SIXA vs. AUSF

Last updated Jun 4, 2026

SIXA (6 Meridian Mega Cap Equity ETF) and AUSF (Global X Adaptive U.S. Factor ETF) are both exchange-traded funds - SIXA is a Large Cap Blend Equities fund actively managed by Exchange Traded Concepts, while AUSF is a Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index. SIXA is actively managed, while AUSF is passively managed. Over the past 5 years, SIXA returned 12.50%/yr vs 12.71%/yr for AUSF. Their correlation of 0.83 suggests significant overlap in exposure. SIXA charges 0.86%/yr vs 0.27%/yr for AUSF.

Performance

SIXA vs. AUSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 6 Meridian Mega Cap Equity ETF (SIXA) 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, SIXA achieves a 11.89% return, which is significantly higher than AUSF's 6.72% return.

SIXA

• 1D: -0.09%
• 1M: 2.40%
• YTD: 11.89%
• 6M: 12.48%
• 1Y: 18.71%
• 3Y*: 20.65%
• 5Y*: 12.50%
• 10Y*: —

AUSF

• 1D: -0.43%
• 1M: 0.23%
• YTD: 6.72%
• 6M: 7.67%
• 1Y: 15.11%
• 3Y*: 20.14%
• 5Y*: 12.71%
• 10Y*: —

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

SIXA vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SIXA 6 Meridian Mega Cap Equity ETF	11.89%	15.52%	22.70%	11.98%	-5.72%	23.87%	18.45%
AUSF Global X Adaptive U.S. Factor ETF	6.72%	13.69%	16.05%	22.26%	-0.18%	27.48%	31.14%

Correlation

The correlation between SIXA and AUSF is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since May 12, 2020	0.83

The correlation between SIXA and AUSF shifts across timeframes, from 0.74 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

SIXA vs. AUSF - Sectors Allocation Comparison

Sectors	SIXA	AUSF
Consumer Defensive	23.8%	8.5%
Technology	19.7%	13.5%
Communication Services	13.4%	10.6%
Healthcare	12.7%	12.0%
Financial Services	9.6%	18.7%
Industrials	7.8%	11.7%
Consumer Cyclical	6.7%	7.8%
Utilities	5.0%	4.0%
Energy	3.1%	5.2%
Real Estate	1.4%	4.1%
Basic Materials	-	4.0%

Return for Risk

SIXA vs. AUSF — Risk / Return Rank

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

SIXA

SIXA Risk / Return Rank: 65
SIXA Sharpe Ratio Rank: 62
SIXA Sortino Ratio Rank: 68
SIXA Omega Ratio Rank: 60
SIXA Calmar Ratio Rank: 68
SIXA Martin Ratio Rank: 69

AUSF

AUSF Risk / Return Rank: 44
AUSF Sharpe Ratio Rank: 42
AUSF Sortino Ratio Rank: 43
AUSF Omega Ratio Rank: 39
AUSF Calmar Ratio Rank: 52
AUSF Martin Ratio Rank: 45

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.

SIXA vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Mega Cap Equity ETF (SIXA) 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.

	SIXA	AUSF	Difference
Sharpe ratio: Return per unit of total volatility	2.10	1.50	+0.60
Sortino ratio: Return per unit of downside risk	3.14	2.18	+0.96
Omega ratio: Gain probability vs. loss probability	1.37	1.26	+0.11
Calmar ratio: Return relative to maximum drawdown	3.36	2.60	+0.77
Martin ratio: Return relative to average drawdown	12.75	7.54	+5.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIXA vs. AUSF - Sharpe Ratio Comparison

The current SIXA Sharpe Ratio is 2.10, which is higher than the AUSF Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SIXA 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.

Sharpe Ratios by Period

	SIXA	AUSF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	1.50	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	0.94	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	1.20	0.65	+0.56

Drawdowns

SIXA vs. AUSF - Drawdown Comparison

The maximum SIXA drawdown since its inception was -18.38%, smaller than the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for SIXA and AUSF.

Drawdown Indicators

	SIXA	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	-44.25%	+25.87%
Max Drawdown (1Y) Largest decline over 1 year	-5.59%	-5.84%	+0.25%
Max Drawdown (3Y) Largest decline over 3 years	-11.22%	-12.29%	+1.07%
Max Drawdown (5Y) Largest decline over 5 years	-18.38%	-14.23%	-4.15%
Current Drawdown Current decline from peak	-0.84%	-2.26%	+1.42%
Average Drawdown Average peak-to-trough decline	-3.00%	-4.22%	+1.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.47%	2.01%	-0.54%

Volatility

SIXA vs. AUSF - Volatility Comparison

6 Meridian Mega Cap Equity ETF (SIXA) has a higher volatility of 2.56% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 2.41%. This indicates that SIXA'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

	SIXA	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	2.41%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	6.76%	6.65%	+0.11%
Volatility (1Y) Calculated over the trailing 1-year period	8.94%	10.14%	-1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.80%	13.65%	-0.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.36%	19.07%	-5.71%

SIXA vs. AUSF - Expense Ratio Comparison

SIXA has a 0.86% expense ratio, which is higher than AUSF's 0.27% expense ratio.

Dividends

SIXA vs. AUSF - Dividend Comparison

SIXA's dividend yield for the trailing twelve months is around 2.01%, less than AUSF's 2.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AUSF Global X Adaptive U.S. Factor ETF	2.76%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%
SIXA 6 Meridian Mega Cap Equity ETF	2.01%	2.31%	1.62%	2.12%	2.23%	1.63%	1.13%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SIXA and AUSF in my portfolio?

SIXA and AUSF have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIXA or AUSF?

SIXA has higher volatility (2.56%) compared to AUSF (2.41%). In terms of maximum drawdown, SIXA dropped -18.38% vs AUSF's -44.25%.

Which ETF is better, SIXA or AUSF?

On 5-year performance, AUSF leads with 12.71% vs 12.50% for SIXA. On fees, AUSF is cheaper at 0.27% per year. On volatility, AUSF has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SIXA or AUSF?

Over the 5-year period, AUSF has performed better with a 12.71% return vs 12.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SIXA or AUSF?

AUSF is cheaper with a 0.27% expense ratio, compared with 0.86% for SIXA.

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

AUSF has the higher dividend yield at 2.76%, compared with 2.01% for SIXA.

What is the main difference between SIXA and AUSF?

SIXA is categorized as Large Cap Blend Equities, while AUSF is Mid Cap Value Equities. They also come from different issuers: Exchange Traded Concepts and Global X. Their fees differ too: 0.86% for SIXA and 0.27% for AUSF.

Which has better risk-adjusted returns?

SIXA currently has the higher Sharpe Ratio (2.10 vs 1.50), 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.