See what your fund actually adds

Alpha Architect International Quantitative Value ETF IVAL

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

Fund and replication metrics

IVAL compared with its replication portfolio
MeasureIVALReplication
Annualized growth10.8%12.4%
Annualized volatility16.6%13.4%
Sharpe ratio0.700.94
Maximum drawdown25.8%21.6%
Replication fit (R²)0.79 · Tracking error 7.7%

Replication portfolio

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

IVAL replication basket weights
TickerBuilding blockWeight
EFVIntl · Value56.6%
DGSEM Small Cap30.5%
XLESector · Energy7.2%
VSSIntl · Small Cap5.8%