See what your fund actually adds
iShares Large Cap Deep Quarterly Laddered ETF IVVB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IVVB | Replication |
|---|---|---|
| Annualized growth | 12.0% | 15.2% |
| Annualized volatility | 9.1% | 9.8% |
| Sharpe ratio | 1.30 | 1.50 |
| Maximum drawdown | 11.7% | 11.5% |
| Replication fit (R²) | 0.92 · Tracking error 2.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model IVVB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 30.2% |
| VOO | US Large Cap | 26.5% |
| VUG | Style · Growth | 22.6% |
| WTMF | Alternatives · Mgt Futures | 11.4% |
| USMV | Factor · Min Vol | 9.4% |