See what your fund actually adds

Swan Hedged Equity US Large Cap ETF HEGD

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

HEGD compared with its replication portfolio
MeasureHEGDReplication
Annualized growth8.4%8.0%
Annualized volatility8.8%9.0%
Sharpe ratio0.960.90
Maximum drawdown13.7%17.4%
Replication fit (R²)0.87 · Tracking error 3.2%

Replication portfolio

The published portfolio below is the investable basket used to model HEGD’s historical return behavior.

HEGD replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures33.4%
VCITFI · IG Credit26.4%
VOOUS Large Cap25.7%
VUGStyle · Growth14.0%
SPHYFI · High Yield0.4%