See what your fund actually adds

PGIM S&P 500 Buffer 12 ETF - December DECP

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

DECP compared with its replication portfolio
MeasureDECPReplication
Annualized growth13.4%12.9%
Annualized volatility8.7%8.9%
Sharpe ratio1.491.42
Maximum drawdown10.7%10.4%
Replication fit (R²)0.92 · Tracking error 2.4%

Replication portfolio

The published portfolio below is the investable basket used to model DECP’s historical return behavior.

DECP replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield42.9%
VOOUS Large Cap29.7%
VUGStyle · Growth13.2%
WTMFAlternatives · Mgt Futures8.8%
XLFSector · Financials5.4%