See what your fund actually adds
Brown Advisory Sustainable Value ETF BASV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BASV | Replication |
|---|---|---|
| Annualized growth | 16.4% | 16.4% |
| Annualized volatility | 12.1% | 10.6% |
| Sharpe ratio | 1.32 | 1.49 |
| Maximum drawdown | 9.1% | 7.4% |
| Replication fit (R²) | 0.84 · Tracking error 4.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model BASV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 42.1% |
| SPHQ | Factor · Quality | 21.3% |
| EMLC | FI · EM Local Currency | 13.0% |
| RSP | Factor · Equal Weight | 12.4% |
| XLF | Sector · Financials | 11.2% |