{"schemaVersion":1,"ticker":"XLG","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xlg/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, XLG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/xlg/"},"benchmark":{"ticker":"IVV","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"XLG","b":"IVV","window":{"from":"2005-05-20","to":"2026-10-23","firstReturn":"2005-05-27","weeklyReturns":1118,"years":21.43,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01813223,"perWeek":0.0003486968,"days":5361,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":8.8251179,"b":8.51520498,"edge":"XLG (slight)","lead":"XLG"},"annualised":{"a":0.1121292,"b":0.11047253,"edge":"Tie"},"price":{"a":5.72354212,"b":5.4100949,"edge":"XLG (slight)","lead":"XLG"},"volatility":{"a":0.16972994,"b":0.17363576,"edge":"XLG (slight)","lead":"XLG"},"downsideDeviation":{"a":0.11832596,"b":0.12233687,"edge":"XLG (slight)","lead":"XLG"},"maxDrawdown":{"a":-0.51683275,"b":-0.54729949,"edge":"XLG (slight)","lead":"XLG","aPeak":"2007-10-12","aTrough":"2009-03-06","bPeak":"2007-10-12","bTrough":"2009-03-06"},"excess":{"a":0.10275342,"b":0.10195915,"edge":"Tie"},"sharpe":{"a":0.60539359,"b":0.58720132,"edge":"XLG (slight)","lead":"XLG"},"sortino":{"a":0.86839286,"b":0.83342939,"edge":"XLG (slight)","lead":"XLG"},"calmar":{"a":0.21695452,"b":0.20185024,"edge":"XLG (slight)","lead":"XLG"}},"relative":{"XLG":{"on":"IVV","beta":0.95412718,"r2":0.95273897,"alpha":0.00547143,"alphaT":0.68498169,"alphaLow":-0.01020117,"alphaHigh":0.02114403,"upsideCapture":0.97747707,"downsideCapture":0.98540619,"treynor":0.10769363,"trackingError":0.03774853,"informationRatio":0.0210412,"upWeeks":648,"downWeeks":469,"treynorReference":0.10195915,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IVV (slight)","lead":"IVV"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"XLG (slight)","lead":"XLG"},"informationRatio":{"edge":null,"lead":"XLG","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XLG":{"kept":"2026-10-26","distributions":86,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":1118,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.8251179}},"IVV":{"kept":"2026-10-26","distributions":88,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1118,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.51520498}}}}