AUSF
Global X Adaptive U.S. Factor ETF
US
EQUITY
Rules-Based
MANAGEMENT STYLE
346.8 M
ASSETS UNDER MGMT
27 bp
EXPENSES
Fund Basics
| Fund sponsor | Global X |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Aug 24, 2018 |
| Assets (mns) | $347 |
| Expense ratio | 27 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| AT&T INC | 2.0 % |
| VERIZON COMMUNICATIONS INC | 1.8 % |
| WAL-MART STORES INC | 1.7 % |
| T-MOBILE US, INC. | 1.6 % |
| VISA INC. CLASS A | 1.5 % |
| BOSTON SCIENTIFIC CORP | 1.5 % |
| REPUBLIC SERVICES INC | 1.5 % |
| INTL BUSINESS MACHINES CORP | 1.5 % |
| BERKSHIRE HATHAWAY INC-CL B | 1.5 % |
| CME GROUP INC | 1.4 % |
Constituent Breakdown
| Number of holdings | 193 |
| Herfindahl-Hirschman Index | 87 |
| Wgt avg mkt cap (mns) | $115,690 |
| Large cap (>$10bn) | 70.4% |
| Mid cap ($2-10bn) | 28.2% |
| Small cap (<$2bn) | 0.5% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 94.9 % |
 |
BRITAIN | 2.7 % |
 |
NETHERLANDS | 0.5 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 17.7% | 27.3% | 18.3% | 15.6% | 13.7% | -- | 12.3% | Volatility | 11.3% | 12.4% | 12.6% | 14.0% | 21.8% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.77 | 75% |
| MSCI EAFE | 0.70 | 60% |
| MSCI Emg Mkts | 0.40 | 19% |
Liquidity Measures
| Avg. volume (000) | 27 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.26% |
| ADV of underlying (mns) | $66,758 |
Technical Indicators
| Recent close | $42.24 |
| 30d moving avg. | $44.17 |
| Annualized volatility | 15.8% |
| Relative strength (RSI) | 54 |
| Short interest (ETF) | 0.1% |
| Short interest (underlying) | 3.3% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. AUSF |
Expenses vs. AUSF |
ALTAR Score™ vs. AUSF |
|---|---|---|---|---|
| USMV | iShares MSCI USA Min Vol Factor ETF | 29.9% | -12 bp | -3.5% |
| ALTL | Pacer Lunt Large Cap Alternator ETF | 29.2% | +33 bp | -4.4% |
| XRLV | Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF | 28.9% | -2 bp | -4.1% |
| HUSV | First Trust Horizon Managed Volatility Domestic ETF | 28.8% | +43 bp | -4.9% |
| SPLV | Invesco S&P 500 Low Volatility ETF | 28.8% | -2 bp | -4.2% |
| STXV | Strive 1000 Value ETF | 28.2% | -9 bp | -1.5% |
| VOOV | Vanguard S&P 500 Value ETF | 27.9% | -17 bp | -2.8% |
| IVE | iShares S&P 500 Value ETF | 27.9% | -9 bp | -2.8% |
| IUSV | iShares Core S&P US Value ETF | 27.9% | -23 bp | -2.7% |
| SPYV | SPDR Portfolio S&P 500 Value ETF | 27.9% | -23 bp | -2.7% |
Risk and Returns: AUSF vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 12/20/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
AUSF
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
SPECULATIVE
Deeply undervalued but risky. A rating of SPECULATIVE is assigned to ETFs with ALTAR Scores in the top quintile (the top 20%) of their category, indicating exceptional appreciation potential. However, often these are narrowly-focused funds or in industries with structural issues, which may also make them very risky. Nonetheless they may still be useful as part of a well-diversified portfolio.
ALTAR Score™
AUSF
9.4%
Cat. Avg
5.6%
ALTAR Score™ Calculation
Category Overview
There are 977 funds in the US Equity category, with an average ALTAR Score™
of 5.6% and a standard deviation of
2.6%. AUSF's ALTAR Score™ is approximately
1.5 standard deviations
above
the category average. This places AUSF in the 93rd percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
AUSFSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based US Equity ETFs |
| # of ETFs | 609 |
| Avg. Expense Ratio | 46.6 bp |
| Std. Deviation | 32.9 bp |
| AUSF (27 bp) Percentile rank | 28 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| AUSF | 27.0 | 26.0 | 53 |
| Peer Avg. | 30.3 | 14.0 | 44.3 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .