See what your fund actually adds

iShares MSCI USA Small-Cap Quality Factor ETF SQLT

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

Fund and replication metrics

SQLT compared with its replication portfolio
MeasureSQLTReplication
Annualized growth17.3%18.6%
Annualized volatility11.6%11.5%
Sharpe ratio1.431.54
Maximum drawdown5.9%6.5%
Replication fit (R²)0.95 · Tracking error 2.5%

Replication portfolio

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

SQLT replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap49.0%
IJHUS Mid Cap34.4%
EMLCFI · EM Local Currency9.2%
DBEFIntl · Dev Hedged3.8%
XLVSector · Healthcare3.7%