See what your fund actually adds

PGIM S&P 500 Buffer 12 ETF - July JULP

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

JULP compared with its replication portfolio
MeasureJULPReplication
Annualized growth13.1%12.7%
Annualized volatility8.8%9.4%
Sharpe ratio1.451.32
Maximum drawdown11.0%11.5%
Replication fit (R²)0.81 · Tracking error 3.8%

Replication portfolio

The published portfolio below is the investable basket used to model JULP’s historical return behavior.

JULP replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures34.3%
VUGStyle · Growth29.6%
PFFFI · Preferred17.3%
XLPSector · Cons Staples11.1%
VOOUS Large Cap7.7%