See what your fund actually adds
LSV Disciplined Value ETF LSVD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LSVD | Replication |
|---|---|---|
| Annualized growth | 24.9% | 17.3% |
| Annualized volatility | 15.2% | 15.1% |
| Sharpe ratio | 1.55 | 1.14 |
| Maximum drawdown | 17.3% | 17.4% |
| Replication fit (R²) | 0.95 · Tracking error 3.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model LSVD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTI | US Broad Market | 100.0% |