See what your fund actually adds

Rayliant Wilshire NxtGen US Large Cap Equity ETF RWLC

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

Fund and replication metrics

RWLC compared with its replication portfolio
MeasureRWLCReplication
Annualized growth14.4%12.4%
Annualized volatility14.4%16.5%
Sharpe ratio1.010.79
Maximum drawdown20.1%25.1%
Replication fit (R²)0.87 · Tracking error 5.1%

Replication portfolio

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

RWLC replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth28.4%
USMVFactor · Min Vol25.6%
LRGFFactor · Multi-Factor23.7%
MTUMFactor · Momentum22.2%