See what your fund actually adds
Fidelity International Value Factor ETF FIVA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FIVA | Replication |
|---|---|---|
| Annualized growth | 12.9% | 12.7% |
| Annualized volatility | 15.3% | 13.7% |
| Sharpe ratio | 0.87 | 0.94 |
| Maximum drawdown | 27.5% | 22.0% |
| Replication fit (R²) | 0.93 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model FIVA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 59.5% |
| DBEF | Intl · Dev Hedged | 24.4% |
| DGS | EM Small Cap | 11.3% |
| VEA | Intl · Developed | 4.8% |