ONEV vs. AUSF
Compare and contrast key facts about SPDR Russell 1000 Low Volatility Focus ETF (ONEV) and Global X Adaptive U.S. Factor ETF (AUSF).
ONEV and AUSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ONEV is a passively managed fund by State Street that tracks the performance of the Russell 1000 Low Volatility Focused Factor (TR). It was launched on Dec 2, 2015. AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index (USD). It was launched on Aug 24, 2018. Both ONEV and AUSF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ONEV or AUSF.
Correlation
The correlation between ONEV and AUSF is 0.78, 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.
Performance
ONEV vs. AUSF - Performance Comparison
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Key characteristics
ONEV:
0.58
AUSF:
0.84
ONEV:
0.98
AUSF:
1.31
ONEV:
1.12
AUSF:
1.18
ONEV:
0.61
AUSF:
1.11
ONEV:
2.05
AUSF:
3.95
ONEV:
4.43%
AUSF:
3.44%
ONEV:
14.85%
AUSF:
15.51%
ONEV:
-39.72%
AUSF:
-44.24%
ONEV:
-3.42%
AUSF:
-0.44%
Returns By Period
In the year-to-date period, ONEV achieves a 3.57% return, which is significantly lower than AUSF's 6.54% return.
ONEV
3.57%
7.27%
0.26%
8.57%
15.30%
N/A
AUSF
6.54%
7.37%
3.49%
12.87%
20.30%
N/A
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ONEV vs. AUSF - Expense Ratio Comparison
ONEV has a 0.20% 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%.
Risk-Adjusted Performance
ONEV vs. AUSF — Risk-Adjusted Performance Rank
ONEV
AUSF
ONEV vs. AUSF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 1000 Low Volatility Focus ETF (ONEV) 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.
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Dividends
ONEV vs. AUSF - Dividend Comparison
ONEV's dividend yield for the trailing twelve months is around 1.86%, less than AUSF's 2.88% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ONEV SPDR Russell 1000 Low Volatility Focus ETF | 1.86% | 1.88% | 1.79% | 1.80% | 1.44% | 1.87% | 2.07% | 2.14% | 6.91% | 2.02% | 0.08% |
AUSF Global X Adaptive U.S. Factor ETF | 2.88% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.03% | 1.46% | 0.00% | 0.00% | 0.00% |
Drawdowns
ONEV vs. AUSF - Drawdown Comparison
The maximum ONEV drawdown since its inception was -39.72%, smaller than the maximum AUSF drawdown of -44.24%. Use the drawdown chart below to compare losses from any high point for ONEV and AUSF. For additional features, visit the drawdowns tool.
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Volatility
ONEV vs. AUSF - Volatility Comparison
SPDR Russell 1000 Low Volatility Focus ETF (ONEV) has a higher volatility of 4.37% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.72%. This indicates that ONEV'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.
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