See what your fund actually adds
Northern Trust Morningstar Emerging Markets Factor Tilt ETF TLTE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TLTE | Replication |
|---|---|---|
| Annualized growth | 8.5% | 7.5% |
| Annualized volatility | 14.7% | 13.3% |
| Sharpe ratio | 0.63 | 0.61 |
| Maximum drawdown | 28.6% | 24.7% |
| Replication fit (R²) | 0.90 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model TLTE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 59.4% |
| VWO | Emerging Markets | 40.6% |