Global X Adaptive U.S. Factor ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
Category | US Equities |
Fund Sponsor | Global X |
Website | www.globalxfunds.com |
Inception date | Aug 24, 2018 |
Assets (mns) | $157 |
Currency | USD |
Expense ratio | 27 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Proprietary |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 192 |
Wgt avg mkt cap (mns) | $56,808 |
Large cap (>$10bn) | 64.6% |
Mid cap ($2-10bn) | 34.8% |
Small cap (<$2bn) | 0.0% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
VERIZON COMMUNICATIONS INC | 1.8 % |
NORTONLIFELOCK INC | 1.8 % |
PFIZER INC | 1.8 % |
KROGER CO | 1.7 % |
GARMIN LTD | 1.7 % |
AMDOCS LTD | 1.6 % |
AGNC INVESTMENT CORP. | 1.6 % |
JOHNSON & JOHNSON | 1.4 % |
QIAGEN NV | 1.4 % |
TYLER TECHNOLOGIES INC | 1.4 % | Total | 16.2 % |
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UNITED STATES | 93.4 % |
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SWITZERLAND | 1.7 % |
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BRITAIN | 1.7 % |
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NETHERLANDS | 1.4 % |
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IRELAND | 1.1 % |
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BERMUDA | 0.6 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
1.3% | 1.3% | -- | -- | 5.1% |
versus... | Beta | R-squared |
S&P500 | 1.11 | 88% |
MSCI EAFE | 1.10 | 84% |
MSCI Emg. Mkts. | 0.96 | 77% |
Recent close | $26.57 |
30d moving avg. | $25.95 |
Annualized volatility | 24.5% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 59 |
Avg. volume (thou.) | 23 |
Turnover | 0.4% |
Bid/Ask (% of price) | 0.37% |
ADV underlying (mns) | $56,759 |
FINDING ALTERNATIVE FUNDS
Below is a list of 95 potential alternatives to the Global X Adaptive U.S. Factor ETF ETF based on the alternatives' overlap in portfolio holdings with AUSF. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | AUSF | Expense: | 27 bp | ALTAR Score™: | 8.0% |
Ticker | Fund Name |
Overlap1 vs AUSF (%) |
Expense ratio (bp) |
Savings vs AUSF (bp) |
ALTAR Score™ (%) |
ALTAR vs AUSF (%) |
RPV | Invesco S&P 500 Pure Value ETF | 30.7 | 35 | -8 | 10.0 | +1.9 |
VOOV | Vanguard S&P 500 Value ETF | 30.1 | 10 | 17 | 6.6 | -1.5 |
JVAL | JPMorgan U.S. Value Factor ETF | 29.6 | 12 | 15 | 7.1 | -0.9 |
CDC | VictoryShares US EQ Income Enhanced Volatility Wtd Index ETF | 28.1 | 35 | -8 | 7.7 | -0.4 |
CDL | VictoryShares US Large Cap High Dividend Volatility Wtd Idx | 28.1 | 35 | -8 | 7.7 | -0.4 |
VYM | Vanguard High Dividend Yield Index ETF | 27.8 | 6 | 21 | 6.7 | -1.4 |
SPYV | SPDR Portfolio S&P 500 Value ETF | 27.5 | 4 | 23 | 6.4 | -1.6 |
IVE | iShares S&P 500 Value ETF | 27.4 | 18 | 9 | 6.3 | -1.8 |
FTA | First Trust Large Cap Value AlphaDEX Fund | 27.3 | 60 | -33 | 7.4 | -0.7 |
IUSV | iShares Core S&P U.S. Value ETF | 27.2 | 4 | 23 | 6.4 | -1.6 |
VTV | Vanguard Value Index Fund | 26.6 | 4 | 23 | 6.6 | -1.5 |
PRF | Invesco FTSE RAFI US 1000 ETF | 26.2 | 39 | -12 | 5.8 | -2.3 |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 26.1 | 25 | 2 | 5.8 | -2.3 |
FAB | First Trust Multi Cap Value AlphaDEX Fund | 26.0 | 71 | -44 | 7.5 | -0.5 |
RNDV | US Equity Dividend Select ETF | 26.0 | 50 | -23 | 7.4 | -0.7 |
JDIV | JPMorgan U.S. Dividend ETF | 25.9 | 12 | 15 | 6.7 | -1.3 |
