ASGM — Virtus AlphaSimplex Global Macro ETF

ASGM Fund Overview

ASGM — Virtus AlphaSimplex Global Macro ETF is a US ETF managed by Virtus ETF Trust II, categorised as Aggressive Allocation. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

• Type: US ETF
• Manager: Virtus ETF Trust II
• Category: Aggressive Allocation
• Assets under management: $8.55M
• 1-year return: 30.0%
• Ticker: ASGM
• SEC CIK: 0001648403
• SEC series ID: S000093089
• Share class ID: C000261160

About ASGM

Virtus AlphaSimplex Global Macro ETF (ASGM) seeks capital appreciation through long-term positive returns independent of market cycles. It actively invests across global markets using quantitative models to capture macroeconomic trends, combining a futures sleeve with an actively managed equity sleeve of mostly exchange traded funds. The fund is non-diversified and may hold a significant share of assets in short-term, high-quality cash-equivalent securities. Launched June 4, 2025, ASGM costs 0.86% a year and returned 30.0% in the 12 months to July 31, 2026, based on monthly returns reported to the SEC on Form N-PORT, with 12.5% volatility.

ASGM Holdings

Top 10 holdings of Virtus AlphaSimplex Global Macro ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.

View all ASGM holdings

ASGM Portfolio Allocation

Asset-class allocation of Virtus AlphaSimplex Global Macro ETF by percentage of net assets, from the latest SEC N-PORT filing.

ASGM Performance

Total returns for ASGM (as of 2026-10-01), from SEC filings.

ASGM Risk Information

Risk metrics for ASGM, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 12.49%

ASGM Costs and Fees

ASGM costs about $86 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.86%
• Gross expense ratio: 0.86%
• Brokerage commissions: 0.36 bps of average net assets (SEC N-CEN)

ASGM Cashflows

Over the 12 months to 2026-07, Virtus AlphaSimplex Global Macro ETF had net inflows of $7.10M, from monthly SEC N-PORT filings.

ASGM Debt Constituents

Largest debt holdings of Virtus AlphaSimplex Global Macro ETF by percentage of net assets, from the latest SEC N-PORT filing.

ASGM Prospectus and SEC Filings

Official Virtus AlphaSimplex Global Macro ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

• Prospectus (485BPOS) — filed 2025-06-04
• Portfolio holdings (N-PORT) — filed 2026-09-29
• Portfolio holdings (N-PORT) — filed 2026-06-26
• Portfolio holdings (N-PORT) — filed 2026-03-31
• Annual census (N-CEN) — filed 2026-10-13

Related Funds

Other Aggressive Allocation funds tracked on ABC INVEST:

• Catalyst/Millburn Hedge Strategy Fund (MBXAX)
• Roundhill Magnificent Seven ETF (MAGS)
• SPDR Bridgewater All Weather ETF (ALLW)
• Capital Appreciation Value Fund (JCAVX)
• Goldman Sachs Growth Strategy Portfolio (GGSIX)

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.