See what your fund actually adds

Invesco Dorsey Wright Consumer Cyclicals Momentum ETF PEZ

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

Fund and replication metrics

PEZ compared with its replication portfolio
MeasurePEZReplication
Annualized growth1.6%6.9%
Annualized volatility23.2%18.8%
Sharpe ratio0.180.45
Maximum drawdown41.3%28.1%
Replication fit (R²)0.76 · Tracking error 11.3%

Replication portfolio

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

PEZ replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap34.1%
IJHUS Mid Cap27.1%
XLYSector · Cons Discr25.6%
MTUMFactor · Momentum9.8%
VBKSmall-Cap · Growth3.5%