See what your fund actually adds
Invesco S&P Emerging Markets Momentum ETF EEMO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EEMO | Replication |
|---|---|---|
| Annualized growth | 7.7% | 9.6% |
| Annualized volatility | 19.2% | 13.7% |
| Sharpe ratio | 0.48 | 0.74 |
| Maximum drawdown | 25.5% | 25.6% |
| Replication fit (R²) | 0.62 · Tracking error 11.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model EEMO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 32.1% |
| VWO | Emerging Markets | 29.8% |
| MTUM | Factor · Momentum | 24.8% |
| ICVT | FI · Convertibles | 8.3% |
| XLK | Sector · Technology | 5.0% |