DIVY vs. AUSF

Last updated Apr 2, 2026

Compare and contrast key facts about Tidal ETF Trust - Sound Equity Income ETF (DIVY) and Global X Adaptive U.S. Factor ETF (AUSF).

DIVY and AUSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIVY is an actively managed fund by Sound Income Strategies. It was launched on Dec 30, 2020. 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

DIVY vs. AUSF - Performance Comparison

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

DIVY vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DIVY Tidal ETF Trust - Sound Equity Income ETF	4.97%	7.38%	3.53%
AUSF Global X Adaptive U.S. Factor ETF	5.27%	13.69%	7.73%

Returns By Period

In the year-to-date period, DIVY achieves a 4.97% return, which is significantly lower than AUSF's 5.27% return.

DIVY

• 1D: 0.13%
• 1M: -4.10%
• YTD: 4.97%
• 6M: 6.73%
• 1Y: 11.69%
• 3Y*: —
• 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)

DIVY vs. AUSF - Expense Ratio Comparison

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

DIVY

Tidal ETF Trust - Sound Equity Income ETF

AUSF

Global X Adaptive U.S. Factor ETF

Return for Risk

DIVY vs. AUSF — Risk / Return Rank

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

DIVY

DIVY Risk / Return Rank: 31
DIVY Sharpe Ratio Rank: 32
DIVY Sortino Ratio Rank: 32
DIVY Omega Ratio Rank: 31
DIVY Calmar Ratio Rank: 30
DIVY Martin Ratio Rank: 31

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.

DIVY vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tidal ETF Trust - Sound Equity Income ETF (DIVY) 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.

	DIVY	AUSF	Difference
Sharpe ratio Return per unit of total volatility	0.64	1.00	-0.36
Sortino ratio Return per unit of downside risk	0.99	1.43	-0.44
Omega ratio Gain probability vs. loss probability	1.14	1.21	-0.07
Calmar ratio Return relative to maximum drawdown	0.77	1.33	-0.56
Martin ratio Return relative to average drawdown	2.81	5.71	-2.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIVY vs. AUSF - Sharpe Ratio Comparison

The current DIVY Sharpe Ratio is 0.64, which is lower than the AUSF Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DIVY 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

	DIVY	AUSF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	1.00	-0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.64	-0.07

Correlation

The correlation between DIVY and AUSF is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DIVY vs. AUSF - Dividend Comparison

DIVY's dividend yield for the trailing twelve months is around 3.21%, more than AUSF's 2.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DIVY Tidal ETF Trust - Sound Equity Income ETF	3.21%	3.68%	2.94%	0.00%	0.00%	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

DIVY vs. AUSF - Drawdown Comparison

The maximum DIVY drawdown since its inception was -18.35%, smaller than the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for DIVY and AUSF.

Drawdown Indicators

	DIVY	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-18.35%	-44.25%	+25.90%
Max Drawdown (1Y) Largest decline over 1 year	-14.57%	-10.84%	-3.73%
Max Drawdown (5Y) Largest decline over 5 years	—	-14.23%	—
Current Drawdown Current decline from peak	-5.62%	-3.58%	-2.04%
Average Drawdown Average peak-to-trough decline	-3.31%	-4.26%	+0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.00%	2.52%	+1.48%

Volatility

DIVY vs. AUSF - Volatility Comparison

Tidal ETF Trust - Sound Equity Income ETF (DIVY) has a higher volatility of 4.50% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.17%. This indicates that DIVY'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

	DIVY	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.50%	3.17%	+1.33%
Volatility (6M) Calculated over the trailing 6-month period	9.09%	7.44%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	18.25%	14.38%	+3.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.06%	13.69%	+2.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.06%	19.24%	-3.18%