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Columbia Research Enhanced Value ETF REVS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | REVS | Replication |
|---|---|---|
| Annualized growth | 12.2% | 10.3% |
| Annualized volatility | 14.3% | 14.7% |
| Sharpe ratio | 0.88 | 0.74 |
| Maximum drawdown | 17.4% | 18.3% |
| Replication fit (R²) | 0.96 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model REVS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 45.0% |
| XLF | Sector · Financials | 16.1% |
| SCHD | Factor · Dividend | 16.0% |
| VOE | Mid-Cap · Value | 11.9% |
| VBR | Small-Cap · Value | 11.0% |