See what your fund actually adds
AllianzIM U.S. Large Cap Buffer20 Aug ETF AUGW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AUGW | Replication |
|---|---|---|
| Annualized growth | 11.6% | 11.8% |
| Annualized volatility | 6.2% | 6.6% |
| Sharpe ratio | 1.79 | 1.72 |
| Maximum drawdown | 7.9% | 7.4% |
| Replication fit (R²) | 0.83 · Tracking error 2.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model AUGW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 64.9% |
| VUG | Style · Growth | 14.9% |
| WTMF | Alternatives · Mgt Futures | 11.0% |
| XLI | Sector · Industrials | 4.8% |
| XLK | Sector · Technology | 4.4% |