See what your fund actually adds

State Street SPDR MSCI ACWI Climate Paris Aligned ETF NZAC

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

Fund and replication metrics

NZAC compared with its replication portfolio
MeasureNZACReplication
Annualized growth9.6%10.5%
Annualized volatility15.2%16.7%
Sharpe ratio0.680.68
Maximum drawdown26.9%30.3%
Replication fit (R²)0.95 · Tracking error 3.4%

Replication portfolio

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

NZAC replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth40.8%
EFGIntl · Growth23.5%
DGSEM Small Cap18.1%
VOOUS Large Cap17.6%