See what your fund actually adds
Northern Trust Quality Dividend ETF QDF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | QDF | Replication |
|---|---|---|
| Annualized growth | 11.9% | 13.3% |
| Annualized volatility | 15.0% | 15.4% |
| Sharpe ratio | 0.83 | 0.89 |
| Maximum drawdown | 21.7% | 21.8% |
| Replication fit (R²) | 0.97 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model QDF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 30.9% |
| LRGF | Factor · Multi-Factor | 28.2% |
| SCHD | Factor · Dividend | 24.4% |
| SPHQ | Factor · Quality | 9.2% |
| XLK | Sector · Technology | 7.3% |