See what your fund actually adds

iShares MSCI Global Quality Factor ETF AQLT

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

Fund and replication metrics

AQLT compared with its replication portfolio
MeasureAQLTReplication
Annualized growth16.8%15.3%
Annualized volatility15.0%15.8%
Sharpe ratio1.110.98
Maximum drawdown15.3%15.7%
Replication fit (R²)0.95 · Tracking error 3.2%

Replication portfolio

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

AQLT replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth38.5%
EFGIntl · Growth25.3%
SPHQFactor · Quality22.3%
VWOEmerging Markets13.9%