See what your fund actually adds
Russell Investments Global Real Estate ETF CRIB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CRIB | Replication |
|---|---|---|
| Annualized growth | -26.8% | -19.7% |
| Annualized volatility | 8.0% | 7.9% |
| Sharpe ratio | -3.85 | -2.72 |
| Maximum drawdown | 10.8% | 9.0% |
| Replication fit (R²) | 0.95 · Tracking error 1.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model CRIB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VNQ | Sector · Real Estate | 78.3% |
| EFV | Intl · Value | 11.2% |
| VNQI | Alternatives · Intl Real Estate | 8.4% |
| XLI | Sector · Industrials | 2.1% |