See what your fund actually adds
State Street SPDR S&P Capital Markets ETF KCE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | KCE | Replication |
|---|---|---|
| Annualized growth | 18.6% | 18.1% |
| Annualized volatility | 20.5% | 15.8% |
| Sharpe ratio | 0.94 | 1.14 |
| Maximum drawdown | 24.4% | 16.7% |
| Replication fit (R²) | 0.83 · Tracking error 8.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model KCE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLF | Sector · Financials | 53.8% |
| IWC | Micro Cap | 19.9% |
| VOT | Mid-Cap · Growth | 17.4% |
| IBIT | Alternatives · Bitcoin | 6.5% |
| SLV | Alternatives · Silver | 2.5% |