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JPMorgan Fundamental Data Science Mid Core ETF MCDS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MCDS | Replication |
|---|---|---|
| Annualized growth | 14.4% | 14.1% |
| Annualized volatility | 15.0% | 14.9% |
| Sharpe ratio | 0.97 | 0.96 |
| Maximum drawdown | 20.5% | 18.4% |
| Replication fit (R²) | 0.98 · Tracking error 1.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model MCDS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 43.5% |
| VOE | Mid-Cap · Value | 29.1% |
| VOT | Mid-Cap · Growth | 20.9% |
| XLF | Sector · Financials | 6.5% |