Key stats
About Global X Funds Global X Adaptive U.S. 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
Stocks99.89%
Finance27.20%
Technology Services9.19%
Electronic Technology8.89%
Retail Trade7.74%
Health Technology7.32%
Industrial Services6.26%
Process Industries5.93%
Communications5.71%
Consumer Non-Durables5.71%
Distribution Services4.08%
Producer Manufacturing2.08%
Energy Minerals1.95%
Consumer Services1.93%
Commercial Services1.67%
Consumer Durables1.65%
Health Services1.65%
Utilities0.50%
Non-Energy Minerals0.40%
Bonds, Cash & Other0.11%
Cash0.11%
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