https://www.folioinvesting.com/folioinvesting/about-us/
Above is a link to a service, Folio, that kind of does what you're trying to do.
I agree Advantages of owning the individual securities includes potential tax efficiency, and possibly lower cost than an ETF.
I've never used Folio, so can't speak to details. I'd be interested in your or anyone else's experience with them.
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