See what your fund actually adds
City Different Investments Global Equity ETF CDIG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CDIG | Replication |
|---|---|---|
| Annualized growth | 3.4% | 4.4% |
| Annualized volatility | 18.3% | 13.3% |
| Sharpe ratio | 0.27 | 0.39 |
| Maximum drawdown | 10.9% | 8.8% |
| Replication fit (R²) | 0.68 · Tracking error 10.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model CDIG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLY | Sector · Cons Discr | 41.8% |
| XLB | Sector · Materials | 29.0% |
| VOE | Mid-Cap · Value | 14.8% |
| VOT | Mid-Cap · Growth | 14.4% |