See what your fund actually adds
Franklin Intelligent Machines ETF IQM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IQM | Replication |
|---|---|---|
| Annualized growth | 17.5% | 16.6% |
| Annualized volatility | 27.9% | 22.3% |
| Sharpe ratio | 0.72 | 0.80 |
| Maximum drawdown | 44.6% | 31.6% |
| Replication fit (R²) | 0.86 · Tracking error 10.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model IQM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLK | Sector · Technology | 66.9% |
| VBK | Small-Cap · Growth | 21.5% |
| MTUM | Factor · Momentum | 8.6% |
| VOT | Mid-Cap · Growth | 3.0% |