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PGIM S&P 500 Buffer 20 ETF - December PBDE

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

Fund and replication metrics

PBDE compared with its replication portfolio
MeasurePBDEReplication
Annualized growth10.7%10.1%
Annualized volatility6.0%6.0%
Sharpe ratio1.711.62
Maximum drawdown7.7%6.8%
Replication fit (R²)0.87 · Tracking error 2.2%

Replication portfolio

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

PBDE replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield60.3%
VUGStyle · Growth13.7%
WTMFAlternatives · Mgt Futures11.3%
VOOUS Large Cap9.2%
EMLCFI · EM Local Currency5.6%