See what your fund actually adds
PGIM S&P 500 Buffer 12 ETF - February FEBP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FEBP | Replication |
|---|---|---|
| Annualized growth | 13.2% | 12.3% |
| Annualized volatility | 7.8% | 8.1% |
| Sharpe ratio | 1.63 | 1.48 |
| Maximum drawdown | 10.6% | 9.6% |
| Replication fit (R²) | 0.89 · Tracking error 2.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model FEBP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 57.7% |
| VUG | Style · Growth | 19.7% |
| VOO | US Large Cap | 12.4% |
| SPHQ | Factor · Quality | 6.1% |
| XLF | Sector · Financials | 4.1% |