

AUSF vs. VEGI - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.25%, which is greater than VEGI's maximum drawdown of -37.37%. Use the drawdown chart below to compare losses from any high point for AUSF and VEGI.

Drawdown Indicators

	AUSF	VEGI	Difference
Max Drawdown Largest peak-to-trough decline	-44.25%	-37.37%	-6.88%
Max Drawdown (1Y) Largest decline over 1 year	-5.84%	-7.49%	+1.65%
Max Drawdown (3Y) Largest decline over 3 years	-12.29%	-17.71%	+5.42%
Max Drawdown (5Y) Largest decline over 5 years	-14.23%	-28.86%	+14.63%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.37%	—
Current Drawdown Current decline from peak	-2.26%	-4.33%	+2.07%
Average Drawdown Average peak-to-trough decline	-4.22%	-9.82%	+5.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	3.88%	-1.87%

Volatility

AUSF vs. VEGI - Volatility Comparison

The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 2.41%, while iShares MSCI Agriculture Producers ETF (VEGI) has a volatility of 4.52%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than VEGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AUSF	VEGI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.41%	4.52%	-2.11%
Volatility (6M) Calculated over the trailing 6-month period	6.65%	11.80%	-5.15%
Volatility (1Y) Calculated over the trailing 1-year period	10.14%	14.75%	-4.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.65%	17.88%	-4.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.07%	18.94%	+0.13%

AUSF vs. VEGI - Expense Ratio Comparison

AUSF has a 0.27% expense ratio, which is lower than VEGI's 0.39% expense ratio.

Dividends

AUSF vs. VEGI - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.76%, more than VEGI's 1.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
VEGI iShares MSCI Agriculture Producers ETF	1.99%	2.33%	2.62%	2.54%	1.49%	1.46%	1.55%	1.84%	2.02%	1.75%	2.13%	2.49%

Frequently Asked Questions

Can I hold both AUSF and VEGI in my portfolio?

AUSF and VEGI have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AUSF or VEGI?

VEGI has higher volatility (4.52%) compared to AUSF (2.41%). In terms of maximum drawdown, AUSF dropped -44.25% vs VEGI's -37.37%.

Which ETF is better, AUSF or VEGI?

On 5-year performance, AUSF leads with 12.71% vs 3.61% for VEGI. 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.

Which ETF has performed better, AUSF or VEGI?

Over the 5-year period, AUSF has performed better with a 12.71% return vs 3.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AUSF or VEGI?

AUSF is cheaper with a 0.27% expense ratio, compared with 0.39% for VEGI.

Which ETF pays a higher dividend yield, AUSF or VEGI?

AUSF has the higher dividend yield at 2.76%, compared with 1.99% for VEGI.

What is the main difference between AUSF and VEGI?

AUSF tracks Adaptive Wealth Strategies U.S. Factor Index, while VEGI tracks MSCI ACWI Select Agriculture Producers Investable Market Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.27% for AUSF and 0.39% for VEGI.

Which has better risk-adjusted returns?

AUSF currently has the higher Sharpe Ratio (1.50 vs 1.02), 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.