Global X Adaptive U.S. Factor ETF (AUSF) Performance
AUSF total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +12.9% since Dec 31, 2025
- 1 year
- +15.2% total return
- 5 years
- +13.4% a year
- Since first price
- +12.4% a year since 2018
AUSF trailing returns vs SPY, QQQ, AGG
| Period | AUSF total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.3% | +3.3% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.4% | +1.7% | +3.2% | +1.9% | −0.4% |
| 6 months | +5.1% | +3.7% | +7.8% | +8.4% | −1.5% |
| YTD | +12.9% | +10.8% | +12.3% | +15.1% | −1.0% |
| 1 year | +15.2% | +12.0% | +14.4% | +15.9% | −1.1% |
| 3 years | +79.7%+21.6%/yr | +65.8% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +87.7%+13.4%/yr | +64.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionAug 28, 2018 | +159.8%+12.4%/yr | +105.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: AUSF vs SPY
From Aug 28, 2018: AUSF grew to $25,980, SPY to $29,680.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
AUSF returns by calendar year
6 of 7 full years positive. Best 2021 (+27.5%), worst 2022 (−0.2%). 2026 is year to date.
AUSF annual returns table
| Year | AUSF | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +12.9% | −7.0% | +12.3% | +15.1% | −1.0% |
| 2025 | +13.7% | −10.8% | +17.7% | +20.8% | +7.2% |
| 2024 | +16.1% | −7.5% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.3% | −7.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −0.2% | −14.2% | −18.2% | −32.6% | −13.0% |
| 2021 | +27.5% | −5.6% | +28.7% | +27.4% | −1.8% |
| 2020 | +1.3% | −44.2% | +18.3% | +48.6% | +7.5% |
| 2019 | +24.0% | −5.9% | +31.2% | +39.0% | +8.5% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
AUSF largest drawdowns
Now 2.0% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 13, 2020 | −44.2% | Mar 23, 2020 | Jan 6, 2021 | 39 days | 11 months |
| Sep 21, 2018 | −15.6% | Dec 24, 2018 | Apr 26, 2019 | 3 months | 7 months |
| Apr 20, 2022 | −14.2% | Jun 17, 2022 | Nov 22, 2022 | 58 days | 7 months |
| Nov 27, 2024 | −12.3% | Apr 8, 2025 | Jun 27, 2025 | 4 months | 7 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
AUSF risk statistics
| Statistic | 3 years | 5 years | Since 2018 |
|---|---|---|---|
| Annualized return | +18.8% | +13.2% | +11.8% |
| Volatility (annualized) | 12.8% | 14.1% | 17.4% |
| Sharpe ratio | 1.08 | 0.70 | 0.58 |
| Sortino ratio | 1.97 | 1.23 | 0.86 |
| Best month | +10.6% | +11.5% | +14.0% |
| Worst month | −6.3% | −6.3% | −22.8% |
| Best 12 months | +40.1% | +40.1% | +65.8% |
| Worst 12 months | +6.0% | −2.4% | −23.3% |
| Positive months | 69% | 62% | 67% |
| Beta vs S&P 500 | 0.60 | 0.66 | — |
| Correlation with S&P 500 | 0.58 | 0.74 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
AUSF rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 87 | −23.3% | +12.6% | +65.8% | 83% |
| 3-year (a year) | 63 | +7.3% | +15.3% | +22.6% | 100% |
| 5-year (a year) | 39 | +8.0% | +14.3% | +22.8% | 100% |
Every holding period starting at a month-end since 2018. Returns for 3 years and longer are annualized.
AUSF performance overview
Global X Adaptive U.S. Factor ETF (AUSF) returned +15.2% over the past year and +13.4% a year over five years, with distributions reinvested. Since its first recorded price in 2018 it has returned +12.4% a year, turning $10,000 into about $25,980. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −44.2%, from Feb 13, 2020 to Mar 23, 2020, and it took 9 months to get back to the old high. AUSF finished 6 of its 7 full calendar years with a gain; the best year was 2021 (+27.5%) and the worst 2022 (−0.2%). Volatility has been 17.4% a year.
Related: AUSF chart, AUSF holdings, AUSF dividends, AUSF valuation. See the AUSF overview for the latest quote and fund facts.
AUSF performance FAQ
What is the AUSF return over the past year?
AUSF returned +15.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 12.0%.
What is the average annual return of AUSF?
AUSF has returned +13.4% a year over 5 years, +12.4% a year since August 28, 2018 (total return, distributions reinvested).
How much would $10,000 invested in AUSF be worth?
$10,000 invested in AUSF at its first recorded close on August 28, 2018 would be worth about $25,980 on October 23, 2026 with distributions reinvested.
What was the worst year for AUSF?
The worst calendar year was 2022, with a total return of −0.2%. The best was 2021 at +27.5%.
What is the biggest drawdown of AUSF?
The largest peak-to-trough decline was −44.2% between February 13, 2020 and March 23, 2020. It recovered to the old high on January 6, 2021, 9 months after the bottom.
How volatile is AUSF?
Over the past 3 years AUSF had an annualized volatility of 12.8% and a Sharpe ratio of 1.08 (excess return over 1–3 month T-bills per unit of risk).