Global X Adaptive U.S. Factor ETF (AUSF)
AUSF is a passive ETF by Global X tracking the investment results of the Adaptive Wealth Strategies U.S. Factor Index (USD). AUSF launched on Aug 24, 2018 and has a 0.27% expense ratio.
ETF Info
US37954Y5740
37954Y574
Aug 24, 2018
North America (U.S.)
1x
Adaptive Wealth Strategies U.S. Factor Index (USD)
Multi-Cap
Blend
Expense Ratio
AUSF has an expense ratio of 0.27%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global X Adaptive U.S. Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Global X Adaptive U.S. Factor ETF had a return of 16.36% year-to-date (YTD) and 16.66% in the last 12 months.
AUSF
16.36%
-5.31%
6.79%
16.66%
12.88%
N/A
^GSPC (Benchmark)
25.25%
0.08%
9.66%
25.65%
13.17%
11.11%
Monthly Returns
The table below presents the monthly returns of AUSF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.83% | 3.81% | 4.48% | -4.62% | 3.05% | -0.65% | 6.01% | 1.68% | 0.52% | 0.23% | 5.70% | 16.36% | |
| 2023 | -0.17% | -2.83% | 1.04% | 1.38% | -3.38% | 7.84% | 4.09% | 0.25% | -4.75% | -0.67% | 10.56% | 8.17% | 22.26% |
| 2022 | -3.85% | -0.52% | 4.04% | -4.09% | 2.06% | -6.09% | 5.92% | -1.68% | -5.66% | 11.54% | 2.34% | -3.22% | -0.72% |
| 2021 | 0.39% | 4.90% | 6.43% | 3.52% | 2.82% | -1.97% | 0.57% | 3.14% | -2.70% | 2.96% | -2.00% | 7.05% | 27.48% |
| 2020 | 0.07% | -11.37% | -22.80% | 14.01% | 2.75% | 2.88% | 3.70% | 3.92% | -2.96% | 0.71% | 12.75% | 3.37% | 1.29% |
| 2019 | 9.06% | 1.49% | 0.07% | 3.17% | -5.08% | 5.38% | 1.39% | -2.64% | 3.80% | 1.08% | 2.71% | 2.02% | 24.05% |
| 2018 | -0.20% | 0.16% | -4.12% | 2.57% | -9.25% | -10.79% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AUSF is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Global X Adaptive U.S. Factor ETF provided a 2.28% dividend yield over the last twelve months, with an annual payout of $0.97 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.97 | $0.68 | $0.62 | $0.71 | $0.76 | $1.06 | $0.32 |
Dividend yield | 2.28% | 1.83% | 1.99% | 2.22% | 2.95% | 4.03% | 1.47% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X Adaptive U.S. Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.18 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.29 | $0.00 | $0.97 |
| 2023 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.00 | $0.68 |
| 2022 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.17 | $0.05 | $0.62 |
| 2021 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.02 | $0.71 |
| 2020 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.06 | $0.76 |
| 2019 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.24 | $0.15 | $1.06 |
| 2018 | $0.22 | $0.11 | $0.32 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Global X Adaptive U.S. Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Global X Adaptive U.S. Factor ETF was 44.24%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current Global X Adaptive U.S. Factor ETF drawdown is 6.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.24% | Feb 14, 2020 | 26 | Mar 23, 2020 | 200 | Jan 6, 2021 | 226 |
| -15.6% | Sep 24, 2018 | 64 | Dec 24, 2018 | 84 | Apr 26, 2019 | 148 |
| -14.23% | Apr 21, 2022 | 41 | Jun 17, 2022 | 113 | Nov 30, 2022 | 154 |
| -9.82% | Dec 5, 2022 | 71 | Mar 17, 2023 | 73 | Jul 3, 2023 | 144 |
| -7.5% | Nov 29, 2024 | 15 | Dec 19, 2024 | — | — | — |
Volatility
Volatility Chart
The current Global X Adaptive U.S. Factor ETF volatility is 3.58%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.