See what your fund actually adds
Invesco S&P 500 BuyWrite ETF PBP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PBP | Replication |
|---|---|---|
| Annualized growth | 8.1% | 8.4% |
| Annualized volatility | 10.1% | 9.2% |
| Sharpe ratio | 0.82 | 0.92 |
| Maximum drawdown | 18.1% | 16.9% |
| Replication fit (R²) | 0.70 · Tracking error 5.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model PBP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 30.2% |
| SPHY | FI · High Yield | 28.9% |
| VUG | Style · Growth | 22.5% |
| MTUM | Factor · Momentum | 9.3% |
| XLP | Sector · Cons Staples | 9.2% |