See what your fund actually adds
Optimize Strategy Index ETF OPTZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | OPTZ | Replication |
|---|---|---|
| Annualized growth | 27.7% | 20.9% |
| Annualized volatility | 19.1% | 18.0% |
| Sharpe ratio | 1.38 | 1.15 |
| Maximum drawdown | 23.0% | 21.0% |
| Replication fit (R²) | 0.94 · Tracking error 4.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model OPTZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 33.0% |
| IJR | US Small Cap | 31.4% |
| VBK | Small-Cap · Growth | 21.2% |
| XLK | Sector · Technology | 11.1% |
| SPHQ | Factor · Quality | 3.2% |