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
| ISIN | US37954Y5740 |
|---|---|
| CUSIP | 37954Y574 |
| Issuer | Global X |
| Inception Date | Aug 24, 2018 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Index Tracked | Adaptive Wealth Strategies U.S. Factor Index (USD) |
| Home Page | www.globalxetfs.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The Global X Adaptive U.S. Factor ETF has a high expense ratio of 0.27%, indicating higher-than-average management fees.
Share Price Chart
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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 6.61% year-to-date (YTD) and 30.33% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.61% | 5.05% |
| 1 month | -1.62% | -4.27% |
| 6 months | 28.60% | 18.82% |
| 1 year | 30.33% | 21.22% |
| 5 years (annualized) | 12.97% | 11.38% |
| 10 years (annualized) | N/A | 10.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.83% | 3.82% | 4.47% | |||||||||
| 2023 | -4.75% | -0.67% | 10.56% | 8.17% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Global X Adaptive U.S. Factor ETF(AUSF)
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 granted a 1.77% dividend yield in the last twelve months. The annual payout for that period amounted to $0.70 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.70 | $0.68 | $0.62 | $0.71 | $0.76 | $1.05 | $0.32 |
Dividend yield | 1.77% | 1.83% | 1.99% | 2.22% | 2.95% | 4.02% | 1.46% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.18 | $0.00 | |||||||||
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2018 | $0.22 | $0.11 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 3.47%.
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 | 108 | Nov 22, 2022 | 149 |
| -9.82% | Dec 5, 2022 | 71 | Mar 17, 2023 | 73 | Jul 3, 2023 | 144 |
| -7.13% | Aug 31, 2023 | 41 | Oct 27, 2023 | 10 | Nov 10, 2023 | 51 |
Volatility
Volatility Chart
The current Global X Adaptive U.S. Factor ETF volatility is 3.47%, 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.