See what your fund actually adds
iShares Global Equity Factor ETF GLOF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GLOF | Replication |
|---|---|---|
| Annualized growth | 12.7% | 12.0% |
| Annualized volatility | 14.8% | 15.3% |
| Sharpe ratio | 0.88 | 0.82 |
| Maximum drawdown | 24.5% | 23.8% |
| Replication fit (R²) | 0.98 · Tracking error 2.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model GLOF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| LRGF | Factor · Multi-Factor | 62.4% |
| VEA | Intl · Developed | 20.4% |
| VWO | Emerging Markets | 10.4% |
| EFG | Intl · Growth | 6.9% |