See what your fund actually adds

Northern Trust Morningstar Developed Markets ex-US Factor Tilt ETF TLTD

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

Fund and replication metrics

TLTD compared with its replication portfolio
MeasureTLTDReplication
Annualized growth10.0%9.4%
Annualized volatility15.1%13.8%
Sharpe ratio0.710.72
Maximum drawdown27.4%23.9%
Replication fit (R²)0.93 · Tracking error 4.0%

Replication portfolio

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

TLTD replication basket weights
TickerBuilding blockWeight
EFVIntl · Value34.2%
VSSIntl · Small Cap29.4%
DBEFIntl · Dev Hedged26.0%
VNQIAlternatives · Intl Real Estate10.4%