See what your fund actually adds

Invesco International Developed Dynamic Multifactor ETF IMFL

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

Fund and replication metrics

IMFL compared with its replication portfolio
MeasureIMFLReplication
Annualized growth8.5%9.4%
Annualized volatility15.3%15.1%
Sharpe ratio0.610.67
Maximum drawdown29.2%26.7%
Replication fit (R²)0.88 · Tracking error 5.3%

Replication portfolio

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

IMFL replication basket weights
TickerBuilding blockWeight
VEAIntl · Developed57.6%
EFGIntl · Growth14.3%
DBEFIntl · Dev Hedged11.5%
EFVIntl · Value8.5%
DGSEM Small Cap8.1%