See what your fund actually adds

GMO U.S. Quality ETF QLTY

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

Fund and replication metrics

QLTY compared with its replication portfolio
MeasureQLTYReplication
Annualized growth21.6%19.2%
Annualized volatility13.6%12.4%
Sharpe ratio1.521.48
Maximum drawdown14.9%14.6%
Replication fit (R²)0.90 · Tracking error 4.3%

Replication portfolio

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

QLTY replication basket weights
TickerBuilding blockWeight
XLVSector · Healthcare33.7%
SPHQFactor · Quality26.0%
VOXSector · Communication20.3%
VUGStyle · Growth19.9%