XUDV vs FAB overlap
XUDV and FAB overlap 10.3% by weight, across 46 shared holdings.
Pick 2 to 4 ETFs.
Top shared holdings
| Holding | XUDV | FAB | Overlap |
|---|---|---|---|
| Fidelity NationaFIS | 1.86% | 0.50% | 0.50% |
| Verizon CommunicVZ | 4.20% | 0.48% | 0.48% |
| General Mills inGIS | 4.52% | 0.44% | 0.44% |
| Eversource EnergES | 1.55% | 0.43% | 0.43% |
| Edison IntlEIX | 2.37% | 0.42% | 0.42% |
| T Rowe Price GRPTROW | 3.23% | 0.42% | 0.42% |
| Comcast Corp.-aCMCSA | 0.95% | 0.42% | 0.42% |
| Chevron Corp.CVX | 1.21% | 0.41% | 0.41% |
| Prudentl FINLPRU | 3.14% | 0.39% | 0.39% |
| Target Corp.TGT | 0.54% | 0.38% | 0.38% |
| Oneok Inc.OKE | 3.54% | 0.36% | 0.36% |
| Truist FinancialTFC | 2.19% | 0.36% | 0.36% |
| Pfizer Inc.PFE | 4.62% | 0.36% | 0.36% |
| Amcor PLCAMCR | 2.35% | 0.36% | 0.36% |
| HP Inc.HPQ | 3.00% | 0.31% | 0.31% |
Overlap by weight adds up the smaller weight of each holding the funds share, so 100% means identical portfolios. Long securities only: derivatives and cash vehicles are left out. Sources: XUDV, SEC Form N-PORT, June 30, 2026; FAB, SEC Form N-PORT, July 31, 2026.
Largest institutions holding both
| Firm | XUDV | FAB |
|---|---|---|
| Assetmark, Inc. | $29.2M | $10K |
| Raymond James Financial Inc. | $3.6M | $6.7M |
| Envestnet Asset Management Inc. | $7.4M | $738K |
| Cetera Investment Advisers | $6.4M | $684K |
| Citadel Advisors LLC | $1.3M | $3.5M |
| Royal Bank of Canada | $9K | $3.7M |
This compares who owns the funds, not what the funds hold. From SEC Form 13F, for managers with $100M+ in US securities.
Who owns them: XUDV institutional holders, FAB institutional holders.
Frequently asked questions
How much do XUDV and FAB overlap?
10.3% by weight, with 46 holdings in common, using holdings for XUDV as of June 30, 2026 and FAB as of July 31, 2026. The largest shared position is FIS.
Do institutions hold both XUDV and FAB?
6 Form 13F filers report positions in both, out of 70 that report either one.
How is overlap by weight worked out?
For each holding the two funds share, take the smaller of the two weights, then add those up. Identical portfolios score 100%.