BRNY vs. AUSF

Last updated Apr 2, 2026

Compare and contrast key facts about Burney U.S. Factor Rotation ETF (BRNY) and Global X Adaptive U.S. Factor ETF (AUSF).

BRNY and AUSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRNY is an actively managed fund by Alpha Architect. It was launched on Oct 13, 2022. AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index. It was launched on Aug 24, 2018.

Performance

BRNY vs. AUSF - Performance Comparison

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

BRNY vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BRNY Burney U.S. Factor Rotation ETF	-2.29%	22.02%	28.84%	22.36%	8.91%
AUSF Global X Adaptive U.S. Factor ETF	5.27%	13.69%	16.05%	22.26%	7.74%

Returns By Period

In the year-to-date period, BRNY achieves a -2.29% return, which is significantly lower than AUSF's 5.27% return.

BRNY

• 1D: 1.00%
• 1M: -1.71%
• YTD: -2.29%
• 6M: 1.74%
• 1Y: 23.67%
• 3Y*: 22.81%
• 5Y*: —
• 10Y*: —

AUSF

• 1D: 0.33%
• 1M: -3.58%
• YTD: 5.27%
• 6M: 6.48%
• 1Y: 14.35%
• 3Y*: 20.11%
• 5Y*: 13.89%
• 10Y*: —

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

BRNY vs. AUSF - Expense Ratio Comparison

BRNY has a 0.79% expense ratio, which is higher than AUSF's 0.27% expense ratio.

BRNY

Burney U.S. Factor Rotation ETF

AUSF

Global X Adaptive U.S. Factor ETF

Return for Risk

BRNY vs. AUSF — Risk / Return Rank

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

BRNY

BRNY Risk / Return Rank: 70
BRNY Sharpe Ratio Rank: 68
BRNY Sortino Ratio Rank: 69
BRNY Omega Ratio Rank: 69
BRNY Calmar Ratio Rank: 73
BRNY Martin Ratio Rank: 73

AUSF

AUSF Risk / Return Rank: 53
AUSF Sharpe Ratio Rank: 54
AUSF Sortino Ratio Rank: 52
AUSF Omega Ratio Rank: 53
AUSF Calmar Ratio Rank: 48
AUSF Martin Ratio Rank: 56

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.

BRNY vs. AUSF - Risk-Adjusted Trends Comparison

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

	BRNY	AUSF	Difference
Sharpe ratio Return per unit of total volatility	1.25	1.00	+0.25
Sortino ratio Return per unit of downside risk	1.81	1.43	+0.38
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.06
Calmar ratio Return relative to maximum drawdown	2.03	1.33	+0.70
Martin ratio Return relative to average drawdown	8.13	5.71	+2.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRNY vs. AUSF - Sharpe Ratio Comparison

The current BRNY Sharpe Ratio is 1.25, which is comparable to the AUSF Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BRNY and AUSF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BRNY	AUSF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	1.00	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.36	0.64	+0.71

Correlation

The correlation between BRNY and AUSF is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BRNY vs. AUSF - Dividend Comparison

BRNY's dividend yield for the trailing twelve months is around 0.38%, less than AUSF's 2.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BRNY Burney U.S. Factor Rotation ETF	0.38%	0.30%	0.23%	0.68%	0.22%	0.00%	0.00%	0.00%	0.00%
AUSF Global X Adaptive U.S. Factor ETF	2.70%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%

Drawdowns

BRNY vs. AUSF - Drawdown Comparison

The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for BRNY and AUSF.

Drawdown Indicators

	BRNY	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-19.14%	-44.25%	+25.11%
Max Drawdown (1Y) Largest decline over 1 year	-11.74%	-10.84%	-0.90%
Max Drawdown (5Y) Largest decline over 5 years	—	-14.23%	—
Current Drawdown Current decline from peak	-5.18%	-3.58%	-1.60%
Average Drawdown Average peak-to-trough decline	-2.88%	-4.26%	+1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	2.52%	+0.41%

Volatility

BRNY vs. AUSF - Volatility Comparison

Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 5.55% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.17%. This indicates that BRNY's price experiences larger fluctuations and is considered to be riskier than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRNY	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.55%	3.17%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	10.91%	7.44%	+3.47%
Volatility (1Y) Calculated over the trailing 1-year period	18.99%	14.38%	+4.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.06%	13.69%	+3.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.06%	19.24%	-2.18%