See what your fund actually adds
Northern Trust US Quality Low Volatility ETF QLV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | QLV | Replication |
|---|---|---|
| Annualized growth | 10.7% | 8.9% |
| Annualized volatility | 12.5% | 12.8% |
| Sharpe ratio | 0.87 | 0.73 |
| Maximum drawdown | 17.4% | 19.6% |
| Replication fit (R²) | 0.96 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model QLV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 55.4% |
| VUG | Style · Growth | 19.2% |
| XLP | Sector · Cons Staples | 11.0% |
| XLV | Sector · Healthcare | 9.3% |
| SCHD | Factor · Dividend | 5.1% |