See what your fund actually adds
State Street SPDR Russell 1000 Low Volatility Focus ETF ONEV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ONEV | Replication |
|---|---|---|
| Annualized growth | 7.9% | 8.1% |
| Annualized volatility | 14.4% | 13.8% |
| Sharpe ratio | 0.60 | 0.64 |
| Maximum drawdown | 18.4% | 17.4% |
| Replication fit (R²) | 0.96 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model ONEV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 31.2% |
| VBR | Small-Cap · Value | 22.9% |
| VOE | Mid-Cap · Value | 17.6% |
| RSP | Factor · Equal Weight | 15.3% |
| XLP | Sector · Cons Staples | 13.0% |