See what your fund actually adds
Invesco Zacks Mid-Cap ETF CZA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CZA | Replication |
|---|---|---|
| Annualized growth | 6.8% | 8.2% |
| Annualized volatility | 15.6% | 16.6% |
| Sharpe ratio | 0.50 | 0.56 |
| Maximum drawdown | 16.8% | 20.4% |
| Replication fit (R²) | 0.93 · Tracking error 4.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model CZA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 37.7% |
| VOE | Mid-Cap · Value | 28.5% |
| XLI | Sector · Industrials | 18.6% |
| VNQ | Sector · Real Estate | 15.3% |