DVY | iShares Select Dividend ETF | 25.9 | 39 | -12 | 8.1 | +0.0 |
VONV | Vanguard Russell 1000 Value Index Fund | 25.6 | 8 | 19 | 6.1 | -1.9 |
VFVA | Vanguard U.S. Value Factor ETF | 25.4 | 14 | 13 | 8.4 | +0.4 |
SCHV | Schwab U.S. Large-Cap Value ETF | 25.3 | 4 | 23 | 6.1 | -2.0 |
RWL | Invesco S&P 500 Revenue ETF | 25.0 | 39 | -12 | 6.2 | -1.8 |
FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 25.0 | 25 | 2 | 5.7 | -2.4 |
IWD | iShares Russell 1000 Value ETF | 24.9 | 19 | 8 | 6.0 | -2.0 |
VLU | SPDR S&P 1500 Value Tilt ETF | 24.6 | 12 | 15 | 6.1 | -1.9 |
RAFE | PIMCO RAFI ESG U.S. ETF | 24.6 | 30 | -3 | 6.7 | -1.3 |
QUS | SPDR MSCI USA StrategicFactors ETF | 24.5 | 15 | 12 | 5.3 | -2.8 |
SPYD | SPDR S&P 500 High Dividend ETF | 24.3 | 7 | 20 | 9.2 | +1.2 |
VALQ | American Century STOXX U.S. Quality Value ETF | 24.3 | 29 | -2 | 7.8 | -0.2 |
USMV | iShares Edge MSCI Min Vol USA ETF | 23.8 | 15 | 12 | 5.3 | -2.7 |
STLV | iShares Factors US Value Style ETF | 23.4 | 25 | 2 | 6.5 | -1.5 |
ROUS | Hartford Multifactor US Equity ETF | 23.4 | 19 | 8 | 5.9 | -2.2 |
DIVB | iShares U.S. Dividend & Buyback ETF | 23.2 | 25 | 2 | 5.9 | -2.2 |
DTD | WisdomTree U.S.Total Dividend Fund | 23.2 | 28 | -1 | 6.3 | -1.8 |
EPS | WisdomTree U.S. Earnings 500 Fund | 23.1 | 8 | 19 | 5.9 | -2.1 |
MGV | Vanguard Mega Cap Value ETF | 22.8 | 7 | 20 | 6.5 | -1.6 |
VLUE | iShares MSCI USA Value Factor ETF | 22.7 | 15 | 12 | 9.7 | +1.7 |
DLN | WisdomTree U.S. LargeCap Dividend Fund | 22.5 | 28 | -1 | 6.2 | -1.9 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 22.3 | 17 | 10 | 6.1 | -2.0 |
SPVU | Invesco S&P 500 Enhanced Value ETF | 22.1 | 13 | 14 | 9.5 | +1.5 |
FNK | First Trust Mid Cap Value AlphaDEX Fund | 22.1 | 70 | -43 | 7.7 | -0.3 |
FDRR | Fidelity Dividend ETF for Rising Rates | 21.8 | 29 | -2 | 6.0 | -2.1 |
RNLC | Large Cap US Equity Select ETF | 21.7 | 60 | -33 | 5.2 | -2.8 |
FEX | First Trust Large Cap Core AlphaDEX Fund | 21.7 | 60 | -33 | 4.7 | -3.4 |
ONEY | SPDR Russell 1000 Yield Focus ETF | 21.7 | 20 | 7 | 7.2 | -0.9 |
IWX | iShares Russell Top 200 Value ETF | 21.6 | 20 | 7 | 6.1 | -2.0 |
DYNF | BlackRock U.S. Equity Factor Rotation ETF | 21.5 | 30 | -3 | 5.2 | -2.8 |
MAGA | Point Bridge GOP Stock Tracker ETF | 21.4 | 72 | -45 | 5.3 | -2.7 |
RSP | Invesco S&P 500 Equal Weight ETF | 21.3 | 20 | 7 | 5.6 | -2.5 |
FDLO | Fidelity Low Volatility Factor ETF | 21.3 | 29 | -2 | 4.9 | -3.1 |
FUNL | CornerCap Fundametrics Large-Cap ETF | 21.2 | 50 | -23 | 7.2 | -0.8 |
RVRS | Reverse Cap Weighted U.S. Large Cap ETF | 21.1 | 29 | -2 | 6.1 | -1.9 |
SPLV | Invesco S&P 500 Low Volatility ETF | 21.0 | 25 | 2 | 5.6 | -2.5 |
JMIN | JPMorgan U.S. Minimum Volatility ETF | 21.0 | 12 | 15 | 5.3 | -2.7 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 20.8 | 30 | -3 | 5.0 | -3.0 |
PY | Principal Shareholder Yield Index ETF | 20.7 | 15 | 12 | 7.8 | -0.2 |
SPXT | ProShares S&P 500 Ex-Technology ETF | 20.5 | 27 | 0 | 4.9 | -3.2 |
IUS | Invesco Strategic US ETF | 20.5 | 19 | 8 | 5.5 | -2.6 |
RBUS | Nationwide Risk-Based U.S. Equity ETF | 20.4 | 30 | -3 | 4.6 | -3.5 |
ULVM | VictoryShares USAA MSCI USA Value Momentum ETF | 20.3 | 20 | 7 | 6.6 | -1.4 |
JKI | iShares Morningstar Mid-Cap Value ETF | 20.1 | 30 | -3 | 7.7 | -0.4 |
