SYLD vs. AUSF

Last updated Jun 3, 2026

SYLD (Cambria Shareholder Yield ETF) and AUSF (Global X Adaptive U.S. Factor ETF) are both Mid Cap Value Equities funds. SYLD is actively managed, while AUSF is passively managed. Over the past 5 years, SYLD returned 5.90%/yr vs 12.88%/yr for AUSF. Their correlation of 0.85 suggests significant overlap in exposure. SYLD charges 0.59%/yr vs 0.27%/yr for AUSF.

Performance

SYLD vs. AUSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Shareholder Yield ETF (SYLD) 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, SYLD achieves a 14.24% return, which is significantly higher than AUSF's 7.18% return.

SYLD

• 1D: 0.68%
• 1M: -0.11%
• YTD: 14.24%
• 6M: 14.43%
• 1Y: 27.88%
• 3Y*: 13.67%
• 5Y*: 5.90%
• 10Y*: 13.04%

AUSF

• 1D: 0.06%
• 1M: 0.11%
• YTD: 7.18%
• 6M: 8.72%
• 1Y: 16.62%
• 3Y*: 20.32%
• 5Y*: 12.88%
• 10Y*: —

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

SYLD vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SYLD Cambria Shareholder Yield ETF	14.24%	3.94%	3.37%	16.46%	-6.14%	48.59%	13.61%	26.98%	-18.90%
AUSF Global X Adaptive U.S. Factor ETF	7.18%	13.69%	16.05%	22.26%	-0.18%	27.48%	1.27%	24.06%	-10.79%

Correlation

The correlation between SYLD and AUSF is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Aug 29, 2018	0.85

The correlation between SYLD and AUSF has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

SYLD vs. AUSF - Sectors Allocation Comparison

Sectors	SYLD	AUSF
Consumer Cyclical	22.9%	7.8%
Financial Services	22.7%	18.7%
Energy	17.7%	5.2%
Industrials	8.1%	11.7%
Basic Materials	7.9%	4.0%
Consumer Defensive	6.8%	8.5%
Communication Services	6.0%	10.6%
Healthcare	5.6%	12.0%
Technology	2.3%	13.5%
Real Estate	-	4.1%
Utilities	-	4.0%

Return for Risk

SYLD vs. AUSF — Risk / Return Rank

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

SYLD

SYLD Risk / Return Rank: 59
SYLD Sharpe Ratio Rank: 51
SYLD Sortino Ratio Rank: 57
SYLD Omega Ratio Rank: 50
SYLD Calmar Ratio Rank: 77
SYLD Martin Ratio Rank: 60

AUSF

AUSF Risk / Return Rank: 48
AUSF Sharpe Ratio Rank: 47
AUSF Sortino Ratio Rank: 47
AUSF Omega Ratio Rank: 44
AUSF Calmar Ratio Rank: 55
AUSF Martin Ratio Rank: 48

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.

SYLD vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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.

	SYLD	AUSF	Difference
Sharpe ratio Return per unit of total volatility	1.80	1.65	+0.16
Sortino ratio Return per unit of downside risk	2.74	2.38	+0.36
Omega ratio Gain probability vs. loss probability	1.32	1.29	+0.03
Calmar ratio Return relative to maximum drawdown	4.00	2.76	+1.24
Martin ratio Return relative to average drawdown	10.87	8.06	+2.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SYLD vs. AUSF - Sharpe Ratio Comparison

The current SYLD Sharpe Ratio is 1.80, which is comparable to the AUSF Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SYLD 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

	SYLD	AUSF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	1.65	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	0.95	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.65	-0.08

Drawdowns

SYLD vs. AUSF - Drawdown Comparison

The maximum SYLD drawdown since its inception was -45.36%, roughly equal to the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for SYLD and AUSF.

Drawdown Indicators

	SYLD	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-45.36%	-44.25%	-1.11%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-5.84%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-26.62%	-12.29%	-14.33%
Max Drawdown (5Y) Largest decline over 5 years	-26.62%	-14.23%	-12.39%
Max Drawdown (10Y) Largest decline over 10 years	-45.36%	—	—
Current Drawdown Current decline from peak	-0.78%	-1.84%	+1.06%
Average Drawdown Average peak-to-trough decline	-5.66%	-4.22%	-1.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.00%	+0.55%

Volatility

SYLD vs. AUSF - Volatility Comparison

Cambria Shareholder Yield ETF (SYLD) has a higher volatility of 3.24% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 2.44%. This indicates that SYLD'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

	SYLD	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	2.44%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	6.69%	+3.23%
Volatility (1Y) Calculated over the trailing 1-year period	15.54%	10.14%	+5.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.62%	13.65%	+6.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.96%	19.08%	+3.88%

SYLD vs. AUSF - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is higher than AUSF's 0.27% expense ratio.

Dividends

SYLD vs. AUSF - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.86%, less than AUSF's 2.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUSF Global X Adaptive U.S. Factor ETF	2.75%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%	0.00%	0.00%	0.00%
SYLD Cambria Shareholder Yield ETF	1.86%	2.25%	2.04%	1.92%	2.20%	2.37%	1.99%	2.08%	2.52%	1.57%	1.92%	6.93%

Frequently Asked Questions

Can I hold both SYLD and AUSF in my portfolio?

SYLD and AUSF have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SYLD or AUSF?

SYLD has higher volatility (3.24%) compared to AUSF (2.44%). In terms of maximum drawdown, SYLD dropped -45.36% vs AUSF's -44.25%.

Which ETF is better, SYLD or AUSF?

On 5-year performance, AUSF leads with 12.88% vs 5.90% for SYLD. On fees, AUSF is cheaper at 0.27% per year. On volatility, AUSF has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SYLD or AUSF?

Over the 5-year period, AUSF has performed better with a 12.88% return vs 5.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SYLD or AUSF?

AUSF is cheaper with a 0.27% expense ratio, compared with 0.59% for SYLD.

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

AUSF has the higher dividend yield at 2.75%, compared with 1.86% for SYLD.

What is the main difference between SYLD and AUSF?

They also come from different issuers: Cambria and Global X. Their fees differ too: 0.59% for SYLD and 0.27% for AUSF.

Which has better risk-adjusted returns?

SYLD currently has the higher Sharpe Ratio (1.80 vs 1.65), 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.