AUSF Performance — Global X Adaptive U.S. Factor ETF
Data updated: 2026-07-29
AUSF returned +3.74% year to date and +16.60% over one year to May 2026. Annualised returns are +21.74% over 3 years and +13.08% over 5 years. Against its US Mid-Cap Value category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $180, against $154 for the category, and to $117 over one year, against $121. Volatility over the past three years was 13.02% a year. In the 12 months to May 2026 the fund took in a net $217.2M, and assets reached $848.05M.
AUSF Growth of $100
What $100 invested in Global X Adaptive U.S. Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Value category average over the same months.
| Period | AUSF | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $117 | $121 |
| 3 years (Jun 2023 – May 2026) | $180 | $154 |
| 5 years (Jun 2021 – May 2026) | $185 | $148 |
| Since data start (Sep 2019 – May 2026) | $246 | $211 |
AUSF Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.74% |
| 1 year | +16.60% |
| 3 years (annualised) | +21.74% |
| 5 years (annualised) | +13.08% |
AUSF Annual Returns
Calendar-year total returns of Global X Adaptive U.S. Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +3.74% |
| 2025 | +8.93% |
| 2024 | +30.62% |
| 2023 | +16.92% |
| 2022 | +7.75% |
| 2021 | +16.83% |
| 2020 | +17.68% |
| 2019 (Sep–Dec) | −3.91% |
AUSF Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.6% | +0.5% | +0.2% | +2.2% | −3.7% | — | — | — | — | — | — | — |
| 2025 | +3.8% | −6.2% | +2.9% | −2.7% | −0.6% | +4.5% | −0.3% | +2.9% | +2.9% | −2.6% | +0.4% | +4.2% |
| 2024 | +1.7% | +8.2% | +3.0% | −4.6% | +4.7% | +1.6% | +5.9% | −0.7% | +6.3% | −0.2% | +0.6% | +1.2% |
| 2023 | −0.1% | −3.4% | −3.4% | +1.3% | +1.3% | +0.1% | +4.3% | +7.8% | +10.6% | −0.7% | −4.7% | +3.8% |
| 2022 | −3.8% | +7.0% | +2.0% | −3.9% | +3.8% | −1.3% | +5.7% | −5.9% | +2.6% | +11.5% | −5.6% | −3.1% |
| 2021 | +0.5% | +3.5% | +2.7% | +3.8% | +6.0% | +3.1% | +0.7% | −1.9% | −1.9% | +3.0% | −2.8% | −0.5% |
| 2020 | 0.0% | +2.2% | +2.8% | +13.7% | −23.2% | +3.6% | +3.9% | +3.0% | +12.4% | +1.2% | −2.9% | +4.8% |
| 2019 | — | — | — | — | — | — | — | — | +2.6% | +1.2% | +3.8% | −10.9% |
AUSF Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 13.02%
- 3-year Sharpe ratio: 1.32 (vs 4.5% risk-free rate)
- Best month: +10.55% (Sep 2023)
- Worst month: −6.24% (Feb 2025)
AUSF Fund Flows
Monthly money in and out of Global X Adaptive U.S. Factor ETF, from SEC Form N-PORT.
- 12-month net flow: $217.2M
- 12-month gross sales (incl. reinvestments): $767.2M
- Sales ÷ redemptions: 1.39×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $28.2M | $6.8M | $21.4M |
| Apr 2026 | $20.6M | $0 | $20.6M |
| Mar 2026 | $200.3M | $218.8M | −$18.5M |
| Feb 2026 | $6.5M | $0 | $6.5M |
| Jan 2026 | $11.5M | $2.4M | $9.1M |
| Dec 2025 | $144.7M | $122.8M | $21.9M |
| Nov 2025 | $33.6M | $0 | $33.6M |
| Oct 2025 | $26.8M | $13.3M | $13.5M |
| Sep 2025 | $93.1M | $92.5M | $679K |
| Aug 2025 | $19.6M | $0 | $19.6M |
| Jul 2025 | $85.1M | $10.8M | $74.3M |
| Jun 2025 | $97.3M | $82.8M | $14.5M |
AUSF Assets Under Management
Net assets of Global X Adaptive U.S. Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $848.05M |
| 2026-02-28 | $842.81M |
| 2025-11-30 | $739.46M |
| 2025-08-31 | $691.72M |
| 2025-05-31 | $544.93M |
| 2025-02-28 | $452.76M |
| 2024-11-30 | $363.88M |
| 2024-08-31 | $297.77M |
| 2024-05-31 | $261.78M |
| 2024-02-29 | $224.39M |
| 2023-11-30 | $181.84M |
| 2023-08-31 | $177.30M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.