See what your fund actually adds
MFS Blended Research Emerging Markets Equity ETF BREE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BREE | Replication |
|---|---|---|
| Annualized growth | 31.8% | 30.5% |
| Annualized volatility | 19.2% | 16.2% |
| Sharpe ratio | 1.54 | 1.72 |
| Maximum drawdown | 8.3% | 6.7% |
| Replication fit (R²) | 0.77 · Tracking error 9.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model BREE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 54.8% |
| MTUM | Factor · Momentum | 33.3% |
| DGS | EM Small Cap | 7.9% |
| VEA | Intl · Developed | 4.1% |