See what your fund actually adds

Vanguard Russell 2000 Value ETF VTWV

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

Fund and replication metrics

VTWV compared with its replication portfolio
MeasureVTWVReplication
Annualized growth7.2%6.8%
Annualized volatility20.3%19.6%
Sharpe ratio0.440.43
Maximum drawdown25.6%25.6%
Replication fit (R²)0.98 · Tracking error 2.8%

Replication portfolio

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

VTWV replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap53.6%
IWCMicro Cap22.3%
VBRSmall-Cap · Value18.9%
XLESector · Energy2.7%
VNQSector · Real Estate2.5%