See what your fund actually adds
iShares MSCI USA Value Factor ETF VLUE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VLUE | Replication |
|---|---|---|
| Annualized growth | 16.9% | 12.4% |
| Annualized volatility | 18.0% | 15.6% |
| Sharpe ratio | 0.96 | 0.83 |
| Maximum drawdown | 27.2% | 19.3% |
| Replication fit (R²) | 0.85 · Tracking error 6.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model VLUE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 42.4% |
| VBR | Small-Cap · Value | 32.8% |
| XLK | Sector · Technology | 17.4% |
| SCHD | Factor · Dividend | 7.4% |