See what your fund actually adds
Franklin ClearBridge Enhanced Income ETF YLDE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | YLDE | Replication |
|---|---|---|
| Annualized growth | 9.8% | 10.0% |
| Annualized volatility | 13.1% | 13.7% |
| Sharpe ratio | 0.78 | 0.77 |
| Maximum drawdown | 19.5% | 18.9% |
| Replication fit (R²) | 0.93 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model YLDE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 29.9% |
| USMV | Factor · Min Vol | 27.1% |
| XLF | Sector · Financials | 23.9% |
| IGF | Sector · Infrastructure | 19.1% |