Key stats
About GLOBAL X FDS ADAPTIVE US FACTOR ETF
Expense ratio
0.27%
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Inception date
Aug 24, 2018
AUSFs 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 mid-cap 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 funds 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.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Technology Services
Stocks99.99%
Finance26.47%
Technology Services11.27%
Industrial Services8.35%
Health Technology8.19%
Retail Trade6.86%
Electronic Technology6.30%
Process Industries5.76%
Communications5.58%
Consumer Non-Durables5.32%
Distribution Services3.91%
Commercial Services2.51%
Consumer Services2.13%
Energy Minerals1.88%
Consumer Durables1.68%
Producer Manufacturing1.05%
Non-Energy Minerals0.93%
Health Services0.87%
Transportation0.52%
Utilities0.40%
Bonds, Cash & Other0.01%
Cash0.01%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history