See what your fund actually adds

First Trust Active Factor Emerging Markets ETF AFEM

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

AFEM compared with its replication portfolio
MeasureAFEMReplication
Annualized growth11.5%8.4%
Annualized volatility16.0%14.0%
Sharpe ratio0.760.65
Maximum drawdown30.2%26.5%
Replication fit (R²)0.87 · Tracking error 5.8%

Replication portfolio

The published portfolio below is the investable basket used to model AFEM’s historical return behavior.

AFEM replication basket weights
TickerBuilding blockWeight
VWOEmerging Markets49.8%
DGSEM Small Cap26.8%
VEAIntl · Developed17.6%
XLKSector · Technology5.8%