See what your fund actually adds
Northern Trust US Quality Large Cap ETF QLC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | QLC | Replication |
|---|---|---|
| Annualized growth | 14.9% | 13.6% |
| Annualized volatility | 16.2% | 16.2% |
| Sharpe ratio | 0.94 | 0.87 |
| Maximum drawdown | 23.3% | 23.3% |
| Replication fit (R²) | 0.99 · Tracking error 1.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model QLC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 51.1% |
| LRGF | Factor · Multi-Factor | 28.7% |
| VUG | Style · Growth | 7.9% |
| VTV | Style · Value | 6.9% |
| SPHQ | Factor · Quality | 5.3% |