WRB vs. AUSF
WRB (W. R. Berkley Corporation) is a stock, while AUSF (Global X Adaptive U.S. Factor ETF) is Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index. Over the past 5 years, WRB returned 17.90%/yr vs 13.35%/yr for AUSF. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
WRB vs. AUSF - Performance Comparison
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Returns By Period
In the year-to-date period, WRB achieves a -2.51% return, which is significantly lower than AUSF's 9.27% return.
WRB
- 1D
- 1.08%
- 1M
- 2.74%
- YTD
- -2.51%
- 6M
- 0.17%
- 1Y
- -4.36%
- 3Y*
- 24.41%
- 5Y*
- 17.90%
- 10Y*
- 17.92%
AUSF
- 1D
- 0.70%
- 1M
- 2.94%
- YTD
- 9.27%
- 6M
- 8.68%
- 1Y
- 17.75%
- 3Y*
- 19.94%
- 5Y*
- 13.35%
- 10Y*
- —
WRB vs. AUSF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | -2.51% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | -4.06% |
AUSF Global X Adaptive U.S. Factor ETF | 9.27% | 13.69% | 16.05% | 22.26% | -0.18% | 27.48% | 1.27% | 24.06% | -11.18% |
Correlation
The correlation between WRB and AUSF is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018 | 0.56 |
Over the past year, the correlation between WRB and AUSF has dropped to 0.36 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
WRB vs. AUSF — Risk / Return Rank
WRB
AUSF
WRB vs. AUSF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WRB | AUSF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.28 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 2.86 | -3.15 |
| Martin ratioReturn relative to average drawdown | -0.54 | 8.29 | -8.83 |
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Drawdowns
WRB vs. AUSF - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.33%, which is greater than AUSF's maximum drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for WRB and AUSF.
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Drawdown Indicators
| WRB | AUSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.33% | -44.25% | -25.08% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -5.84% | -11.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -12.29% | -5.33% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -14.23% | -12.06% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | — | — |
Current DrawdownCurrent decline from peak | -11.49% | 0.00% | -11.49% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -4.21% | -10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 2.02% | +7.27% |
Volatility
WRB vs. AUSF - Volatility Comparison
W. R. Berkley Corporation (WRB) has a higher volatility of 7.63% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 2.70%. This indicates that WRB'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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Volatility by Period
| WRB | AUSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 2.70% | +4.93% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 6.72% | +8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 10.14% | +11.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 13.66% | +9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.56% | 19.04% | +5.52% |
Dividends
WRB vs. AUSF - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 2.72%, more than AUSF's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 2.69% | 2.78% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% |
WRB W. R. Berkley Corporation | 2.72% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Frequently Asked Questions
WRB and AUSF have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WRB has higher volatility (7.63%) compared to AUSF (2.70%). In terms of maximum drawdown, WRB dropped -69.33% vs AUSF's -44.25%.
AUSF currently has the higher Sharpe Ratio (1.65 vs -0.24), 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.
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