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PGIM S&P 500 Buffer 20 ETF - February PBFB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PBFB | Replication |
|---|---|---|
| Annualized growth | 10.3% | 10.2% |
| Annualized volatility | 5.5% | 5.7% |
| Sharpe ratio | 1.81 | 1.73 |
| Maximum drawdown | 7.5% | 6.8% |
| Replication fit (R²) | 0.82 · Tracking error 2.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model PBFB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 69.5% |
| VUG | Style · Growth | 16.2% |
| WTMF | Alternatives · Mgt Futures | 7.3% |
| SPHQ | Factor · Quality | 4.7% |
| XLE | Sector · Energy | 2.3% |