DIV vs. AUSF

Last updated Jun 24, 2026

DIV (Global X SuperDividend U.S. ETF) and AUSF (Global X Adaptive U.S. Factor ETF) are both Mid Cap Value Equities funds from Global X - DIV tracks the Indxx SuperDividend® U.S. Low Volatility Index while AUSF tracks the Adaptive Wealth Strategies U.S. Factor Index. Both are passively managed. Over the past 5 years, DIV returned 5.62%/yr vs 13.36%/yr for AUSF. Their correlation of 0.81 suggests significant overlap in exposure. DIV charges 0.45%/yr vs 0.27%/yr for AUSF.

Performance

DIV vs. AUSF - Performance Comparison

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

Returns By Period

In the year-to-date period, DIV achieves a 13.39% return, which is significantly higher than AUSF's 6.60% return.

DIV

• 1D: 1.81%
• 1M: -1.67%
• YTD: 13.39%
• 6M: 13.87%
• 1Y: 15.53%
• 3Y*: 12.84%
• 5Y*: 5.62%
• 10Y*: 4.14%

AUSF

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

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

DIV vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DIV Global X SuperDividend U.S. ETF	13.39%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-8.94%
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%

Correlation

The correlation between DIV and AUSF is 0.73, 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018	0.81

The correlation between DIV and AUSF has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

DIV vs. AUSF - Sectors Allocation Comparison

Sectors	DIV	AUSF
Energy	23.2%	3.2%
Real Estate	20.1%	4.6%
Industrials	11.9%	14.4%
Utilities	11.7%	4.4%
Consumer Defensive	10.8%	7.8%
Communication Services	6.5%	8.6%
Basic Materials	4.3%	2.6%
Financial Services	3.8%	18.4%
Consumer Cyclical	3.7%	9.3%
Healthcare	3.4%	11.4%
Technology	-	15.3%

Return for Risk

DIV vs. AUSF — Risk / Return Rank

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

DIV

DIV Risk / Return Rank: 48
DIV Sharpe Ratio Rank: 43
DIV Sortino Ratio Rank: 43
DIV Omega Ratio Rank: 39
DIV Calmar Ratio Rank: 63
DIV Martin Ratio Rank: 49

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

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.

DIV vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) 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.

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.

	DIV	AUSF	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.38	+0.09
Sortino ratio: Return per unit of downside risk	2.11	1.99	+0.12
Omega ratio: Gain probability vs. loss probability	1.25	1.24	+0.01
Calmar ratio: Return relative to maximum drawdown	2.98	2.41	+0.57
Martin ratio: Return relative to average drawdown	8.09	6.87	+1.22

DIV vs. AUSF - Sharpe Ratio Comparison

The current DIV Sharpe Ratio is 1.47, which is comparable to the AUSF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of DIV and AUSF, 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

DIV vs. AUSF - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, which is greater than AUSF's maximum drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for DIV and AUSF.

Drawdown Indicators

	DIV	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-52.74%	-44.25%	-8.49%
Max Drawdown (1Y) Largest decline over 1 year	-5.23%	-5.84%	+0.61%
Max Drawdown (3Y) Largest decline over 3 years	-12.33%	-12.29%	-0.04%
Max Drawdown (5Y) Largest decline over 5 years	-21.14%	-14.23%	-6.91%
Max Drawdown (10Y) Largest decline over 10 years	-52.74%	—	—
Current Drawdown Current decline from peak	-1.67%	-2.45%	+0.78%
Average Drawdown Average peak-to-trough decline	-7.01%	-4.20%	-2.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	2.05%	-0.13%

Volatility

DIV vs. AUSF - Volatility Comparison

Global X SuperDividend U.S. ETF (DIV) has a higher volatility of 3.68% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.02%. This indicates that DIV'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

	DIV	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	3.02%	+0.66%
Volatility (6M) Calculated over the trailing 6-month period	7.54%	6.95%	+0.59%
Volatility (1Y) Calculated over the trailing 1-year period	10.64%	10.27%	+0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.69%	13.63%	+0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	19.03%	-1.03%

DIV vs. AUSF - Expense Ratio Comparison

DIV has a 0.45% expense ratio, which is higher than AUSF's 0.27% expense ratio.

Dividends

DIV vs. AUSF - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 6.77%, more than AUSF's 2.76% 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%
DIV Global X SuperDividend U.S. ETF	6.77%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%

Frequently Asked Questions

Can I hold both DIV and AUSF in my portfolio?

DIV and AUSF have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIV or AUSF?

DIV has higher volatility (3.68%) compared to AUSF (3.02%). In terms of maximum drawdown, DIV dropped -52.74% vs AUSF's -44.25%.

Which ETF is better, DIV or AUSF?

On 5-year performance, AUSF leads with 13.36% vs 5.62% for DIV. On fees, AUSF is cheaper at 0.27% 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, DIV or AUSF?

Over the 5-year period, AUSF has performed better with a 13.36% return vs 5.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIV or AUSF?

AUSF is cheaper with a 0.27% expense ratio, compared with 0.45% for DIV.

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

DIV has the higher dividend yield at 6.77%, compared with 2.76% for AUSF.

What is the main difference between DIV and AUSF?

DIV tracks Indxx SuperDividend® U.S. Low Volatility Index, while AUSF tracks Adaptive Wealth Strategies U.S. Factor Index. Their fees differ too: 0.45% for DIV and 0.27% for AUSF.

Which has better risk-adjusted returns?

DIV currently has the higher Sharpe Ratio (1.47 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.