See what your fund actually adds

Harbor Emerging Markets Equity ETF EPEM

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

Fund and replication metrics

EPEM compared with its replication portfolio
MeasureEPEMReplication
Annualized growth41.9%21.6%
Annualized volatility16.4%13.8%
Sharpe ratio2.221.49
Maximum drawdown10.2%9.0%
Replication fit (R²)0.78 · Tracking error 7.7%

Replication portfolio

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

EPEM replication basket weights
TickerBuilding blockWeight
DGSEM Small Cap62.3%
VWOEmerging Markets27.6%
MTUMFactor · Momentum6.0%
SLVAlternatives · Silver4.0%