Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AUSF (Global X Adaptive U.S. Factor ETF) | 8.15% | 11.01% | 18.72% | 18.27% | NA | NA | NA | 13.87% |
Data as of 07/16/2025, AR inception is 08/29/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AUSF (Global X Adaptive U.S. Factor ETF) | 08/29/2018 | 07/16/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.41 | 11.01 | 18.72 | 18.27 | NA | NA | NA | 13.87 | 8.15 | 16.06 | 22.25 | -0.17 | 27.46 | 1.23 | 24.11 | -11.13 |
| Sharpe Ratio | NA | 0.79 | 1.10 | 1.15 | NA | NA | NA | 0.52 | 0.89 | 1.05 | 1.41 | -0.10 | 2.20 | 0.02 | 2.27 | -2.20 |
| Standard Deviation(%) | NA | 15.62 | 14.16 | 14.76 | NA | NA | NA | 20.07 | 17.85 | 11.81 | 13.31 | 16.73 | 12.46 | 40.92 | 9.96 | 14.27 |
| Draw Down(%) | NA | 12.29 | 12.29 | 14.23 | NA | NA | NA | 44.25 | 10.84 | 7.50 | 7.14 | 14.23 | 5.63 | 44.25 | 5.83 | 15.59 |
| Yield(%) | 0.00 | 3.05 | 3.19 | 3.84 | 2.38 | 1.59 | 1.19 | 3.97 | 1.37 | 2.99 | 2.21 | 2.45 | 2.80 | 2.89 | 4.77 | 1.29 |
Data as of 07/16/2025, AR inception is 08/29/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUSF (Global X Adaptive U.S. Factor ETF) |
7.29%
Sep 2019 - Sep 2022 |
7.98%
Sep 2018 - Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUSF (Global X Adaptive U.S. Factor ETF) |
22.63%
Mar 2020 - Mar 2023 |
22.80%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart