PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
AUSF vs. WMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AUSF vs. WMT

Last updated Jun 14, 2026

AUSF (Global X Adaptive U.S. Factor ETF) is Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index, while WMT (Walmart Inc.) is a stock. Over the past 5 years, AUSF returned 13.35%/yr vs 22.42%/yr for WMT. At a 0.36 correlation, their price movements are largely independent.

Performance

AUSF vs. WMT - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with AUSF having a 9.27% return and WMT slightly lower at 9.07%.

AUSF

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

WMT

1D
0.45%
1M
-7.92%
YTD
9.07%
6M
4.13%
1Y
29.24%
3Y*
34.18%
5Y*
22.42%
10Y*
19.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUSF vs. WMT - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
AUSF
Global X Adaptive U.S. Factor ETF		9.27%13.69%16.05%22.26%-0.18%27.48%1.27%24.06%-11.18%
WMT
Walmart Inc.		9.07%24.49%73.99%12.88%-0.46%1.97%23.32%30.16%-0.93%

Correlation

The correlation between AUSF and WMT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.18

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

0.26

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

0.36

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.36

The correlation between AUSF and WMT shifts across timeframes, from 0.18 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X Adaptive U.S. Factor ETF

Walmart Inc.

Often compared with AUSF:
AUSF vs. SPYAUSF vs. GVALAUSF vs. EYLDAUSF vs. VOOAUSF vs. ONEVAUSF vs. SFLRAUSF vs. FELG
Often compared with WMT:
WMT vs. COSTWMT vs. TGTWMT vs. VOOWMT vs. KRWMT vs. XLPWMT vs. SCHDWMT vs. ABBV

Return for Risk

AUSF vs. WMT — 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
WMT
WMT Risk / Return Rank: 7676
Overall Rank
WMT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 7373
Sortino Ratio Rank
WMT Omega Ratio Rank: 7474
Omega Ratio Rank
WMT Calmar Ratio Rank: 7575
Calmar Ratio Rank
WMT Martin Ratio Rank: 8080
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. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and Walmart Inc. (WMT). 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.

AUSFWMTDifference
Sharpe ratioReturn per unit of total volatility
1.65
1.22

+0.43

Sortino ratioReturn per unit of downside risk
2.38
1.79

+0.59

Omega ratioGain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratioReturn relative to maximum drawdown

2.86

1.83

+1.03

Martin ratioReturn relative to average drawdown

8.29

5.82

+2.46

AUSF vs. WMT - Sharpe Ratio Comparison

The current AUSF Sharpe Ratio is 1.65, which is higher than the WMT Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of AUSF and WMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

AUSF vs. WMT - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.25%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for AUSF and WMT.

Loading charts...

Drawdown Indicators

AUSFWMTDifference

Max Drawdown

Largest peak-to-trough decline

-44.25%

-77.14%

+32.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.84%

-15.75%

+9.91%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-21.93%

+9.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

-25.74%

+11.51%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.74%

—

Current Drawdown

Current decline from peak

0.00%

-9.81%

+9.81%

Average Drawdown

Average peak-to-trough decline

-4.21%

-14.63%

+10.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

4.94%

-2.92%

Volatility

AUSF vs. WMT - Volatility Comparison

The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 2.70%, while Walmart Inc. (WMT) has a volatility of 9.86%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

AUSFWMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

9.86%

-7.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

18.49%

-11.77%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

23.67%

-13.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.66%

21.68%

-8.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

21.73%

-2.69%

Dividends

AUSF vs. WMT - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.69%, more than WMT's 0.80% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
WMT
Walmart Inc.		0.80%0.84%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%

Frequently Asked Questions

AUSF and WMT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WMT has higher volatility (9.86%) compared to AUSF (2.70%). In terms of maximum drawdown, AUSF dropped -44.25% vs WMT's -77.14%.

AUSF currently has the higher Sharpe Ratio (1.65 vs 1.22), 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 WMT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer