See what your fund actually adds
Royce Quant Small-Cap Quality Value ETF SQLV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SQLV | Replication |
|---|---|---|
| Annualized growth | 7.1% | 6.3% |
| Annualized volatility | 19.7% | 19.3% |
| Sharpe ratio | 0.45 | 0.42 |
| Maximum drawdown | 23.7% | 26.0% |
| Replication fit (R²) | 0.95 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model SQLV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 76.6% |
| IWC | Micro Cap | 11.8% |
| SCHD | Factor · Dividend | 7.8% |
| XLF | Sector · Financials | 3.9% |