See what your fund actually adds

NYLIM International Small-Mid Cap Equity ETF NISM

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

NISM compared with its replication portfolio
MeasureNISMReplication
Annualized growth5.1%7.0%
Annualized volatility8.5%8.5%
Sharpe ratio0.630.84
Maximum drawdown2.8%2.7%
Replication fit (R²)0.86 · Tracking error 3.1%

Replication portfolio

The published portfolio below is the investable basket used to model NISM’s historical return behavior.

NISM replication basket weights
TickerBuilding blockWeight
DBEFIntl · Dev Hedged56.0%
PFFFI · Preferred15.7%
VUGStyle · Growth14.7%
XLYSector · Cons Discr7.6%
IAUAlternatives · Gold6.0%