See what your fund actually adds
Parametric Equity Premium Income ETF PAPI
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PAPI | Replication |
|---|---|---|
| Annualized growth | 10.7% | 16.6% |
| Annualized volatility | 10.8% | 11.3% |
| Sharpe ratio | 1.00 | 1.41 |
| Maximum drawdown | 11.2% | 11.8% |
| Replication fit (R²) | 0.83 · Tracking error 4.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model PAPI’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 37.7% |
| VOE | Mid-Cap · Value | 21.8% |
| XLP | Sector · Cons Staples | 19.9% |
| XLE | Sector · Energy | 11.6% |
| XLU | Sector · Utilities | 9.0% |