See what your fund actually adds

Northern Trust Developed Markets ex-US Quality Low Volatility ETF QLVD

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

Fund and replication metrics

QLVD compared with its replication portfolio
MeasureQLVDReplication
Annualized growth6.7%7.2%
Annualized volatility11.4%11.3%
Sharpe ratio0.620.68
Maximum drawdown22.9%19.4%
Replication fit (R²)0.83 · Tracking error 4.7%

Replication portfolio

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

QLVD replication basket weights
TickerBuilding blockWeight
DBEFIntl · Dev Hedged26.9%
VNQIAlternatives · Intl Real Estate21.7%
EFVIntl · Value20.6%
EMLCFI · EM Local Currency18.8%
XLVSector · Healthcare12.0%