See what your fund actually adds
ProShares S&P 500 High Income ETF ISPY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ISPY | Replication |
|---|---|---|
| Annualized growth | 16.7% | 20.8% |
| Annualized volatility | 12.7% | 14.1% |
| Sharpe ratio | 1.28 | 1.41 |
| Maximum drawdown | 15.6% | 16.9% |
| Replication fit (R²) | 0.95 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model ISPY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 100.0% |