See what your fund actually adds
m+ DualYield Autocall ETF MPDY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MPDY | Replication |
|---|---|---|
| Annualized growth | -17.5% | -3.5% |
| Annualized volatility | 15.4% | 9.5% |
| Sharpe ratio | -1.18 | -0.34 |
| Maximum drawdown | 2.7% | 1.5% |
| Replication fit (R²) | 0.81 · Tracking error 6.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model MPDY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 53.4% |
| VOT | Mid-Cap · Growth | 24.1% |
| XLU | Sector · Utilities | 22.4% |