DXUV vs. AUSF

Last updated Apr 1, 2026

Compare and contrast key facts about Dimensional US Vector Equity ETF (DXUV) and Global X Adaptive U.S. Factor ETF (AUSF).

DXUV and AUSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXUV is an actively managed fund by Dimensional. It was launched on Sep 10, 2024. 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

DXUV vs. AUSF - Performance Comparison

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

DXUV vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DXUV Dimensional US Vector Equity ETF	-0.49%	14.34%	5.00%
AUSF Global X Adaptive U.S. Factor ETF	4.93%	13.69%	2.51%

Returns By Period

In the year-to-date period, DXUV achieves a -0.49% return, which is significantly lower than AUSF's 4.93% return.

DXUV

• 1D: 2.61%
• 1M: -4.79%
• YTD: -0.49%
• 6M: 2.12%
• 1Y: 19.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AUSF

• 1D: 1.17%
• 1M: -3.55%
• YTD: 4.93%
• 6M: 5.58%
• 1Y: 14.03%
• 3Y*: 19.98%
• 5Y*: 13.81%
• 10Y*: —

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

DXUV vs. AUSF - Expense Ratio Comparison

DXUV has a 0.25% expense ratio, which is lower than AUSF's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

AUSF

Global X Adaptive U.S. Factor ETF

DXUV

Dimensional US Vector Equity ETF

Return for Risk

DXUV vs. AUSF — Risk / Return Rank

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

DXUV

DXUV Risk / Return Rank: 59
DXUV Sharpe Ratio Rank: 55
DXUV Sortino Ratio Rank: 58
DXUV Omega Ratio Rank: 59
DXUV Calmar Ratio Rank: 58
DXUV Martin Ratio Rank: 66

AUSF

AUSF Risk / Return Rank: 59
AUSF Sharpe Ratio Rank: 58
AUSF Sortino Ratio Rank: 56
AUSF Omega Ratio Rank: 57
AUSF Calmar Ratio Rank: 58
AUSF Martin Ratio Rank: 64

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.

DXUV vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Vector Equity ETF (DXUV) 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.

	DXUV	AUSF	Difference
Sharpe ratio Return per unit of total volatility	1.00	0.98	+0.03
Sortino ratio Return per unit of downside risk	1.54	1.40	+0.14
Omega ratio Gain probability vs. loss probability	1.23	1.20	+0.02
Calmar ratio Return relative to maximum drawdown	1.51	1.40	+0.11
Martin ratio Return relative to average drawdown	6.86	6.04	+0.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXUV vs. AUSF - Sharpe Ratio Comparison

The current DXUV Sharpe Ratio is 1.00, which is comparable to the AUSF Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DXUV 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

	DXUV	AUSF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	0.98	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.64	+0.05

Correlation

The correlation between DXUV and AUSF is 0.79, 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

DXUV vs. AUSF - Dividend Comparison

DXUV's dividend yield for the trailing twelve months is around 1.07%, less than AUSF's 2.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DXUV Dimensional US Vector Equity ETF	1.07%	1.01%	0.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AUSF Global X Adaptive U.S. Factor ETF	2.71%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%

Drawdowns

DXUV vs. AUSF - Drawdown Comparison

The maximum DXUV drawdown since its inception was -21.08%, smaller than the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for DXUV and AUSF.

Drawdown Indicators

	DXUV	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-21.08%	-44.25%	+23.17%
Max Drawdown (1Y) Largest decline over 1 year	-13.38%	-10.84%	-2.54%
Max Drawdown (5Y) Largest decline over 5 years	—	-14.23%	—
Current Drawdown Current decline from peak	-6.14%	-3.90%	-2.24%
Average Drawdown Average peak-to-trough decline	-3.31%	-4.26%	+0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	2.51%	+0.42%

Volatility

DXUV vs. AUSF - Volatility Comparison

Dimensional US Vector Equity ETF (DXUV) has a higher volatility of 5.09% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.22%. This indicates that DXUV'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

	DXUV	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	3.22%	+1.87%
Volatility (6M) Calculated over the trailing 6-month period	9.84%	7.44%	+2.40%
Volatility (1Y) Calculated over the trailing 1-year period	19.41%	14.41%	+5.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	13.69%	+4.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	19.25%	-1.38%