See what your fund actually adds
Global X Adaptive U.S. Factor ETF AUSF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AUSF | Replication |
|---|---|---|
| Annualized growth | 12.8% | 10.0% |
| Annualized volatility | 13.4% | 13.6% |
| Sharpe ratio | 0.96 | 0.77 |
| Maximum drawdown | 13.4% | 14.7% |
| Replication fit (R²) | 0.87 · Tracking error 4.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model AUSF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 38.2% |
| VBR | Small-Cap · Value | 23.7% |
| SCHD | Factor · Dividend | 19.6% |
| VTV | Style · Value | 9.8% |
| XLE | Sector · Energy | 8.7% |