GLOBAL X ADAPTIVE U.S. FACTOR ETF
Symbol: AUSF
Exchange: NYSE
Sector: Technology
Category: Mid-Cap Value
Inception date: 24/08/2018
Latest date: 15/10/2026
Current price: $50.27
Expense ratio: 0.27%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.99%
Ann. -28.87% (Sharpe / Sortino numerator)
Volatility
11.02%
Sharpe ratio
-2.948
VaR 95%
-1.12%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.85%
Ann. 22.90% (Sharpe / Sortino numerator)
Volatility
10.21%
Sharpe ratio
1.886
VaR 95%
-1.02%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.96%
Ann. 14.28% (Sharpe / Sortino numerator)
Volatility
10.55%
Sharpe ratio
1.010
VaR 95%
-1.06%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.92%
Ann. 14.37% (Sharpe / Sortino numerator)
Volatility
14.43%
Sharpe ratio
0.744
VaR 95%
-1.10%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
22.91%
Ann. 13.21% (Sharpe / Sortino numerator)
Volatility
13.22%
Sharpe ratio
0.724
VaR 95%
-1.14%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
70.61%
Ann. 20.41% (Sharpe / Sortino numerator)
Volatility
13.19%
Sharpe ratio
1.273
VaR 95%
-1.18%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.05%
Best day
1.779%
Worst day
-1.655%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $50.22 | $50.57 | $50.22 | $50.27 | 20,700 |
| 14/10/2026 | $49.35 | $49.73 | $49.35 | $49.73 | 20,400 |
| 13/10/2026 | $49.61 | $49.62 | $49.30 | $49.44 | 88,400 |
| 12/10/2026 | $49.26 | $49.42 | $49.23 | $49.39 | 48,600 |
| 09/10/2026 | $49.12 | $49.25 | $49.06 | $49.13 | 30,400 |
| 08/10/2026 | $48.78 | $49.46 | $48.78 | $49.44 | 23,200 |
| 07/10/2026 | $49.17 | $49.17 | $48.82 | $48.91 | 180,400 |
| 06/10/2026 | $49.16 | $49.28 | $49.08 | $49.14 | 97,100 |
| 05/10/2026 | $48.80 | $49.13 | $48.70 | $49.07 | 43,000 |
| 02/10/2026 | $48.88 | $49.07 | $48.76 | $48.84 | 48,200 |