JHML | John Hancock Multifactor Large Cap ETF | 19.7 | 29 | -2 | 4.9 | -3.2 |
DEF | Invesco Defensive Equity ETF | 19.6 | 55 | -28 | 5.3 | -2.8 |
ESGV | Vanguard ESG U.S. Stock ETF | 19.6 | 12 | 15 | 4.5 | -3.6 |
EQWL | Invesco Russell Top 200 Equal Weight ETF | 19.6 | 25 | 2 | 5.6 | -2.5 |
AFLG | First Trust Active Factor Large Cap ETF | 19.6 | 55 | -28 | 4.7 | -3.4 |
LSLT | Salt Low truBeta US Market ETF | 19.5 | 60 | -33 | 5.8 | -2.3 |
DGRO | iShares Core Dividend Growth ETF | 19.4 | 8 | 19 | 6.0 | -2.0 |
PBP | Invesco S&P 500 BuyWrite ETF | 19.4 | 49 | -22 | 4.3 | -3.7 |
FLQL | Franklin LibertyQ U.S. Equity ETF | 19.3 | 15 | 12 | 5.9 | -2.1 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 19.3 | 60 | -33 | 4.4 | -3.7 |
GSEW | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 19.2 | 9 | 18 | 5.0 | -3.1 |
SFY | SoFi Select 500 ETF | 19.1 | 0 | 27 | 4.6 | -3.5 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 19.0 | 9 | 18 | 4.8 | -3.3 |
SDOG | ALPS Sector Dividend Dogs ETF | 19.0 | 40 | -13 | 8.8 | +0.7 |
JUST | Goldman Sachs JUST U.S. Large Cap Equity ETF | 19.0 | 20 | 7 | 4.6 | -3.5 |
SPY | SPDR S&P 500 ETF Trust | 18.9 | 9 | 18 | 4.7 | -3.4 |
SPLG | SPDR Portfolio Large Cap ETF | 18.9 | 3 | 24 | 4.7 | -3.3 |
FXO | First Trust Financials AlphaDEX Fund | 18.9 | 63 | -36 | 9.2 | +1.1 |
IVV | iShares Core S&P 500 ETF | 18.9 | 3 | 24 | 4.7 | -3.3 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 18.8 | 20 | 7 | 4.8 | -3.3 |
HUSV | First Trust Horizon Managed Volatility Domestic ETF | 18.8 | 70 | -43 | 4.8 | -3.2 |
DTN | WisdomTree U.S. Dividend ex-Financials Fund | 18.7 | 38 | -11 | 7.6 | -0.4 |
CFO | VictoryShares US 500 Enhanced Volatility Weighted Index ETF | 18.6 | 35 | -8 | 5.1 | -3.0 |
VOO | VANGUARD S&P 500 ETF | 18.6 | 3 | 24 | 4.8 | -3.2 |
XRLV | Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF | 18.5 | 25 | 2 | 5.9 | -2.2 |
CFA | VictoryShares US 500 Volatility Weighted Index ETF | 18.5 | 35 | -8 | 5.0 | -3.0 |
GBDV | Global Beta Smart Income ETF | 18.5 | 29 | -2 | 8.3 | +0.3 |
JPUS | JPMorgan Diversified Return U.S. Equity ETF | 18.5 | 18 | 9 | 5.6 | -2.4 |
LVHD | Legg Mason Low Volatility High Dividend ETF | 18.5 | 27 | 0 | 7.7 | -0.3 |
EUSA | iShares MSCI USA Equal Weighted ETF | 18.5 | 15 | 12 | 5.1 | -2.9 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 18.4 | 7 | 20 | 4.5 | -3.5 |
JKF | iShares Morningstar Large Cap Value ETF | 18.4 | 25 | 2 | 6.6 | -1.4 |
SIZE | iShares MSCI USA Size Factor ETF | 18.4 | 15 | 12 | 5.1 | -2.9 |
PBUS | Invesco PureBeta MSCI USA ETF | 18.4 | 4 | 23 | 4.6 | -3.5 |
USEQ | Invesco Russell 1000 Enhanced Equal Weight ETF | 18.4 | 29 | -2 | 6.0 | -2.1 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Global X Adaptive U.S. Factor ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
SPECULATIVE |
Deeply undervalued but risky. A rating of SPECULATIVE is assigned to ETFs with ALTAR Scores in the top quintile (the top 20%) of their category, indicating exceptional appreciation potential. However, often these are narrowly-focused funds or in industries with structural issues, which may also make them very risky. Nonetheless they may still be useful as part of a well-diversified portfolio. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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