See what your fund actually adds
Alpha Architect U.S. Quantitative Value ETF QVAL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | QVAL | Replication |
|---|---|---|
| Annualized growth | 13.1% | 9.7% |
| Annualized volatility | 20.1% | 17.5% |
| Sharpe ratio | 0.71 | 0.62 |
| Maximum drawdown | 25.0% | 19.0% |
| Replication fit (R²) | 0.84 · Tracking error 8.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model QVAL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 52.3% |
| XLB | Sector · Materials | 21.0% |
| XLE | Sector · Energy | 15.2% |
| XLY | Sector · Cons Discr | 7.3% |
| VBK | Small-Cap · Growth | 4.3% |