Performance analysis of AUSF (GLOBAL X ADAPTIVE U.S. FACTOR ETF)
Annual Return
Over the past 3 years, AUSF has had an average annual return of +20.16%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, AUSF has had an average annual return of +12.72%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Aug 28, 2018, AUSF has had an average annual return of +12.25%, underperforming the benchmark SPY, which returned +14.85% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.72% | +13.69% | +16.05% | +22.24% | -0.20% | +27.45% | +1.26% | +24.08% | -10.79% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.66% | +3.94% | -3.55% | +2.24% | +0.03% | -0.55% | +6.72% | ||||||
| 2025 | +4.03% | +0.92% | -0.34% | -2.68% | +3.05% | +2.80% | -0.29% | +4.44% | +0.59% | -2.82% | +2.98% | +0.55% | +13.69% |
| 2024 | +1.82% | +3.81% | +4.47% | -4.62% | +3.06% | -0.66% | +6.01% | +1.69% | +0.52% | +0.23% | +5.70% | -6.26% | +16.05% |
| 2023 | -0.18% | -2.83% | +1.04% | +1.38% | -3.39% | +7.85% | +4.09% | +0.25% | -4.75% | -0.67% | +10.56% | +8.17% | +22.24% |
| 2022 | -3.84% | -0.52% | +4.04% | -4.09% | +2.06% | -6.09% | +5.92% | -1.15% | -5.66% | +11.54% | +2.33% | -3.23% | -0.20% |
| 2021 | +0.38% | +4.90% | +6.43% | +3.52% | +2.81% | -1.97% | +0.56% | +3.13% | -2.69% | +2.96% | -2.00% | +7.04% | +27.45% |
| 2020 | +0.04% | -11.35% | -22.81% | +14.04% | +2.74% | +2.85% | +3.70% | +3.91% | -2.96% | +0.71% | +12.76% | +3.37% | +1.26% |
| 2019 | +9.06% | +1.50% | +0.04% | +3.19% | -5.07% | +5.37% | +1.41% | -2.67% | +3.81% | +1.07% | +2.72% | +2.05% | +24.08% |
| 2018 | -0.20% | +0.16% | -4.11% | +2.56% | -9.25% | -10.79% |
Drawdown analysis of AUSF (GLOBAL X ADAPTIVE U.S. FACTOR ETF)
The maximum drawdown for the AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current AUSF drawdown is -2.25%.
Since Aug 28, 2018 AUSF has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.25% | Feb 13, 2020 | 26 | Mar 23, 2020 | 200 | Jan 6, 2021 | 226 |
| -15.59% | Sep 21, 2018 | 64 | Dec 24, 2018 | 84 | Apr 26, 2019 | 148 |
| -14.24% | Apr 20, 2022 | 41 | Jun 17, 2022 | 109 | Nov 22, 2022 | 150 |
| -12.29% | Nov 27, 2024 | 88 | Apr 8, 2025 | 55 | Jun 27, 2025 | 143 |
| -9.83% | Dec 2, 2022 | 71 | Mar 17, 2023 | 73 | Jul 3, 2023 | 144 |
| -7.13% | Aug 30, 2023 | 41 | Oct 27, 2023 | 10 | Nov 10, 2023 | 51 |
| -6.75% | Dec 29, 2021 | 38 | Feb 23, 2022 | 24 | Mar 29, 2022 | 62 |
| -5.84% | Mar 2, 2026 | 14 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -5.83% | Jul 26, 2019 | 20 | Aug 23, 2019 | 13 | Sep 12, 2019 | 33 |
| -5.62% | Jun 4, 2021 | 30 | Jul 19, 2021 | 20 | Aug 16, 2021 | 50 |
| -5.36% | Mar 28, 2024 | 12 | Apr 16, 2024 | 60 | Jul 12, 2024 | 72 |
| -5.33% | Jul 31, 2024 | 3 | Aug 5, 2024 | 14 | Aug 23, 2024 | 17 |
| -5.15% | May 3, 2019 | 19 | May 31, 2019 | 14 | Jun 20, 2019 | 33 |
| -4.91% | Nov 16, 2021 | 10 | Dec 1, 2021 | 11 | Dec 16, 2021 | 21 |
| -4.36% | Sep 11, 2025 | 50 | Nov 20, 2025 | 14 | Dec 11, 2025 | 64 |
| -4.12% | Sep 2, 2021 | 12 | Sep 21, 2021 | 20 | Oct 19, 2021 | 32 |
| -3.68% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -3.60% | Jul 23, 2025 | 7 | Aug 1, 2025 | 8 | Aug 13, 2025 | 15 |
| -3.06% | Aug 30, 2024 | 4 | Sep 6, 2024 | 11 | Sep 23, 2024 | 15 |
| -2.99% | Feb 24, 2021 | 2 | Feb 26, 2021 | 6 | Mar 8, 2021 | 8 |
| -2.93% | Jul 31, 2023 | 13 | Aug 17, 2023 | 9 | Aug 30, 2023 | 22 |
| -2.79% | Oct 16, 2024 | 13 | Nov 4, 2024 | 2 | Nov 6, 2024 | 15 |
| -2.74% | Dec 28, 2023 | 4 | Jan 4, 2024 | 10 | Jan 19, 2024 | 14 |
| -2.73% | Jul 10, 2025 | 3 | Jul 15, 2025 | 6 | Jul 23, 2025 | 9 |
| -2.67% | May 10, 2021 | 2 | May 12, 2021 | 2 | May 14, 2021 | 4 |