See what your fund actually adds
Northern Trust ESG & Climate US Large Cap Core ETF FEUS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FEUS | Replication |
|---|---|---|
| Annualized growth | 11.9% | 12.9% |
| Annualized volatility | 16.3% | 16.2% |
| Sharpe ratio | 0.77 | 0.83 |
| Maximum drawdown | 24.8% | 24.6% |
| Replication fit (R²) | 0.99 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model FEUS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 62.3% |
| VUG | Style · Growth | 20.3% |
| SCHD | Factor · Dividend | 6.9% |
| VTV | Style · Value | 6.3% |
| USMV | Factor · Min Vol | 4.1% |