- ISIN
- US37954Y5740
- CUSIP
- 37954Y574
- Issuer
- Global X
- Inception Date
- Aug 24, 2018
- Region
- North America (U.S.)
- Category
- Mid Cap Value Equities, Multi-factor
- Leveraged
- 1x (No leverage)
- Index Tracked
- Adaptive Wealth Strategies U.S. Factor Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
- Assets Under Management
- $840M
Share Price Chart
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Performance
AUSF Performance Chart
Global X Adaptive U.S. Factor ETF (AUSF) is up 5.7% since the beginning of the year. AUSF is currently trading at $48 per share. Investors who bought $1,000 worth of AUSF shares 5 years ago would now be looking at an investment worth $1,869.
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Returns By Period
Global X Adaptive U.S. Factor ETF (AUSF) has returned 5.74% so far this year and 14.20% over the past 12 months.
Global X Adaptive U.S. Factor ETF
- 1D
- 0.02%
- 1M
- -2.24%
- YTD
- 5.74%
- 6M
- 4.91%
- 1Y
- 14.20%
- 3Y*
- 19.47%
- 5Y*
- 13.33%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AUSF Monthly Returns History
Based on dividend-adjusted daily data since Aug 28, 2018, AUSF's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +14.0%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AUSF closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.66% | 3.95% | -3.55% | 2.24% | 0.03% | -1.47% | 5.74% | ||||||
| 2025 | 4.03% | 0.91% | -0.34% | -2.68% | 3.05% | 2.81% | -0.29% | 4.44% | 0.59% | -2.82% | 2.98% | 0.55% | 13.69% |
| 2024 | 1.83% | 3.81% | 4.48% | -4.62% | 3.05% | -0.66% | 6.01% | 1.68% | 0.52% | 0.23% | 5.70% | -6.26% | 16.05% |
| 2023 | -0.17% | -2.83% | 1.04% | 1.38% | -3.38% | 7.85% | 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% | -1.15% | -5.66% | 11.54% | 2.34% | -3.22% | -0.18% |
| 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% |
Benchmark Metrics
Global X Adaptive U.S. Factor ETF has an annualized alpha of 1.74%, beta of 0.81, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since August 28, 2018.
- This ETF participated in 83.26% of S&P 500 Index downside but only 81.71% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.74%
- Beta
- 0.81
- R²
- 0.70
- Upside Capture
- 81.71%
- Downside Capture
- 83.26%
Expense Ratio
AUSF has an expense ratio of 0.27%, which is considered low.
Return for Risk
Risk / Return Rank
AUSF ranks 42 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and compare them to S&P 500 Index.
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.
| AUSF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.78 | -0.34 |
| Martin ratioReturn relative to average drawdown | 6.97 | 12.44 | -5.47 |
Dividends
Dividend History
Global X Adaptive U.S. Factor ETF provided a 2.78% dividend yield over the last twelve months, with an annual payout of $1.35 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.35 | $1.29 | $1.11 | $0.68 | $0.78 | $0.71 | $0.76 | $1.05 | $0.32 |
Dividend yield | 2.78% | 2.78% | 2.63% | 1.83% | 2.51% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.31 | $0.00 | $0.00 | $0.33 | $0.00 | $0.63 | ||||||
| 2025 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.30 | $0.12 | $1.29 |
| 2024 | $0.00 | $0.18 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.29 | $0.14 | $1.11 |
| 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 | $0.18 | $0.00 | $0.00 | $0.17 | $0.05 | $0.78 |
| 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 |
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.
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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 44.25%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current Global X Adaptive U.S. Factor ETF drawdown is 3.24%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -44.25%Mar 2020 | 1mo 8d | 9mo 19d | 10mo 27dFeb 2020 - Jan 2021 |
Rate-hike selloffLate 2018 | -15.59%Dec 2018 | 3mo 1d | 4mo 3d | 7mo 4dSep 2018 - Apr 2019 |
Bear market2022 | -14.23%Jun 2022 | 1mo 27d | 5mo 8d | 7mo 5dApr 2022 - Nov 2022 |
2025 selloff2025 | -12.29%Apr 2025 | 4mo 10d | 2mo 20d | 7moNov 2024 - Jun 2025 |
2023 pullback2023 | -9.82%Mar 2023 | 3mo 12d | 3mo 18d | 7moDec 2022 - Jul 2023 |
Drawdown Indicators
| AUSF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.25% | -56.78% | +12.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.84% | -9.10% | +3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -12.29% | -18.90% | +6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -14.23% | -25.43% | +11.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.24% | -1.80% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -10.71% | +6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.03% | +0.01% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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