EQRR vs. AUSF

Last updated Aug 2, 2026

EQRR (ProShares Equities for Rising Rates ETF) and AUSF (Global X Adaptive U.S. Factor ETF) are both Mid Cap Value Equities funds - EQRR tracks the Nasdaq US Large Cap Equity Rising Rates Index while AUSF tracks the Adaptive Wealth Strategies U.S. Factor Index. Both are passively managed. Over the past 5 years, EQRR returned 13.84%/yr vs 14.47%/yr for AUSF. Their 0.66 correlation means they have sometimes moved together and sometimes differently. EQRR charges 0.35%/yr vs 0.27%/yr for AUSF.

Performance

EQRR vs. AUSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Equities for Rising Rates ETF (EQRR) 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, EQRR achieves a 29.00% return, which is significantly higher than AUSF's 12.60% return.

EQRR

• 1D: 1.75%
• 1M: 4.41%
• 6M: 23.60%
• YTD: 29.00%
• 1Y: 40.33%
• 3Y*: 17.69%
• 5Y*: 13.84%
• 10Y*: —
• ALL TIME*: 10.68%

AUSF

• 1D: -0.21%
• 1M: 3.29%
• 6M: 7.58%
• YTD: 12.60%
• 1Y: 20.12%
• 3Y*: 19.13%
• 5Y*: 14.47%
• 10Y*: —
• ALL TIME*: 12.70%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AUSF Global X Adaptive U.S. Factor ETF	$2.36M	$2.26M	$3.95M
EQRR ProShares Equities for Rising Rates ETF	$235.70K	$533.46K	$2.90M

EQRR vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EQRR ProShares Equities for Rising Rates ETF	29.00%	15.49%	7.69%	9.19%	2.20%	36.11%	-10.14%	19.57%	-25.86%
AUSF Global X Adaptive U.S. Factor ETF	12.60%	13.69%	16.05%	22.26%	-0.18%	27.48%	1.27%	24.06%	-11.18%

Correlation

The correlation between EQRR and AUSF is 0.43, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.43
Correlation (3Y) Balances recent behavior with more history.	0.66
Correlation (5Y) Shows whether the relationship held over a longer period.	0.69
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018	0.66

Over the past year, the correlation between EQRR and AUSF has dropped to 0.43 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

EQRR vs. AUSF - Sectors Allocation Comparison

Sectors	EQRR	AUSF
Technology	40.2%	15.7%
Energy	21.6%	3.3%
Financial Services	18.8%	20.1%
Communication Services	9.7%	6.6%
Industrials	5.5%	13.4%
Consumer Cyclical	4.3%	8.8%
Basic Materials	-	2.5%
Consumer Defensive	-	7.9%
Healthcare	-	12.3%
Real Estate	-	4.3%
Utilities	-	4.5%

Return for Risk

EQRR vs. AUSF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EQRR

EQRR Risk / Return Rank: 94
EQRR Sharpe Ratio Rank: 94
EQRR Sortino Ratio Rank: 91
EQRR Omega Ratio Rank: 92
EQRR Calmar Ratio Rank: 97
EQRR Martin Ratio Rank: 96

AUSF

AUSF Risk / Return Rank: 80
AUSF Sharpe Ratio Rank: 80
AUSF Sortino Ratio Rank: 82
AUSF Omega Ratio Rank: 77
AUSF Calmar Ratio Rank: 85
AUSF Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EQRR vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Equities for Rising Rates ETF (EQRR) 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.

	EQRR	AUSF	Difference
Sharpe ratio: Return per unit of total volatility	2.56	1.83	+0.73
Sortino ratio: Return per unit of downside risk	3.30	2.68	+0.62
Omega ratio: Gain probability vs. loss probability	1.46	1.32	+0.14
Calmar ratio: Return relative to maximum drawdown	7.73	3.27	+4.47
Martin ratio: Return relative to average drawdown	26.43	9.56	+16.87

EQRR vs. AUSF - Sharpe Ratio Comparison

The current EQRR Sharpe Ratio is 2.56, which is higher than the AUSF Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of EQRR 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

EQRR vs. AUSF - Drawdown Comparison

The maximum EQRR drawdown since its inception was -57.93%, which is greater than AUSF's maximum drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for EQRR and AUSF.

Drawdown Indicators

	EQRR	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-57.93%	-44.25%	-13.68%
Max Drawdown (1Y) Largest decline over 1 year	-4.95%	-5.84%	+0.89%
Max Drawdown (3Y) Largest decline over 3 years	-17.75%	-12.29%	-5.46%
Max Drawdown (5Y) Largest decline over 5 years	-21.75%	-14.23%	-7.52%
Current Drawdown Current decline from peak	0.00%	-1.62%	+1.62%
Average Drawdown Average peak-to-trough decline	-9.93%	-4.16%	-5.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.45%	1.99%	-0.54%

Volatility

EQRR vs. AUSF - Volatility Comparison

The current volatility for ProShares Equities for Rising Rates ETF (EQRR) is 3.47%, while Global X Adaptive U.S. Factor ETF (AUSF) has a volatility of 3.73%. This indicates that EQRR experiences smaller price fluctuations and is considered to be less risky than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQRR	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	3.73%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	11.86%	7.46%	+4.40%
Volatility (1Y) Calculated over the trailing 1-year period	14.98%	10.46%	+4.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.22%	13.62%	+7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.77%	18.96%	+5.81%

EQRR vs. AUSF - Expense Ratio Comparison

EQRR has a 0.35% expense ratio, which is higher than AUSF's 0.27% expense ratio.

Dividends

EQRR vs. AUSF - Dividend Comparison

EQRR's dividend yield for the trailing twelve months is around 1.07%, less than AUSF's 2.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AUSF Global X Adaptive U.S. Factor ETF	2.61%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%	0.00%
EQRR ProShares Equities for Rising Rates ETF	1.07%	1.70%	2.17%	2.77%	2.34%	1.71%	2.17%	2.05%	2.47%	0.69%

Frequently Asked Questions

Can I hold both EQRR and AUSF in my portfolio?

EQRR and AUSF have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EQRR or AUSF?

AUSF has higher volatility (3.73%) compared to EQRR (3.47%). In terms of maximum drawdown, EQRR dropped -57.93% vs AUSF's -44.25%.

Which ETF is better, EQRR or AUSF?

On 5-year performance, AUSF leads with 14.47% vs 13.84% for EQRR. On fees, AUSF is cheaper at 0.27% per year. On volatility, EQRR has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EQRR or AUSF?

Over the 5-year period, AUSF has performed better with a 14.47% return vs 13.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EQRR or AUSF?

AUSF is cheaper with a 0.27% expense ratio, compared with 0.35% for EQRR.

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

AUSF has the higher dividend yield at 2.61%, compared with 1.07% for EQRR.

What is the main difference between EQRR and AUSF?

EQRR tracks Nasdaq US Large Cap Equity Rising Rates Index, while AUSF tracks Adaptive Wealth Strategies U.S. Factor Index. They also come from different issuers: ProShares and Global X. Their fees differ too: 0.35% for EQRR and 0.27% for AUSF.

Which has better risk-adjusted returns?

EQRR currently has the higher Sharpe Ratio (2.56 vs 1.83), 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.