SFLR vs. AUSF
Compare and contrast key facts about Innovator Equity Managed Floor ETF (SFLR) and Global X Adaptive U.S. Factor ETF (AUSF).
SFLR and AUSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SFLR is an actively managed fund by Innovator. It was launched on Nov 8, 2022. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLR or AUSF.
Correlation
The correlation between SFLR and AUSF is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SFLR vs. AUSF - Performance Comparison
Key characteristics
SFLR:
2.01
AUSF:
1.48
SFLR:
2.73
AUSF:
2.19
SFLR:
1.38
AUSF:
1.27
SFLR:
3.12
AUSF:
2.23
SFLR:
11.32
AUSF:
6.11
SFLR:
1.68%
AUSF:
2.74%
SFLR:
9.45%
AUSF:
11.36%
SFLR:
-7.44%
AUSF:
-44.24%
SFLR:
-0.29%
AUSF:
-1.76%
Returns By Period
In the year-to-date period, SFLR achieves a 3.55% return, which is significantly lower than AUSF's 5.12% return.
SFLR
3.55%
1.38%
8.82%
19.65%
N/A
N/A
AUSF
5.12%
1.04%
7.84%
16.44%
13.43%
N/A
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SFLR vs. AUSF - Expense Ratio Comparison
SFLR has a 0.89% expense ratio, which is higher than AUSF's 0.27% expense ratio.
Risk-Adjusted Performance
SFLR vs. AUSF — Risk-Adjusted Performance Rank
SFLR
AUSF
SFLR vs. AUSF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Managed Floor ETF (SFLR) 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.
Dividends
SFLR vs. AUSF - Dividend Comparison
SFLR's dividend yield for the trailing twelve months is around 0.41%, less than AUSF's 2.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
SFLR Innovator Equity Managed Floor ETF | 0.41% | 0.42% | 1.17% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
AUSF Global X Adaptive U.S. Factor ETF | 2.76% | 2.63% | 1.83% | 1.99% | 2.22% | 2.95% | 4.03% | 1.47% |
Drawdowns
SFLR vs. AUSF - Drawdown Comparison
The maximum SFLR drawdown since its inception was -7.44%, smaller than the maximum AUSF drawdown of -44.24%. Use the drawdown chart below to compare losses from any high point for SFLR and AUSF. For additional features, visit the drawdowns tool.
Volatility
SFLR vs. AUSF - Volatility Comparison
The current volatility for Innovator Equity Managed Floor ETF (SFLR) is 2.16%, while Global X Adaptive U.S. Factor ETF (AUSF) has a volatility of 2.38%. This indicates that SFLR 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.