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
Stocks99.36%
Finance26.96%
Electronic Technology9.09%
Technology Services8.90%
Retail Trade7.27%
Health Technology7.18%
Industrial Services6.42%
Process Industries6.13%
Communications5.73%
Consumer Non-Durables5.61%
Distribution Services4.02%
Energy Minerals2.14%
Producer Manufacturing2.04%
Consumer Services1.97%
Health Services1.68%
Consumer Durables1.67%
Commercial Services1.59%
Utilities0.51%
Non-Energy Minerals0.45%
Bonds, Cash & Other0.64%
Cash0.64%
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