See what your fund actually adds
Northern Trust US Equity ETF NOEQ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NOEQ | Replication |
|---|---|---|
| Annualized growth | 43.6% | 33.8% |
| Annualized volatility | 9.8% | 9.1% |
| Sharpe ratio | 3.78 | 3.25 |
| Maximum drawdown | 2.1% | 2.5% |
| Replication fit (R²) | 0.89 · Tracking error 3.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model NOEQ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 36.4% |
| VUG | Style · Growth | 28.6% |
| VEA | Intl · Developed | 18.5% |
| USMV | Factor · Min Vol | 16.4% |