See what your fund actually adds
KraneShares Value Line Dynamic Dividend Equity Index ETF KVLE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | KVLE | Replication |
|---|---|---|
| Annualized growth | 11.1% | 11.6% |
| Annualized volatility | 14.2% | 13.7% |
| Sharpe ratio | 0.81 | 0.87 |
| Maximum drawdown | 17.0% | 17.3% |
| Replication fit (R²) | 0.91 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model KVLE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 29.2% |
| VOO | US Large Cap | 24.7% |
| LRGF | Factor · Multi-Factor | 18.9% |
| XLU | Sector · Utilities | 15.0% |
| VTV | Style · Value | 12.2% |