See what your fund actually adds

iShares S&P 500 ex S&P 100 ETF XOEF

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

Fund and replication metrics

XOEF compared with its replication portfolio
MeasureXOEFReplication
Annualized growth17.0%16.5%
Annualized volatility10.7%10.1%
Sharpe ratio1.531.56
Maximum drawdown7.1%7.1%
Replication fit (R²)0.96 · Tracking error 2.1%

Replication portfolio

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

XOEF replication basket weights
TickerBuilding blockWeight
VOEMid-Cap · Value38.8%
RSPFactor · Equal Weight23.4%
VOTMid-Cap · Growth16.3%
SPHQFactor · Quality12.1%
MTUMFactor · Momentum9.5%