See what your fund actually adds
WEBs QQQ Defined Volatility ETF DVQQ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DVQQ | Replication |
|---|---|---|
| Annualized growth | 22.7% | 23.4% |
| Annualized volatility | 22.1% | 20.3% |
| Sharpe ratio | 1.03 | 1.14 |
| Maximum drawdown | 21.6% | 20.7% |
| Replication fit (R²) | 0.85 · Tracking error 8.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model DVQQ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLK | Sector · Technology | 63.9% |
| XLY | Sector · Cons Discr | 17.1% |
| VNQI | Alternatives · Intl Real Estate | 10.6% |
| VOX | Sector · Communication | 8.4% |