See what your fund actually adds
iShares U.S. Equity Factor ETF LRGF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LRGF | Replication |
|---|---|---|
| Annualized growth | 14.4% | 12.2% |
| Annualized volatility | 16.4% | 16.6% |
| Sharpe ratio | 0.90 | 0.78 |
| Maximum drawdown | 21.2% | 24.9% |
| Replication fit (R²) | 0.98 · Tracking error 2.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model LRGF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTI | US Broad Market | 100.0% |