SNPD vs. AUSF

Last updated Jun 4, 2026

SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) and AUSF (Global X Adaptive U.S. Factor ETF) are both Mid Cap Value Equities funds - SNPD tracks the S&P ESG High Yield Dividend Aristocrats Index while AUSF tracks the Adaptive Wealth Strategies U.S. Factor Index. Both are passively managed. Over the past 3 years, SNPD returned 8.75%/yr vs 20.14%/yr for AUSF. Their correlation of 0.86 suggests significant overlap in exposure. SNPD charges 0.15%/yr vs 0.27%/yr for AUSF.

Performance

SNPD vs. AUSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) 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, SNPD achieves a 8.10% return, which is significantly higher than AUSF's 6.72% return.

SNPD

• 1D: -0.11%
• 1M: 1.63%
• YTD: 8.10%
• 6M: 8.48%
• 1Y: 13.67%
• 3Y*: 8.75%
• 5Y*: —
• 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)

SNPD vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	8.10%	6.66%	5.41%	2.68%	3.49%
AUSF Global X Adaptive U.S. Factor ETF	6.72%	13.69%	16.05%	22.26%	1.34%

Correlation

The correlation between SNPD and AUSF is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.86

The correlation between SNPD and AUSF has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

SNPD vs. AUSF - Sectors Allocation Comparison

Sectors	SNPD	AUSF
Consumer Defensive	18.7%	8.5%
Industrials	17.5%	11.7%
Utilities	14.4%	4.0%
Consumer Cyclical	8.7%	7.8%
Financial Services	8.5%	18.7%
Basic Materials	7.1%	4.0%
Real Estate	6.8%	4.1%
Technology	6.3%	13.5%
Healthcare	4.9%	12.0%
Communication Services	3.4%	10.6%
Energy	3.1%	5.2%

Return for Risk

SNPD vs. AUSF — Risk / Return Rank

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

SNPD

SNPD Risk / Return Rank: 33
SNPD Sharpe Ratio Rank: 34
SNPD Sortino Ratio Rank: 36
SNPD Omega Ratio Rank: 31
SNPD Calmar Ratio Rank: 32
SNPD Martin Ratio Rank: 32

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.

SNPD vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) 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.

	SNPD	AUSF	Difference
Sharpe ratio: Return per unit of total volatility	1.24	1.50	-0.26
Sortino ratio: Return per unit of downside risk	1.88	2.18	-0.30
Omega ratio: Gain probability vs. loss probability	1.21	1.26	-0.05
Calmar ratio: Return relative to maximum drawdown	1.58	2.60	-1.01
Martin ratio: Return relative to average drawdown	4.72	7.54	-2.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNPD vs. AUSF - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 1.24, which is comparable to the AUSF Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SNPD 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

	SNPD	AUSF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.24	1.50	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.65	-0.07

Drawdowns

SNPD vs. AUSF - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for SNPD and AUSF.

Drawdown Indicators

	SNPD	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-15.80%	-44.25%	+28.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-5.84%	-2.84%
Max Drawdown (3Y) Largest decline over 3 years	-15.80%	-12.29%	-3.51%
Max Drawdown (5Y) Largest decline over 5 years	—	-14.23%	—
Current Drawdown Current decline from peak	-3.20%	-2.26%	-0.94%
Average Drawdown Average peak-to-trough decline	-3.94%	-4.22%	+0.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.01%	+0.89%

Volatility

SNPD vs. AUSF - Volatility Comparison

Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) has a higher volatility of 2.75% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 2.41%. This indicates that SNPD'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

	SNPD	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	2.41%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	6.65%	+1.39%
Volatility (1Y) Calculated over the trailing 1-year period	11.05%	10.14%	+0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.14%	13.65%	-0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.14%	19.07%	-5.93%

SNPD vs. AUSF - Expense Ratio Comparison

SNPD has a 0.15% 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%.

Dividends

SNPD vs. AUSF - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.01%, more 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%
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	3.01%	3.10%	2.78%	2.63%	0.57%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SNPD and AUSF in my portfolio?

SNPD and AUSF have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPD or AUSF?

SNPD has higher volatility (2.75%) compared to AUSF (2.41%). In terms of maximum drawdown, SNPD dropped -15.80% vs AUSF's -44.25%.

Which ETF is better, SNPD or AUSF?

On 3-year performance, AUSF leads with 20.14% vs 8.75% for SNPD. On fees, SNPD is cheaper at 0.15% 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, SNPD or AUSF?

Over the 3-year period, AUSF has performed better with a 20.14% return vs 8.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPD or AUSF?

SNPD is cheaper with a 0.15% expense ratio, compared with 0.27% for AUSF.

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

SNPD has the higher dividend yield at 3.01%, compared with 2.76% for AUSF.

What is the main difference between SNPD and AUSF?

SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while AUSF tracks Adaptive Wealth Strategies U.S. Factor Index. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.15% for SNPD and 0.27% for AUSF.

Which has better risk-adjusted returns?

AUSF currently has the higher Sharpe Ratio (1.50 vs 1.24), 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.