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Invesco Leisure and Entertainment ETF PEJ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PEJ | Replication |
|---|---|---|
| Annualized growth | 4.4% | 6.8% |
| Annualized volatility | 21.1% | 18.2% |
| Sharpe ratio | 0.31 | 0.45 |
| Maximum drawdown | 34.7% | 31.2% |
| Replication fit (R²) | 0.78 · Tracking error 9.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model PEJ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLF | Sector · Financials | 29.6% |
| VBK | Small-Cap · Growth | 29.0% |
| IJR | US Small Cap | 22.3% |
| VOX | Sector · Communication | 19.1% |