See what your fund actually adds
Northern Trust ESG & Climate Investment Grade Corporate Core ETF FEIG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FEIG | Replication |
|---|---|---|
| Annualized growth | -0.6% | -0.4% |
| Annualized volatility | 6.9% | 7.0% |
| Sharpe ratio | -0.05 | -0.03 |
| Maximum drawdown | 21.9% | 21.9% |
| Replication fit (R²) | 0.99 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model FEIG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCLT | FI · Long Corp | 38.0% |
| VCSH | FI · Short Corp | 35.2% |
| VCIT | FI · IG Credit | 26.8% |