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Northern Trust Quality Dividend Defensive ETF QDEF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | QDEF | Replication |
|---|---|---|
| Annualized growth | 12.9% | 10.8% |
| Annualized volatility | 13.7% | 13.5% |
| Sharpe ratio | 0.96 | 0.83 |
| Maximum drawdown | 21.0% | 19.4% |
| Replication fit (R²) | 0.97 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model QDEF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 36.7% |
| USMV | Factor · Min Vol | 23.4% |
| SCHD | Factor · Dividend | 18.0% |
| LRGF | Factor · Multi-Factor | 12.1% |
| XLP | Sector · Cons Staples | 9.8% |