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Global X Adaptive U.S. Factor ETF (AUSF)

ETF · Currency in USD · Last updated Aug 6, 2022

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

ISINUS37954Y5740
CUSIP37954Y574
IssuerGlobal X
Inception DateAug 24, 2018
RegionNorth America (U.S.)
CategoryAll Cap Equities
Expense Ratio0.27%
Index TrackedAdaptive Wealth Strategies U.S. Factor Index (USD)
ETF Home Pagewww.globalxetfs.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Trading Data

Previous Close$29.90
Year Range$27.65 - $32.24
EMA (50)$29.67
EMA (200)$29.93
Average Volume$6.21K

AUSFShare Price Chart


Chart placeholderClick Calculate to get results

AUSFPerformance

The chart shows the growth of $10,000 invested in Global X Adaptive U.S. Factor ETF in Aug 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,540 for a total return of roughly 35.40%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-2.48%
-8.32%
AUSF (Global X Adaptive U.S. Factor ETF)
Benchmark (^GSPC)

AUSFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M3.34%8.19%
6M-1.72%-7.42%
YTD-5.23%-13.03%
1Y3.17%-5.85%
5Y8.01%9.53%
10Y8.01%9.53%

AUSFMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.85%-0.52%4.04%-4.09%2.06%-6.08%5.93%-2.20%
20210.39%4.90%6.43%3.52%2.82%-1.97%0.57%3.14%-2.70%2.96%-2.00%7.05%
20200.07%-11.37%-22.80%14.01%2.75%2.88%3.70%3.92%-2.96%0.72%12.75%3.37%
20199.06%1.49%0.07%3.17%-5.08%5.38%1.39%-2.64%3.80%1.08%2.70%2.02%
2018-0.20%0.16%-4.12%2.57%-9.25%

AUSFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Global X Adaptive U.S. Factor ETF Sharpe ratio is 0.18. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.001.50MarchAprilMayJuneJulyAugust
0.18
-0.31
AUSF (Global X Adaptive U.S. Factor ETF)
Benchmark (^GSPC)

AUSFDividend History

Global X Adaptive U.S. Factor ETF granted a 2.54% dividend yield in the last twelve months. The annual payout for that period amounted to $0.76 per share.


PeriodTTM2021202020192018
Dividend$0.76$0.71$0.76$1.05$0.32

Dividend yield

2.54%2.25%3.06%4.32%1.64%

AUSFDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-7.26%
-13.58%
AUSF (Global X Adaptive U.S. Factor ETF)
Benchmark (^GSPC)

AUSFWorst Drawdowns

The table below shows the maximum drawdowns of the Global X Adaptive U.S. Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Global X Adaptive U.S. Factor ETF is 44.24%, recorded on Mar 23, 2020. It took 200 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.24%Feb 14, 202026Mar 23, 2020200Jan 6, 2021226
-15.6%Sep 24, 201864Dec 24, 201884Apr 26, 2019148
-14.23%Apr 21, 202241Jun 17, 2022
-6.75%Dec 30, 202138Feb 23, 202224Mar 29, 202262
-5.85%Jul 29, 201920Aug 23, 201913Sep 12, 201933
-5.62%Jun 7, 202130Jul 19, 202120Aug 16, 202150
-5.13%May 6, 201919May 31, 201914Jun 20, 201933
-4.91%Nov 17, 202110Dec 1, 202111Dec 16, 202121
-4.13%Sep 3, 202112Sep 21, 202120Oct 19, 202132
-3.68%Jan 21, 20217Jan 29, 20215Feb 5, 202112

AUSFVolatility Chart

Current Global X Adaptive U.S. Factor ETF volatility is 13.70%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
13.70%
19.67%
AUSF (Global X Adaptive U.S. Factor ETF)
Benchmark (^GSPC)