AUSF vs. WTV

Last updated Jun 24, 2026

AUSF (Global X Adaptive U.S. Factor ETF) and WTV (WisdomTree U.S. Value Fund) are both Mid Cap Value Equities funds. AUSF is passively managed, while WTV is actively managed. Over the past 5 years, AUSF returned 13.36%/yr vs 13.43%/yr for WTV. Their correlation of 0.88 suggests significant overlap in exposure. AUSF charges 0.27%/yr vs 0.12%/yr for WTV.

Performance

AUSF vs. WTV - Performance Comparison

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

Returns By Period

In the year-to-date period, AUSF achieves a 6.60% return, which is significantly lower than WTV's 10.06% return.

AUSF

• 1D: 0.81%
• 1M: -1.45%
• YTD: 6.60%
• 6M: 5.99%
• 1Y: 14.03%
• 3Y*: 19.79%
• 5Y*: 13.36%
• 10Y*: —

WTV

• 1D: 0.33%
• 1M: 0.27%
• YTD: 10.06%
• 6M: 9.41%
• 1Y: 22.34%
• 3Y*: 21.29%
• 5Y*: 13.43%
• 10Y*: —

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

AUSF vs. WTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AUSF Global X Adaptive U.S. Factor ETF	6.60%	13.69%	16.05%	22.26%	-0.18%	27.48%	1.27%	24.06%	-11.18%
WTV WisdomTree U.S. Value Fund	10.06%	13.51%	23.99%	22.35%	-8.06%	30.59%	6.15%	29.69%	-14.47%

Correlation

The correlation between AUSF and WTV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018	0.88

The correlation between AUSF and WTV has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

AUSF vs. WTV - Sectors Allocation Comparison

Sectors	AUSF	WTV
Financial Services	18.4%	18.5%
Technology	15.3%	18.3%
Industrials	14.4%	10.3%
Healthcare	11.4%	7.5%
Consumer Cyclical	9.3%	10.6%
Communication Services	8.6%	6.5%
Consumer Defensive	7.8%	9.9%
Real Estate	4.6%	5.4%
Utilities	4.4%	4.5%
Energy	3.2%	6.4%
Basic Materials	2.6%	2.2%

Return for Risk

AUSF vs. WTV — Risk / Return Rank

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

AUSF

AUSF Risk / Return Rank: 43
AUSF Sharpe Ratio Rank: 41
AUSF Sortino Ratio Rank: 40
AUSF Omega Ratio Rank: 37
AUSF Calmar Ratio Rank: 51
AUSF Martin Ratio Rank: 44

WTV

WTV Risk / Return Rank: 61
WTV Sharpe Ratio Rank: 59
WTV Sortino Ratio Rank: 62
WTV Omega Ratio Rank: 57
WTV Calmar Ratio Rank: 66
WTV Martin Ratio Rank: 59

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. WTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and WisdomTree U.S. Value Fund (WTV). 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	WTV	Difference
Sharpe ratio: Return per unit of total volatility	1.38	1.89	-0.51
Sortino ratio: Return per unit of downside risk	1.99	2.75	-0.76
Omega ratio: Gain probability vs. loss probability	1.24	1.34	-0.10
Calmar ratio: Return relative to maximum drawdown	2.41	3.14	-0.73
Martin ratio: Return relative to average drawdown	6.87	10.16	-3.30

AUSF vs. WTV - Sharpe Ratio Comparison

The current AUSF Sharpe Ratio is 1.38, which is comparable to the WTV Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of AUSF and WTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AUSF vs. WTV - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.25%, roughly equal to the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for AUSF and WTV.

Drawdown Indicators

	AUSF	WTV	Difference
Max Drawdown Largest peak-to-trough decline	-44.25%	-42.18%	-2.07%
Max Drawdown (1Y) Largest decline over 1 year	-5.84%	-7.15%	+1.31%
Max Drawdown (3Y) Largest decline over 3 years	-12.29%	-18.49%	+6.20%
Max Drawdown (5Y) Largest decline over 5 years	-14.23%	-19.30%	+5.07%
Current Drawdown Current decline from peak	-2.45%	-1.54%	-0.91%
Average Drawdown Average peak-to-trough decline	-4.20%	-5.03%	+0.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.20%	-0.15%

Volatility

AUSF vs. WTV - Volatility Comparison

The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 3.02%, while WisdomTree U.S. Value Fund (WTV) has a volatility of 3.65%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AUSF	WTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	3.65%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	6.95%	8.20%	-1.25%
Volatility (1Y) Calculated over the trailing 1-year period	10.27%	11.90%	-1.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.63%	17.08%	-3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.03%	20.16%	-1.13%

AUSF vs. WTV - Expense Ratio Comparison

AUSF has a 0.27% expense ratio, which is higher than WTV's 0.12% 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. WTV - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.76%, more than WTV's 1.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
WTV WisdomTree U.S. Value Fund	1.66%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%

Frequently Asked Questions

Can I hold both AUSF and WTV in my portfolio?

AUSF and WTV have a correlation of 0.82, 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 WTV?

WTV has higher volatility (3.65%) compared to AUSF (3.02%). In terms of maximum drawdown, AUSF dropped -44.25% vs WTV's -42.18%.

Which ETF is better, AUSF or WTV?

On 5-year performance, WTV leads with 13.43% vs 13.36% for AUSF. On fees, WTV is cheaper at 0.12% per year. On volatility, AUSF has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AUSF or WTV?

Over the 5-year period, WTV has performed better with a 13.43% return vs 13.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AUSF or WTV?

WTV is cheaper with a 0.12% expense ratio, compared with 0.27% for AUSF.

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

AUSF has the higher dividend yield at 2.76%, compared with 1.66% for WTV.

What is the main difference between AUSF and WTV?

They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.27% for AUSF and 0.12% for WTV.

Which has better risk-adjusted returns?

WTV currently has the higher Sharpe Ratio (1.89 vs 1.38), 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.