See what your fund actually adds
iShares Large Cap Moderate Quarterly Laddered ETF IVVM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IVVM | Replication |
|---|---|---|
| Annualized growth | 13.9% | 14.0% |
| Annualized volatility | 8.6% | 8.8% |
| Sharpe ratio | 1.56 | 1.54 |
| Maximum drawdown | 10.2% | 10.2% |
| Replication fit (R²) | 0.90 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model IVVM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 42.9% |
| VUG | Style · Growth | 25.3% |
| VOO | US Large Cap | 14.4% |
| WTMF | Alternatives · Mgt Futures | 10.2% |
| USMV | Factor · Min Vol | 7.2% |