AUSF

Global X Adaptive U.S. Factor ETF
*Unless otherwise stated, data provided by FactSet.

AUSF Fund Description

AUSF tracks an index of US large- and midcap stocks with exposure to value, momentum, and/or low volatility factors. Factor exposure is determined by the recent performance of each factor.

AUSF Factset Analytics Insight

AUSF’s portfolio rotates between three sub-portfolios with exposure to different investment factors: value, momentum, and low volatility. Each factor portfolio consists of 100 large- and midcap stocks, although fund documents do not describe how these portfolios are constructed. AUSF is premised on the theory that factor performance tends to mean-revert, so outperforming factors should be avoided. At each quarterly rebalance, the fund’s index ranks the total-return performance of each factor over the past 2 years. AUSF then holds the two weakest performing factor portfolios, equally weighted. If there is little difference (2% or less) between the two best performing factors, the fund will hold all three factor portfolios, giving 20% weight to the best performer and 40% each to the other two.

AUSF MSCI ESG Analytics Insight

Global X Adaptive U.S. Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.16 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Global X Adaptive U.S. Factor ETF ranks in the 33th percentile within its peer group and in the 9th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

AUSF Charts And Performance

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PERFORMANCE [as of 10/23/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AUSF 6.31% 5.16% -9.04% -4.54% -- -- --
AUSF (NAV) 9.29% 6.43% -8.52% -4.19% -- -- --
Adaptive Wealth Strategies U.S. Factor Index 9.33% 6.57% -8.26% -3.79% -- -- --
MSCI USA IMI 7.96% 8.40% 9.61% 18.36% 12.50% 12.96% 13.57%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

AUSF Summary Data

Mirae Asset
Global X
08/24/18
Open-Ended Fund
0.27%
$150.18M
$290.18K
0.33%

AUSF Portfolio Data

$52.04B
17.73
1.25
3.94%
12/30/20
197

AUSF Index Data

Adaptive Wealth Strategies U.S. Factor Index
Proprietary
Proprietary
MSCI USA IMI

AUSF Portfolio Management

0.27%
-0.32%
-0.15%
-0.51%

AUSF Tax Exposures

20.00% / 39.60%
0.11%
Qualified dividends
No

AUSF Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

AUSF Factset Analytics Block Liquidity

As of 10/26/20
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of AUSF. AUSF is rated a 5 out of 5.

AUSF Tradability

12,803
$290.18K
11,378
$252.77K
0.33%
$0.07
0.00%
0.69% / -1.26%
None
--
50,000
0.23
--
0.02%
0
$23.41
5

AUSF Sector/Industry Breakdown


AUSF
Segment Benchmark
44.27%
12.73%
10.82%
34.13%
8.74%
6.07%
8.46%
15.10%
7.83%
13.59%
6.99%
9.19%
4.11%
2.66%
3.32%
1.64%
3.14%
2.62%
2.31%
2.28%

AUSF Top 10 Holdings[View All]

Walmart Inc. 1.58%
1.50%
Garmin Ltd. 1.45%
15.46%

AUSF Countries


AUSF
Segment Benchmark
100.00%
99.92%
--
0.08%

AUSF Regions


AUSF
Segment Benchmark
100.00%
100.00%

AUSF Economic Development


AUSF
Segment Benchmark
100.00%
100.00%

AUSF Performance Statistics

0.92
1.12
1.10
1.17
0.79%
MSCI USA IMI

AUSF MSCI ESG Ratings

5.16 / 10
8.55
33.07
3.28%
12.75%
178.49

AUSF Benchmark Comparison Holdings

197
2320
192
16.35%

AUSF Benchmark Comparison Summary


AUSF
Segment Benchmark
197
2320
$52.04B
$446.10B
17.73
44.12
1.25
3.76
3.88%
1.62%
Low
Low

AUSF Benchmark Comparison Market Cap Size


AUSF
Segment Benchmark
46.70%
86.06%
50.88%
10.51%
2.42%
3.07%
0.00%
0.35%