See what your fund actually adds
AllianzIM U.S. Large Cap Buffer20 Dec ETF DECW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DECW | Replication |
|---|---|---|
| Annualized growth | 10.9% | 11.9% |
| Annualized volatility | 6.6% | 6.8% |
| Sharpe ratio | 1.60 | 1.69 |
| Maximum drawdown | 7.8% | 7.3% |
| Replication fit (R²) | 0.82 · Tracking error 2.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model DECW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 53.2% |
| VUG | Style · Growth | 18.9% |
| WTMF | Alternatives · Mgt Futures | 16.3% |
| XLF | Sector · Financials | 6.2% |
| EMLC | FI · EM Local Currency | 5.5% |