See what your fund actually adds
BlackRock Exchange Portfolio BlackRock Shares STSEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | STSEX | Replication |
|---|---|---|
| Annualized growth | 12.4% | 9.9% |
| Annualized volatility | 14.1% | 14.1% |
| Sharpe ratio | 0.90 | 0.74 |
| Maximum drawdown | 18.8% | 21.8% |
| Replication fit (R²) | 0.84 · Tracking error 5.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model STSEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 31.8% |
| USMV | Factor · Min Vol | 23.4% |
| XLF | Sector · Financials | 16.5% |
| XLP | Sector · Cons Staples | 15.4% |
| XLV | Sector · Healthcare | 12.9% |