See what your fund actually adds
Northern Trust Global Quality Real Estate ETF GQRE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GQRE | Replication |
|---|---|---|
| Annualized growth | 0.3% | 0.8% |
| Annualized volatility | 16.5% | 16.3% |
| Sharpe ratio | 0.10 | 0.13 |
| Maximum drawdown | 34.8% | 31.6% |
| Replication fit (R²) | 0.97 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model GQRE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VNQ | Sector · Real Estate | 69.7% |
| VNQI | Alternatives · Intl Real Estate | 24.9% |
| DBEF | Intl · Dev Hedged | 5.4% |