See what your fund actually adds

PIMCO RAFI ESG U.S. ETF RAFE

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

Fund and replication metrics

RAFE compared with its replication portfolio
MeasureRAFEReplication
Annualized growth11.7%13.4%
Annualized volatility14.7%15.2%
Sharpe ratio0.830.90
Maximum drawdown23.5%20.6%
Replication fit (R²)0.95 · Tracking error 3.1%

Replication portfolio

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

RAFE replication basket weights
TickerBuilding blockWeight
VTVStyle · Value32.1%
SCHDFactor · Dividend27.0%
XLKSector · Technology24.7%
XLFSector · Financials16.3%