See what your fund actually adds
Global X S&P 500 U.S. Market Leaders Top 50 ETF FLAG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FLAG | Replication |
|---|---|---|
| Annualized growth | 10.9% | 15.5% |
| Annualized volatility | 11.2% | 10.0% |
| Sharpe ratio | 0.98 | 1.49 |
| Maximum drawdown | 9.2% | 7.8% |
| Replication fit (R²) | 0.85 · Tracking error 4.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model FLAG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 48.6% |
| XLV | Sector · Healthcare | 20.5% |
| XLY | Sector · Cons Discr | 11.9% |
| VUG | Style · Growth | 11.3% |
| XLF | Sector · Financials | 7.7% |